[pt] Minerar bitcoins é uma atividade incerta, e para realizá-la, os participantes competem em um processo chamado Proof-Of-Work. Cada participante pode passar meses ou até anos sem fluxos positivos de caixa, enquanto os custos se mantém. Isto pode afastá-los da tecnologia e a saída de membros afeta a própria rede, que não sobrevive sem a presença de mineradores. Este trabalho propõe estudar o compartilhamento de recompensas em estruturas já existentes na rede: mineradores se juntando em pools de mineração e dividindo receitas e custos, assim diminuindo a variabilidade e gerando fluxos positivos de caixa mais constantes. A receita e custos são modelados, e um modelo de programação estocástica é proposto para encontrar as alocações ótimas que garantem a permanência dos membros no pool. Este grupo de é caracterizado por uma coalizão, estudado através de Teoria dos Jogos. O comportamento dos jogadores também é de estudo neste trabalho, e uma medida monetária de risco, na forma de CVaR (Conditional Value at Risk) é usada para representar o perfil de risco do minerador e as consequências para as alocações ótimas. Embora não haja benefício estrito em fazer parte do pool para um único período de análise, há ganho financeiro quando se analisa em múltiplos períodos, e o tempo médio para se acertar um hash diminui quando os participantes se juntam em um pool. Um ganho na probabilidade de mineração ao fazer parte de um pool aumentaria a receita média da coalizão, trazendo ganhos financeiros mesmo em um único período de análise. Divisões intuitivas de recursos, como por poder computacional ou igualitária podem não garantir estabilidade do pool, principalmente considerando períodos longos de tempo. Tal estabilidade é possível em um futuro sem receitas fixas de mineração, se ocorrerem também mudanças nas receitas variáveis e custos. Três funções objetivo diferentes representando três idéias de partilha de recompensa são comparadas e uma metodologia é proposta para uso conjunto de pelo menos duas destas, com objetivo de aumentar a justiça na divisão das recompensas. / [en] Mining Bitcoins is an uncertain activity, and to perform it, players must compete in a process known as Proof-Of-Work. A miner may spend months or even years without positive cash flows on this process, while still incurring in the associated costs. This outcome has the possibility to drive them away from the technology, and the departure of members affects the network itself, as it cannot survive without the presence of miners. This work proposes to study the sharing of rewards in structures already presented in the network: miners joining forces and taking place in mining pools, sharing revenues and costs, thus having positive cash flows more often, reducing variability in gains. The revenues and costs are modeled, and a stochastic optimization model is proposed to find the optimal allocations that guarantee that all members stay within the pool. This group of miners is characterized by a coalition, studied through Game Theory. The behavior of the players is also subject of this study, and a monetary risk measure, by the form of CVaR (Conditional Value at Risk) is used to represent the miner s risk profile and consequences to the optimal allocations. While there is no strict benefit from being part of a pool for a single block, there is financial gain when looking at multi-period, and the average time to correctly guess a hash decreases when players join forces in a pool. A gain in mining probability by being in the pool would raise the average reward of the coalition and allow for financial benefit even in single period.We observe that intuitive sharing allocations such as through computational power and equally dividing rewards may not guarantee the stability of the pool, mainly when longer periods of time are considered. Said stability is possible in the future without fixed incomes, but with changes to the variable rewards and the costs of mining. Lastly, three different objective functions representing three ideas to share the rewards within the nucleolus are compared and a method is proposed to collectively use at least two of them, aiming increased fairness in the sharing of rewards.

