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Portfolio selection is an example of decision making under conditions of uncertainty. In the face of an unknown future, fund managers make complex financial choices based on the investors perceptions and preferences towards risk and return. Since the seminal work of Markowitz, many studies have been published using his mean-variance (MV) model as a basis. These mathematical models of investor attitudes and asset return dynamics aid in the portfolio selection process. In this thesis we extend the MV model to include the cardinality constraints which limit the number of assets held in the portfolio and bounds on the proportion of an asset held (if any is held). We present our formulation based on the Markowitz MV model for rebalancing an existing portfolio subject to both fixed and variable transaction cost (the fee associated with trading). We determine and demonstrate the differences that arise in the shape of the trading portfolio and efficient frontiers when subject to non-cardinality and cardinality constrained transaction cost models. We apply our flexible heuristic algorithms of genetic algorithm, tabu search and simulated annealing to both the cardinality constrained and transaction cost models to solve problems using data from seven real world market indices. We show that by incorporating optimization into the generation of valid portfolios leads to good quality solutions in acceptable computational time. We illustrate this on problems from literature as well as on our own larger data sets.

Spatial layout design must consider not only ease of movement for pedestrians under normal conditions, but also their safety in panic situations, such as an emergency evacuation in a theatre, stadium or hospital. Using pedestrian simulation statistics, the movement of crowds can be used to study the consequences of different spatial layouts. Previous works either create an optimal spatial arrangement or an optimal pedestrian circulation. They do not automatically optimise both problems simultaneously. Thus, the idea behind the research in this thesis is to achieve a vital architectural design goal by automatically producing an optimal spatial layout that will enable smooth pedestrian flow. The automated process developed here allows the rapid identification of layouts for large, complex, spatial layout problems. This is achieved by using Cellular Automata (CA) to model pedestrian simulation so that pedestrian flow can be explored at a microscopic level and designing a fitness function for heuristic search that maximises these pedestrian flow statistics in the CA simulation. An analysis of pedestrian flow statistics generated from feasible novel design solutions generated using the heuristic search techniques (hill climbing, simulated annealing and genetic algorithm style operators) is conducted. The statistics that are obtained from the pedestrian simulation is used to measure and analyse pedestrian flow behaviour. The analysis from the statistical results also provides the indication of the quality of the spatial layout design generated. The technique has shown promising results in finding acceptable solutions to this problem when incorporated with the pedestrian simulator when demonstrated on simulated and real-world layouts with real pedestrian data.

Anesthesia patient handoffs are a vulnerable time for patient care and handoffs occur frequently during anesthesia care. Communication failures contribute to patient harm during anesthesia patient handoffs. The Joint Commission has recognized the potential for communication failure during patient handoffs and has recommended processes to improve handoff safety. Handoffs are made more difficult by latent conditions such as time constraints, pressure and distractions, which often result in incomplete or inaccurate handoff reports. This nonexperimental, correlation study identified the latent conditions that occur during the handoff process and their relationship to the quality of the handoff. This research shows an inverse relationship between latent conditions and anesthesia patient handoff scores. The number of latent conditions and the types of latent conditions affected handoff scores. Handoffs that were not interactive or handoffs with unsafe timing predictably resulted in poor handoff communication. Clinicians must acknowledge that handoffs are a high-risk event that can result in patient harm. Clear and effective communication is key to safe, quality care and this includes being aware of and minimizing the impact of latent conditions during the anesthesia patient handoff.

Modelling of biochemical systems has received considerable attention over the last decade from bioengineering, biochemistry, computer science, and mathematics. This thesis investigates the applications of computational techniques to computational systems biology, for the construction of biochemical models in terms of topology and kinetic rates. Due to the complexity of biochemical systems, it is natural to construct models representing the biochemical systems incrementally in a piecewise manner. Syntax and semantics of two patterns are defined for the instantiation of components which are extendable, reusable and fundamental building blocks for models composition. We propose and implement a set of genetic operators and composition rules to tackle issues of piecewise composing models from scratch. Quantitative Petri nets are evolved by the genetic operators, and evolutionary process of modelling are guided by the composition rules. Metaheuristic algorithms are widely applied in BioModel Engineering to support intelligent and heuristic analysis of biochemical systems in terms of structure and kinetic rates. We illustrate parameters of biochemical models based on Biochemical Systems Theory, and then the topology and kinetic rates of the models are manipulated by employing evolution strategy and simulated annealing respectively. A new hybrid modelling framework is proposed and implemented for the models construction. Two heuristic algorithms are performed on two embedded layers in the hybrid framework: an outer layer for topology mutation and an inner layer for rates optimization. Moreover, variants of the hybrid piecewise modelling framework are investigated. Regarding flexibility of these variants, various combinations of evolutionary operators, evaluation criteria and design principles can be taken into account. We examine performance of five sets of the variants on specific aspects of modelling. The comparison of variants is not to explicitly show that one variant clearly outperforms the others, but it provides an indication of considering important features for various aspects of the modelling. Because of the very heavy computational demands, the process of modelling is paralleled by employing a grid environment, GridGain. Application of the GridGain and heuristic algorithms to analyze biological processes can support modelling of biochemical systems in a computational manner, which can also benefit mathematical modelling in computer science and bioengineering. We apply our proposed modelling framework to model biochemical systems in a hybrid piecewise manner. Modelling variants of the framework are comparatively studied on specific aims of modelling. Simulation results show that our modelling framework can compose synthetic models exhibiting similar species behaviour, generate models with alternative topologies and obtain general knowledge about key modelling features.

