This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. Our findings show that well-optimized cryptocurrency portfolios are not subject to Day-of-the-week effects. A positive Monday and a negative Thursday effect were confirmed in Bitcoin, Ethereum, and Ripple, as well as a negative Sunday effect for Ripple.

Tabletop games have within recent years evolvedto become more and more complex, such as through the useof dynamic rules, permanently changing how the game worksafter a playthrough, and players playing different roles in thegame. This leads to unique challenges for Artificial Intelligence.A Tabletop Games Framework (TAG) is a framework intended topromote research within general AI for modern tabletop games.Rolling Horizon Evolutionary Algorithms (RHEA) are a typeof algorithms that have been applied to games with successin the past. By implementing a RHEA agent we can studyhow it compares to other types of agents such as Monte CarloTree Search and Random Mutation Hill Climbing agents. Ofparticular interest is the game Pandemic (2008), as the existingagents are unable to win at it.

During the assembly of aircraft engines, some clearance is left in the rolling bearings mainly to reduce friction. However this clearance might allow the rolling element to vibrate during flight. Indeed, unwanted vibrations called non-synchronous vibrations (NSV) appear on the data recorded by the sensors on some development engines. NSV can be dangerous for the engine so they are closely monitored.  To prevent the appearance of the NSV, they are investigated by the engineers as soon as they appear during tests. The main source of the NSV is most likely to be the rolling bearings in the rotor because they induce a non-linear behaviour. The bearings of development engines were investigated on Finite Element Method (FEM) software for example but other methods could bring a contribution for the understanding of the NSV.  In this study, a multibody modelling software is used to try to model and explain the observed sub-synchronous vibrations considered as NSV. A model of the rotor of a prototype engine on a FEM software is provided and then reduced to be implemented in the new software. The behaviour of this new model is tested through modal analysis and response to imbalance.  Once the model is properly set, a parametric study is performed to see the effect of the thrust, gravity, imbalance weight and clearance on the system. It shows that clearance and gravity are key parameters while thrust and the imbalance weight have a minor impact on the NSV. This study has also helped to fix the parameters used to reproduce the NSV observed in the experiments.  Then, a second study focus on the influence of the clearance of the roller bearings on the NSV. This study defines a range of clearance that can be implemented on the engine to avoid the NSV. It also proved that the vibrations were very sensitive to a small change in the clearance values.  Finally, by studying the previous configurations, a link between the stiffness of the bearing and the occurrence of the NSV was established. In fact, the NSV appear only when the two roller bearings both have no stiffness because the clearance is not filled by the radial load. The rolling element is thus free to vibrate in its ring. It was noticed that the NSV has more chance to occur if it has already come out earlier in the run-up of the engine.  The multibody software is therefore perfectly able to reproduce the vibrations in a rotor. It is now a tool that can be used during the development process. / Vid montering av flygplansmotorer lämnas ett spelrum i rullningslagren främst för att minska friktionen. Detta spelrum kan emellertid tillåta att rullelementet vibrerar under flygning. Faktum är att oönskade vibrationer som kallas non-synchronous vibrations (NSV) visas på data som registreras av sensorerna på utveckling motorerna. NSV kan vara farligt för motorn och övervakas därför noggrant.För att förhindra uppkomsten av NSV utreds de regelbundet av ingenjörerna. Den huvudsakliga källan till NSV är troligen rullager i rotorn eftersom de inducerar ett icke-linjärt beteende. Lagren för utveckling motorer undersöktes till exempel med Finita Element-metoden (FEM) programvara men andra metoder skulle kunna bidra till förståelsen av NSV. I denna studie används en multibody-modelleringsprogramvara för att försöka modellera och förklara de observerade subsynkrona vibrationerna som betraktas som NSV. En modell av rotorn till en utveckling motor tillhandahålls i ett FEM-program och reduceras