[pt] À medida que o mundo enfrenta a urgente questão das mudanças climáticas, a energia eólica se destaca como uma fonte crítica de energia limpa. No entanto, realizar seu pleno potencial depende da otimização dos layouts de parques eólicos, especialmente à luz do complexo efeito de esteira. Esta dissertação adentra na Otimização de Layout de Parques Eólicos (WFLO, na sigla em inglês) usando o Modelo de Efeito de Esteira de Bastankhah. O escopo deste estudo vai além do design de layout; abrange a intrincada tarefa de mitigar o impacto do efeito de esteira, juntamente com a busca por uma estratégia de negociação com aversão ao risco e maximização de valor. Para contabilizar a aversão ao risco, uma combinação entre o Valor Esperado e os funcionais de medida de risco baseados no quantil esquerdo, a medida de Valor em Risco Condicional (CVaR). Para apoiar esta pesquisa, um pacote de código aberto OptimalLayout.jl foi desenvolvido. Este pacote co-otimiza o posicionamento das turbinas eólicas para mitigar o impacto do efeito de esteira e a estratégia de contratação de um agente/gerador avesso ao risco. Através de uma série de estudos de casos práticos em diversos ambientes dinâmicos, esta pesquisa ilustra a aplicabilidade do WFLO no mundo real. Estas investigações examinam detalhadamente a sua influência na produção de energia e na dinâmica das receitas, oferecendo informações valiosas sobre soluções energéticas sustentáveis. / [en] As the world confronts the pressing issue of climate change, wind power stands out as a critical source of clean energy. However, realizing its full potential relies on the optimization of wind farm layouts, particularly in light of the complex wake effect. This dissertation delves into Wind Farm Layout Optimization (WFLO) using the Bastankhah Wake Model. The scope of this study goes beyond layout design; it encompasses the intricate task of mitigating the wake effect s impact along with the seek for a risk-averse-value maximizing trading strategy. To account for risk-averseness, a combination between Expected Value and the left-side-quantile-based risk-measure functionals, the Conditional Value-at-Risk (CVaR) measure. To support this research, an opensource package OptimalLayout.jl was developed. This package co-optimizes the positioning of wind turbines to mitigate wake effect impact,and the contracting strategy of a Risk-Averse agent/generator. Through a series of practical case studies across diverse dynamic environments, this research illustrates the real-world applicability of WFLO. These investigations intricately examine its influence on power production and revenue dynamics, offering valuable insights into sustainable energy solutions.

Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. Asset management processes can often be modeled as capital budgeting problems, where investments are evaluated based on costs and benefits, which establishes a link to mathematical optimization. This study addresses asset management at the Swedish nuclear power plant, Forsmark, and aims to implement an optimization model to improve the project selection related to maintenance and replacement of assets at the plant. First, the most relevant areas of nuclear asset management are identified through a comprehensive literature review. The most relevant method, identified as a mix between risk-informed asset management and capital budgeting, is then implemented to fit the prerequisites at Forsmark. Several models of different complexity are developed and the resulting stochastic model incorporates uncertainty of input variables by assuming underlying distributions. Finally, a methodology to incorporate a quantitative risk measure in the optimization is suggested through the use of conditional value at risk. Results are generated based on simulated data and illustrate the potential of implementing the method at Forsmark. / Tillgångsförvaltning inom kärnkraftsindustrin har blivit alltmer aktuellt i takt med att säkerhetskraven har skärpts och tillförlitlighet i energiproduktionen blivit viktigare. Effektiv tillgångshantering säkerställer prestanda och reliabilitet i ett kärnkraftverk genom att hitta en balans mellan kostnader, möjligheter och risker för att maximera nyttan av tillgångar. Projekturval i tillgångsförvaltningen kan ofta modelleras som ett kapitalbudgeteringsproblem, där investeringar utvärderas utifrån kostnader och uppsida, vilket påvisar en koppling till matematisk optimering. Denna studie behandlar tillgångshantering vid det svenska kärnkraftverket Forsmark och syftar till att implementera en optimeringsmodell för att förbättra projekturvalet relaterat till underhåll av tillgångar vid anläggningen. Det första steget i studien bearbetar den befintliga litteraturen inom området för att få en uppfattning av relevanta metoder. Den mest relevanta metoden identifierades som en mix mellan riskinformerad tillgångsförvaltning och kapitalbudgetering. En metod baserad på de generella principerna för dessa områden utvecklades och anpassades för de specifika förutsättningarna på Forsmark. Flera modeller av olika komplexitet utvecklades och den slutgiltiga stokastiska modellen inkorporerar osäkerhet i de mest relevanta ingångsvariablerna genom att anta sannolikhetsfördelningar. Slutligen föreslås en metod för att implementera ett kvantitativt riskmått i optimeringen genom att använda CVaR. Resultaten genereras utifrån simulerade data och illustrerar potentialen i att implementera metoden på Forsmark.