sedan för att implementeras i den nya mjukvaran. Beteendet hos denna nya modell testas genom modal analys och respons på obalans. När modellen är inställd utförs en parametrisk studie för att se effekten av dragkraften, gravitationen, obalansvikten och frigången i systemet.Den visar att frigång och gravitation är nyckelparametrar medan dragkraft och obalansvikt har en mindre inverkan på NSV. Denna studie har också hjälpt till att bestämma de parametrar som används för att reproducera NSV som observerats i experimenten. Därefter fokuserar en andra studie på inverkan av rullagernas frigång på NSV. Denna studie definierar ett intervall av spelrum som kan implementeras på motorn för att undvika NSV. Det visade sig också att vibrationerna var mycket känsliga för en liten ändring av frigångsvärdena.Slutligen, genom att studera de tidigare konfigurationerna, etablerades en koppling mellan lagrets styvhet och förekomsten av NSV. Faktum är att NSV endast visas när de två rullagren båda inte har någon styvhet eftersom spelet inte fylls av den radiella belastningen. Rullelementet är således fritt att vibrera i sin ring. Det märktes att NSV har större chans att inträffa om den redan sker tidigare i motorns start. Multibody-mjukvaran är därför perfekt för att reproducera vibrationerna i en rotor. Det är nu ett verktyg som kan användas under utvecklingsprocessen.

This dissertation is devoted to the development of new flow-based formulations for the asymmetric traveling salesman problem (ATSP) and to the demonstration of their applicability in effectively solving some scheduling problems. The ATSP is commonly encountered in the areas of manufacturing planning and scheduling, and transportation logistics. The integration of decisions pertaining to production and shipping, in the supply chain context, has given rise to an additional and practical relevance to this problem especially in situations involving sequence-dependent setups and routing of vehicles. Our objective is to develop new ATSP formulations so that algorithms can be built by taking advantage of their relaxations (of integer variables, thereby, resulting in linear programs) to effectively solve large-size problems. In view of our objective, it is essential to have a formulation that is amenable to the development of an effective solution procedure for the underlying problem. One characteristic of a formulation that is helpful in this regard is its tightness. The tightness of a formulation usually refers to the quality of its approximation to the convex hull of integer feasible solutions. Another characteristic is its compactness. The compactness of a formulation is measured by the number of variables and constraints that are used to formulate a given problem. Our formulations for the ATSP and the scheduling problems that we address are both tight and compact. We present a new class of polynomial length formulations for the asymmetric traveling salesman problem (ATSP) by lifting an ordered path-based model using logical restrictions in concert with the Reformulation-Linearization Technique (RLT). We show that a relaxed version of this formulation is equivalent to a flow-based ATSP model, which, in turn, is tighter than the formulation based on the exponential number of Dantzig-Fulkerson-Johnson (DFJ) subtour elimination constraints. The proposed lifting idea is applied to derive a variety of new formulations for the ATSP, and a detailed analysis of these formulations is carried out to show that some of these formulations are the tightest among those presented in the literature. Computational results are presented to exhibit the relative tightness of our formulations and the efficacy of the proposed lifting process.> While the computational results demonstrate the efficacy of employing the proposed theoretical RLT and logical lifting ideas, yet it remains of practical interest to take due advantage of the tightest formulations. The key requirement to accomplish this is the ability to solve the underlying LP relaxations more effectively. One approach, to that end, is to solve these LP relaxations to (near-) optimality by using deflected subgradient methods on Lagrangian dual formulations. We solve the LP relaxation of our tightest formulation, ATSP6, to (near-) optimality by using a deflected subgradient algorithm with average direction strategy (SA_ADS) (see Sherali and Ulular [69]). We also use two nondifferentiable optimization (NDO) methods, namely, the variable target value method (VTVM) presented by Sherali et al. [66] and the trust region target