Automatic Root Cause Analysis (RCA) systems aim to streamline the process of identifying the underlying cause of software failures in complex cloud-native environments. These systems employ graph-like structures to represent causal relationships between different components of a software application. These relationships are typically learned through performance and resource utilization metrics of the microservices in the system. To accomplish this objective, numerous RCA systems utilize statistical algorithms, specifically those falling under the category of causal discovery. These algorithms have demonstrated their utility not only in RCA systems but also in a wide range of other domains and applications. Nonetheless, there exists a research gap in the exploration of the feasibility and efficacy of multivariate time series causal discovery algorithms for deriving causal graphs within a microservice framework. By harnessing metric time series data from Prometheus and applying these algorithms, we aim to shed light on their performance in a cloudnative environment. Furthermore, we have introduced an adaptation in the form of an ensemble causal discovery algorithm. Our experimentation with this ensemble approach, conducted on datasets with known causal relationships, unequivocally demonstrates its potential in enhancing the precision of detected causal connections. Notably, our ultimate objective was to ascertain reliable causal relationships within Ericsson’s cloud-native system ’X,’ where the ground truth is unavailable. The ensemble causal discovery approach triumphs over the limitations of employing individual causal discovery algorithms, significantly augmenting confidence in the unveiled causal relationships. As a practical illustration of the utility of the ensemble causal discovery techniques, we have delved into the domain of anomaly detection. By leveraging causal graphs within our study, we have successfully applied this technique to anomaly detection within the Ericsson system. / System för automatisk rotorsaksanalys (RCA) syftar till att effektivisera process för att identifiera den underliggande orsaken till programvarufel i komplexa molnbaserade miljöer. Dessa system använder grafliknande strukturer att representera orsakssamband mellan olika komponenter i en mjukvaruapplikation. Dessa relationer lär man sig vanligtvis genom prestanda och resursutnyttjande mätvärden för mikrotjänsterna i systemet. För att uppnå detta mål använder många RCAsystem statistiska algoritmer, särskilt de som faller under kategorin orsaksupptäckt. Dessa algoritmer har visat att de inte är användbara endast i RCA-system men även inom en lång rad andra domäner och applikationer. Icke desto mindre finns det en forskningslucka i utforskningen av genomförbarhet och effektivitet av orsaksupptäckt av multivariat tidsserie algoritmer för att härleda kausala grafer inom ett mikrotjänstramverk. Genom att utnyttja metriska tidsseriedata från Prometheus och tillämpa Dessa algoritmer strävar vi efter att belysa deras prestanda i ett moln- inhemsk miljö. Dessutom har vi infört en anpassning i formen av en ensemble kausal upptäcktsalgoritm. Vårt experiment med denna ensemblemetod, utförd på datauppsättningar med kända orsakssamband relationer, visar otvetydigt sin potential för att förbättra precisionen hos upptäckta orsakssamband. Särskilt vår ultimata Målet var att fastställa tillförlitliga orsakssamband inom Ericssons molnbaserade systemet ’X’, där grundsanningen inte är tillgänglig. De ensemble kausal discovery approach segrar över begränsningarna av att använda individuella kausala upptäcktsalgoritmer, avsevärt öka förtroendet för de avslöjade orsakssambanden. Som en praktisk illustration av nyttan av ensemblens kausal upptäcktstekniker har vi fördjupat oss i anomalidomänen upptäckt. Genom att utnyttja kausala grafer inom vår studie har vi framgångsrikt tillämpat denna teknik för att detektera anomali inom Ericsson system

This project aims to analyze the risk measures Value-at-Risk and Conditional-Value-at-Risk for three stock portfolios with the purpose of evaluating each method's accuracy in modelling Black Swan events. This is achieved by utilizing a parametric approach in the form of a modified (C)VaR with a Cornish-Fisher expansion, a historic approach with a time series spanning ten years and a Markov Monte Carlo simulation modeled with a Brownian motion. From this, it is revealed that the parametric approach at the 99\%-level generates the most favorable results for a 30-day-(C)VaR estimation for each portfolio, followed by the historic approach and, lastly, the Markov Monte Carlo simulation. As such, it is concluded that the parametric approach may serve as a method of evaluating a portfolio's exposure to Black Swan events. / Denna rapport syftar till att analysera riskmåtten Value-at-Risk och Conditional-Value-at-Risk för tre aktieportföljer med målet att utvärdera respektive metods precision i att modellera Black Swan-händelser. Detta uppnås genom att utnyttja en parametrisk metod som tar formen av en modifierad (C)VaR med en Cornish-Fisher-utveckling, en historisk metod med en tidsserie som sträcker sig tio år, och en Markov Monte Carlo-simulering modellerat med en Brownian Motion. Från detta påvisas det att den parametriska metoden vid en 99\%-ig nivå genererar de mest rättvisande resultaten för en 30-dagars-(C)VaR-estimering för respektive portfölj, följt av den historiska metoden och, till sist, Monte Carlo-simulering. På så sätt dras slutsatsen att den parametriska metoden skulle kunna tjäna som en metod för att utvärdera en aktieportföljs exponering till Black Swan-händelser.

Given that conditional cash transfers (CCTs) can be a very effective social welfare program to reduce poverty and improve education and health outcomes, but may exacerbate conflict, this thesis addresses strategies for conflict-sensitive formulation and implementation of CCTs in Indonesia. This thesis raises the immediate need to address poverty in Indonesia and seeks to learn from the successes and challenges of other CCTs, such as those enacted in Mexico, Brazil, Turkey, and the Philippines. This thesis also looks into existing literature comparing the effectiveness of CCTs to other social protection programs (SPPs) and finds that CCT is one of the most effective (SPPs). Moreover, this thesis also explores the reasoning and conditioning factors as to how CCTs may reduce or exacerbate conflict, and finds that it can reduce conflict through the education channel (e.g. positive peer effect, reduction of time to spend doing other activities), employment channel (e.g. education leading to higher chances of getting employed), and the income substitution channel (cash benefits received would reduce incentives to engage in financially-motivated crimes). Nonetheless, this thesis also seeks to enhance the targeting mechanisms of CCTs to ensure that it does not exacerbate conflict. More specifically, this thesis concludes that Program Keluarga Harapan (PKH), the CCT program in Indonesia, should employ a more centralized targeting to reduce opportunities for local elite capture in its 7,000 districts. Furthermore, this thesis proposes the creation of a more competitive system in electing which districts it works with by asking district heads to submit proposals outlining why and how PKH will work in their respective areas, which will hopefully motivate them to be more accountable and to reduce administrative costs.

Humans make use of more than just the audio signal to perceive speech. Behavioral and neurological research has shown that a person's knowledge of how speech is produced influences what is perceived. With methods for collecting articulatory data becoming more ubiquitous, methods for extracting useful information are needed to make this data useful to speech scientists, and for speech technology applications. This dissertation presents feature extraction methods for ultrasound images of the tongue and for data collected with an Electro-Magnetic Articulograph (EMA). The usefulness of these features is tested in several phoneme classification tasks. Feature extraction methods for ultrasound tongue images presented here consist of automatically tracing the tongue surface contour using a modified Deep Belief Network (DBN) (Hinton et al. 2006), and methods inspired by research in face recognition which use the entire image. The tongue tracing method consists of training a DBN as an autoencoder on concatenated images and traces, and then retraining the first two layers to accept only the image at runtime. This 'translational' DBN (tDBN) method is shown to produce traces comparable to those made by human experts. An iterative bootstrapping procedure is presented for using the tDBN to assist a human expert in labeling a new data set. Tongue contour traces are compared with the Eigentongues method of (Hueber et al. 2007), and a Gabor Jet representation in a 6-class phoneme classification task using Support Vector Classifiers (SVC), with Gabor Jets performing the best. These SVC methods are compared to a tDBN classifier, which extracts features from raw images and classifies them with accuracy only slightly lower than the Gabor Jet SVC method.For EMA data, supervised binary SVC feature detectors are trained for each feature in three versions of Distinctive Feature Theory (DFT): Preliminaries (Jakobson et al. 1954), The Sound Pattern of English (Chomsky and Halle 1968), and Unified Feature Theory (Clements and Hume 1995). Each of these feature sets, together with a fourth unsupervised feature set learned using Independent Components Analysis (ICA), are compared on their usefulness in a 46-class phoneme recognition task. Phoneme recognition is performed using a linear-chain Conditional Random Field (CRF) (Lafferty et al. 2001), which takes advantage of the temporal nature of speech, by looking at observations adjacent in time. Results of the phoneme recognition task show that Unified Feature Theory performs slightly better than the other versions of DFT. Surprisingly, ICA actually performs worse than running the CRF on raw EMA data.