value method (TRTV) presented by Lim and Sherali [46], on the Lagrangian dual formulation of ATSP6. The preliminary results show that the near-optimal values obtained by the VTVM on solving the problem in the canonical format are the closest to the target optimal values. Another approach that we use is to derive a set of strong valid inequalities based on our tighter formulations through a suitable surrogation process for inclusion within the more compact manageable formulations. Our computational results show that, when the dual optimal solution is available, the associated strong valid inequalities generated from our procedure can successfully lift the LP relaxation of a less tight formulation, such as ATSP2R¯, to be as tight as the tightest formulation, such as ATSP6. We extend our new formulations to include precedence constraints in order to enforce a partial order on the sequence of cities to be visited in a tour. The presence of precedence constraints within the ATSP framework is encountered quite often in practice. Examples include: disassembly optimization (see Sarin et al. [62]), and scheduling of wafers/ ICs on automated testing equipments in a semiconductor manufacturing facility (see Chen and Hsia [17]); among others. Our flow-based ATSP formulation can very conveniently capture these precedence constraints. We also present computational results to depict the tightness of our precedence-constrained asymmetric traveling salesman problem (PCATSP) formulations. We, then, apply our formulations to the hot strip rolling scheduling problem, which involves the processing of hot steel slabs, in a pre-specified precedence order, on one or more rollers. The single-roller hot strip rolling scheduling problem can be directly formulated as a PCATSP. We also consider the multiple-roller hot strip rolling scheduling problem. This gives rise to the multiple-asymmetric traveling salesman problem (mATSP). Not many formulations have been presented in the literature for the mATSP, and there are none for the mATSP formulations involving a precedence order among the cities to be visited by the salesmen, which is the case for the multiple-roller hot strip rolling scheduling problem. To begin with, we develop new formulations for the mATSP and show the validity of our formulations, and present computational results to depict their tightness. Then, we extend these mATSP formulations to include a pre-specified, special type of precedence order in which to process the slabs, and designate the resulting formulations as the restricted precedence-constrained multiple-asymmetric traveling salesman problem (rPCmATSP) formulations. We directly formulate the multiple-roller hot strip rolling scheduling problem as a rPCmATSP. Furthermore, we consider the hot strip rolling scheduling problem with slab selection in which not all slabs need to be processed. We model the single-roller hot strip rolling scheduling problem with slab selection as a multiple-asymmetric traveling salesman problem with exactly two traveling salesmen. Similarly, the multiple-roller hot strip rolling scheduling problem with slab selection is modeled as a multiple-asymmetric traveling salesman problem with (m+1) traveling salesmen. A series of computational experiments are conducted to exhibit the effectiveness of our formulations for the solution of hot strip rolling scheduling problems. Furthermore, we develop two mixed-integer programming algorithms to solve our formulations. These are based on Benders΄ decomposition [13] and are designated Benders΄ decomposition and Modified Benders΄ methods. In concert with a special type of precedence order presented in the hot strip rolling scheduling problems, we further introduce an adjustable density ratio of the associated precedence network and we use randomly generated test problems to study the effect of various density ratios in solving these scheduling problems. Our experimentation shows the efficacy of our methods over CPLEX. Finally, we present a compact formulation for the job shop scheduling problem, designated as JSCD (job shop conjunctive-disjunctive) formulation, which is an extension of our ATSP formulations. We use two test problems given in Muth and Thompson [53] to demonstrate the optimal schedule and the lower bound values obtained by solving the LP relaxations of our formulations. However, we observe that the lower bound values obtained by solving the LP relaxations of all variations of our JSCD formulation equal to the maximum total processing time among the jobs in the problem. / Ph. D.

Cross-Laminated Timber (CLT) is an engineered wood product made by laminating dimensional or structural composite lumber in alternating orthogonal layers. Compared to Canada and Europe, CLT is a novel product to the US. With the additions included in the 2021 International Building Code (IBC), CLT material properties, especially rolling shear, would need to be explored. The increasing demand for softwood lumber, along with the increase of demand of CLT panel production, could place a burden and surpass the domestic softwood supply. Rolling shear is a phenomenon that occurs when the wood fibers in the cross-layers roll over each other because of the shearing forces acting upon a CLT panel when it is loaded out-of-plane. This study used the two-plate shear test from ASTM D2718 to measure the rolling shear properties of various southeastern US wood species: southern pine, yellow-poplar, and soft maple. A secondary study was conducted, using the same two-plate shear test, to measure the rolling shear properties of re-manufactured southern pine for CLT cross-layer application. The soft maple had the greatest average rolling shear strength at 5.93 N/mm2 and southern pine had the lowest average rolling shear strength at 2.51 N/mm2. Using a single factor analysis of variance (ANOVA), the rolling shear strength values from soft maple were significantly greater than yellow-poplar, which was significantly greater than the southern pine. For the rolling shear modulus, the southern pine and soft maple were of equal statistically significant difference, and both were greater statistically significant different compared to the yellow-poplar. The most common failure found from testing was rolling shear. / Master of Science / Cross-Laminated Timber (CLT) is an engineered wood panel product, similar to plywood, constructed with solid-sawn or structural composite lumber in alternating perpendicular layers. The additions included in the incoming 2021 International Building Code (IBC) has placed an importance in expanding the research related to the mechanical and material properties of CLT. Also, with the increasing demand for softwood lumber and CLT panel production, the demand for the domestic softwood lumber could place a burden and surpass the domestic softwood supply. Rolling shear is a failure type that occurs when the wood fibers in the cross-layers roll over each other because of the shearing forces acting upon a CLT panel. This study used the two-plate shear test to measure the rolling shear properties of various southeastern US wood species: southern pine, yellow-poplar, and soft maple. A secondary study was conducted, using the same two-plate shear test, to measure the rolling shear properties of re-manufactured southern pine for CLT cross-layer application. The soft maple had the greatest average rolling shear strength at 5.93 N/mm2 and southern pine had the lowest average rolling shear strength at 2.51 N/mm2. Using a single factor analysis of variance (ANOVA), the rolling shear strength values from soft maple were significantly greater than yellow-poplar, which was significantly greater than the southern pine. For the rolling shear modulus, the southern pine and soft maple were of equal statistically significant difference, and both were greater statistically significant different compared to the yellow-poplar. The most common failure found from testing was rolling shear.

No

No / A steel hot rolling mill subjects steel slabs to high temperatures and pressures in order to form steel coils. We describe the scheduling problem for a steel hot rolling mill. We detail the operation of a commercial decision support system which provides semi-automatic schedules, comparing its operation with existing, manual planning procedures. This commercial system is currently in use in several steel mills worldwide. The system features a very detailed multiobjective model of the steel hot rolling process. This model is solved using a variety of bespoke local and Tabu search heuristics. We describe both this model and the heuristics used to solve it. The production environment is highly unstable with frequent, unforeseen events interrupting planned production. We describe how the scheduling system's models, algorithms and interfaces have been developed to handle this instability. We consider particularly the impact on existing planning and production systems and the qualitative improvements which result from the system's implementation.