The lack of interoperability between Pay‐TV service providers and a horizontally integrated business transaction model have compromised the competition in the Pay‐TV market. In addition, the lack of interactivity with customers has resulted in high churn rate and improper security measures have contributed into considerable business loss. These issues are the main cause of high operational costs and subscription fees in the Pay‐TV systems. This paper presents a novel end‐to‐end system architecture for Pay‐TV systems cooperating mobile and broadcasting technologies. It provides a cost‐effective, scalable, dynamic and secure access control mechanism supporting converged services and new business opportunities in Pay‐TV systems. It enhances interactivity, security and potentially reduces customer attrition and operational cost. In this platform, service providers can effectively interact with their customers, personalise their services and adopt appropriate security measures. It breaks up the rigid relationship between a viewer and set‐top box as imposed by traditional conditional access systems, thus, a viewer can fully enjoy his entitlements via an arbitrary set‐top box. Having thoroughly considered state‐of‐the‐art technologies currently being used across the world, the thesis highlights novel use cases and presents the full design and implementation aspects of the system. The design section is enriched by providing possible security structures supported thereby. A business collaboration structure is proposed, followed by a reference model for implementing the system. Finally, the security architectures are analysed to propose the best architecture on the basis of security, complexity and set‐top box production cost criteria.

Mark-recapture methods use repeated captures of individually identifiable animals to provide estimates of properties of populations. Different models allow estimates to be obtained for population size and rates of processes governing population dynamics. State-space models consist of two linked processes evolving simultaneously over time. The state process models the evolution of the true, but unknown, states of the population. The observation process relates observations on the population to these true states. Mark-recapture models specified within a state-space framework allow population dynamics models to be embedded in inference ensuring that estimated changes in the population are consistent with assumptions regarding the biology of the modelled population. This overcomes a limitation of current mark-recapture methods. Two alternative approaches are considered. The "conditional" approach conditions on known numbers of animals possessing capture history patterns including capture in the current time period. An animal's capture history determines its state; consequently, capture parameters appear in the state process rather than the observation process. There is no observation error in the model. Uncertainty occurs only through the numbers of animals not captured in the current time period. An "unconditional" approach is considered in which the capture histories are regarded as observations. Consequently, capture histories do not influence an animal's state and capture probability parameters appear in the observation process. Capture histories are considered a random realization of the stochastic observation process. This is more consistent with traditional mark-recapture methods. Development and implementation of particle filtering techniques for fitting these models under each approach are discussed. Simulation studies show reasonable performance for the unconditional approach and highlight problems with the conditional approach. Strengths and limitations of each approach are outlined, with reference to Soay sheep data analysis, and suggestions are presented for future analyses.

Five humans were exposed to a matching to sample task in which the delay (range = 0 to 32 seconds) between sample stimulus offset and comparison onset was manipulated across conditions. Auditory stimuli (1” tone) and arbitrary symbols served as sample stimuli for three (S1, S2, S3) and two (S4 and S5) subjects, respectively. Uppercase English letters (S, M, and N) served as comparison stimuli for all subjects. Results show small but systematic effects of the retention interval on accuracy and latency to selection of comparison stimuli. The results fail to show a difference between subjects exposed to auditory and visual sample stimuli. Some reasons for the failure to note a difference are discussed.