[ES] Con la globalización de los mercados y el aumento de la competitividad, la coordinación se ha convertido en un punto estratégico en la gestión de la cadena de suministro. De hecho, cada actor de la cadena de suministro ya no debe tomar decisiones sin considerar todos los eslabones, sean proveedores, proveedores de proveedores o clientes y estos internos o externos a la organización. Las cadenas de suministro son cada vez más complejas y distribuidas, compuestas por múltiples organizaciones con diferentes objetivos y políticas. La coordinación se puede lograr utilizando uno de estos dos enfoques para la toma de decisiones coordinadas: centralizada o descentralizada con un mecanismo de coordinación. Pero, las empresas son reacias a compartir información, ya sea por la confidencialidad de los datos o porque los modelos centralizados resultantes son de gran complejidad que dificultan su manejo y actualización. Además, aquellas empresas que buscan tomar decisiones en tiempo real requieren de modelos ligeros y ágiles, que, con toda la información local y coordinada con el resto, permitan tomar decisiones rápidas. Las empresas interesadas en la coordinación descentralizada con un mecanismo de coordinación esperan obtener mejores resultados con respecto a la no coordinación, aunque deberían asumir tener peores resultados que con la coordinación centralizada. Para ello en esta tesis, se han estudiado los distintos mecanismos de coordinación para la toma de decisiones descentralizada, dentro de un entorno del procedimiento de horizontes rodantes y con herramienta de planificación y programación de las operaciones basada en el concepto de stroke, que extiende el concepto de lista de materiales más allá de las estructuras tradicionales. Estos permiten desarrollar la formulación de la programación matemática y los mecanismos de coordinación necesarios para resolver los problemas de planificación de operaciones. Esta tesis se presenta como una secuencia de capítulos, con el objeto de analizar y presentar la propuesta de mecanismo de coordinación distribuido con unos recursos compartidos. Los distintos capítulos han servido de base para la preparación de artículos científicos. Estos artículos han sido presentados en congresos de la materia y remitidos a revistas científicas. / [CA] Amb la globalització dels mercats i l'augment de la competitivitat, la coordinació s'ha convertit en un punt estratègic en la gestió de la cadena de subministrament. De fet, cada actor de la cadena de subministrament ja no ha de prendre decisions sense considerar totes les baules, siguen proveïdors, sub-proveïdors o clients i aquests interns o externs a l'organització. Les cadenes de subministrament són cada vegada més complexes i distribuïdes, compostes per múltiples organitzacions amb diferents objectius i polítiques. La coordinació es pot aconseguir utilitzant un d'aquests dos enfocaments per a la presa de decisions coordinades: centralitzat o descentralitzat amb un mecanisme de coordinació. Però, les empreses són poc inclinades a compartir informació, ja siga per la confidencialitat de les dades o perquè els models centralitzats resultants són de gran complexitat que dificulten el seu maneig i actualització. A més, aquelles empresa que busquen prendre decisions en temps real requereixen de models lleugers i àgils, que, amb tota la informació local i coordinada amb la resta, permeten prendre decisions ràpides. Les empreses interessades en la coordinació descentralitzada amb un mecanisme de coordinació esperen obtindre millors resultats respecte de la no coordinació encara que haurien d'assumir tindre pitjors resultats que amb la coordinació centralitzada. Per a això en aquesta tesi, s'han estudiat els diferents mecanismes de coordinació per a la presa de decisions descentralitzada, dins d'un entorn d'horitzons rodant i amb eines de planificació i programació de les operacions basada en el concepte de stroke, que estén el concepte de llista de materials més enllà de les estructures tradicionals. Aquests permeten desenvolupar la formulació de la programació matemàtica i els mecanismes de coordinació necessaris per a resoldre els problemes de planificació d'operacions. Aquesta tesi es presenta com una seqüència de capítols, a fi d'analitzar i presentar la proposta de mecanisme de coordinació distribuït amb uns recursos compartits. Els diferents capítols han servit de base per a la preparació d'articles científics. Aquests articles han sigut presentats en congressos de la matèria i remesos a revistes científiques. / [EN] With the globalization of markets and the increase of competitiveness, coordination has become a strategic point in the management of the supply chain. In fact, each actor in the supply chain must no longer make decisions without considering all the links, whether suppliers, sub-suppliers or customers and those internal or external to the organization. Supply chains are increasingly complex and distributed, composed of multiple organizations with different objectives and policies. Coordination can be achieved using one of these two approaches to coordinate decision making: centralized or decentralized with a coordination mechanism. However, companies are reluctant to share information, either because of the confidentiality of the data or because the resulting centralized models are of great complexity that make their management and update them. In addition, those companies that seek to make decisions in real time require lightweight and agile models, which, with all the local information and coordinated with the rest, allow quick decisions. Companies interested in decentralized coordination with a coordination mechanism expect to obtain better results regarding non-coordination although they should assume to have worse results than with centralized coordination. To this end, in this thesis, the different coordination mechanisms for decentralized decision making have been studied, within an environment of rolling horizons and with tools for planning and scheduling operations based on the concept of stroke, which extends the concept of list of materials beyond traditional structures. These allow to develop the formulation of the mathematical programming and the coordination mechanisms necessary to solve the operations planning problems. This thesis is presented as a sequence of chapters, in order to analyse and present the proposal of distributed coordination mechanism with shared resources. The different chapters have served as the basis for the preparation of scientific articles. These articles have been presented at congresses of the subject and submitted to scientific journals. / Rius Sorolla, GV. (2019). Modelos y Algoritmos de Coordinación para la Planificación de Operaciones basadas en el concepto Stroke en Redes de Suministro distribuidas y con alternativas [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/134017

Much of recent progress in medical research and diagnostics has been enabled through the advances in molecular analysis technologies, which now permit the detection and analysis of single molecules with high sensitivity and specificity. Assay sensitivity is fundamentally limited by the efficiency of the detection method used for read-out. Inefficient detection systems are usually compensated for by molecular amplification at the cost of elevated assay complexity. This thesis presents microfluidic automation and digital quantification of targeted nucleic acid detection methods based on padlock and selector probes and rolling circle amplification (RCA). In paper I, the highly sensitive, yet complex circle-to-circle amplification assay was automated on a digital microfluidic chip. In paper II, a new RCA product (RCP) sensing principle was developed based on resistive pulse sensing that allows label free digital RCP quantification. In paper III, a microfluidic chip for spatial RCP enrichment was developed, which enables the detection of RCPs with an unprecedented efficiency and allows for deeper analysis of enriched RCPs through next generation sequencing chemistry. In paper IV, a smart phone was converted into a multiplex fluorescent imaging device that enables imaging and quantification of RCPs on slides as well as within cells and tissues. KRAS point mutations were detected (i) in situ, directly in tumor tissue, and (ii) by targeted sequencing of extracted tumor DNA, imaged with the smart phone RCP imager. This thesis describes the building blocks required for the development of highly sensitive low-cost RCA-based nucleic acid analysis devices for utilization in research and diagnostics.

Because on the method of Harris and Shen (2003), we implement the robust estimator of optimal hedge ratio in Taiwan stock market. By using the Taiwan Stock Index and Taiwan Stock Index Futures, we used the robust estimation of optimal hedge ratio. We use two estimators, the rolling window model and the exponentially weighted moving average (EWMA), to estimate the robust optimal hedge ratio. We also compare the hedging effectiveness of the robust hedge ratios and the traditional least- squared hedge ratios. We find that the volatility of the hedged portfolio using robust optimal hedge ratio is substantially lower than that of the portfolio using the traditional hedge ratios. With the less excessive volatility, the transaction cost decrease substantially, and the cost of rebalancing portfolio is lower as well. / Because on the method of Harris and Shen (2003), we implement the robust estimator of optimal hedge ratio in Taiwan stock market. By using the Taiwan Stock Index and Taiwan Stock Index Futures, we used the robust estimation of optimal hedge ratio. We use two estimators, the rolling window model and the exponentially weighted moving average (EWMA), to estimate the robust optimal hedge ratio. We also compare the hedging effectiveness of the robust hedge ratios and the traditional least- squared hedge ratios. We find that the volatility of the hedged portfolio using robust optimal hedge ratio is substantially lower than that of the portfolio using the traditional hedge ratios. With the less excessive volatility, the transaction cost decrease substantially, and the cost of rebalancing portfolio is lower as well.