Student Number : 0318397E - MSc dissertation - School of Chemical and Metallurgical Engineering - Faculty of Engineering and the Built Environment / An experimental study of the effects of a slag phase on mass transport in a onefifth water model of a 100ton CLU-converter was conducted. The study was a follow up to earlier investigations conducted in the absence of a simulated slag phase. Kerosene (10% by volume) was used to represent the slag phase in the cold model experiments. The presence of a slag phase increased the mixing time of a tracer solution in the bath. The mixing time, defined at 99.66% bath homogeneity, was found to increase with bath height and a lowering gas flow rate. The functional relationship, Tmix = 4.39Q-0.73W0.24H1.12, was established as expressing the effect of gas flow rate (Q), bath weight (W), and bath height (H) on the mixing time (Tmix). The mixing time increased by an average of 16.3% after slag inclusion. The mass transfer parameter [(Reloc,r)0.25(Ret)0.32] values obtained in the absence of a slag phase decreased by an average of 32.2% with slag inclusion. Calculated mass transfer coefficients increased with gas flow rate and a decrease in bath height. The relationship, K Q0.08, showing derived mass transfer coefficient (K) dependence on the gas flow rate (Q) was established. The proportionality constant in the equation was observed to vary with bath height, gas flow rate and sample location. Contour maps representing variation of mass transfer coefficients in the bath regions were produced.

In this thesis we have presented a mathematical model of a scheduling problem which arises in the Brewing Industry. We have implemented two different types of global optimization algorithms to find the global minimum of the problem. Several instances of the scheduling problem are considered and the results thereof are presented. The results show that significant savings can be made if the global optimization techniques are used in brewery Industry.

O presente trabalho discorre sobre o uso da metaheurística do Recozimento Simulado (Simulated Annealing) na otimização do planejamento de sistemas regionais de tratamento de efluentes e na sua expansão da capacidade. O primeiro modelo desenvolvido trata da otimização espacial de um sistema regional: dadas fontes de efluentes e locais potenciais para instalação de estações de tratamento, o modelo busca a configuração regional de menor custo. O modelo é composto de duas fases: a primeira é um modelo hidráulico que valida a rede proposta através da solução da equação universal de perda de cargas e uma otimização por Recozimento, visto haver inúmeras soluções, já que a rede pode ter qualquer sentido de fluxo. Esta otimização hidráulica visa minimizar o bombeamento do sistema. A segunda fase compreende a otimização do sistema regional, onde novas configurações e/ou alterações de diâmetros são testadas. Esta segunda otimização também é resolvida via Recozimento com o intuito de minimizar o custo do sistema. O segundo modelo trata da expansão da capacidade do sistema: o período de planejamento é dividido em duas etapas. O Recozimento é aplicado nas duas etapas. Soluções propostas para a segunda etapa são passo a passo testadas para a primeira etapa, de modo que o resultado espelhe uma otimização de todo o período. O uso intenso do Recozimento e de simulações na obtenção de soluções iniciais e candidatas leva a um tempo de processamento bastante elevado, especialmente no caso do Modelo Dinâmico. Os modelos foram testados em uma bacia exemplo obtida da literatura e também na bacia do rio Barigui, na Região Metropolitana de Curitiba. Foram desenvolvidas funções de custo para interceptores, estações elevatórias e estações de tratamento de efluentes com base em dados de obras efetuadas na Região Metropolitana de Curitiba. O uso da metaheurística do Recozimento Simulado provou ser um caminho interessante para a otimização de sistemas regionais tais como de tratamento de efluentes. Estudos adicionais são necessários no sentido de se obter um modelo hidráulico de maior eficiência computacional, um número maior de testes com os parâmetros do Recozimento e funções de custo mais abrangentes, especialmente quanto a custos de operação e manutenção. / This study is concerned with the use of the metaheuristic Simulated Annealing for the optimal planning of regional effluent systems and its capacity expansion. The first model deals with the spatial optimization of the system: given a network where some nodes represent effluent sources and other nodes represent the location of possible sewage treatment plants, the model seeks the minimum cost configuration. The first module of the model verifies the hydraulic viability of proposed configurations, by solving the universal equation of head loss. This is also done via annealing since there is a multitude of solutions because any flow direction is allowed. The second part of the model consists of trying different candidate solutions for the network, by means of changing its configurations and/or diameters and looking for the lowest cost solution. The second model deals with the capacity expansion of the system. The planning horizon is divided in two parts. Each solution for the second period is tested also for the first period, thus providing a global minimum for the entire planning period. The use of annealing coupled with intensive use of simulation results in large processing times, especially for the dynamic model. The models were tested for a network available in the literature and also in the Barigui river basin, in the Metropolitan Region of Curitiba, PR. Cost equations were derived for conveyance systems, lifting stations and wastewater treatment plants. The use of Simulated Annealing proved to be an interesting tool for the planning and optimization of regional systems such as the ones here studied. Further studies are recommended such as a mix of the two hydraulic models developed, seeking for the improvement of computational time. Additional testing of the annealing parameters are also needed and O&M cost functions should be detailed.

Yue Che Wang, Kenneth. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 100-106). / Abstract also in Chinese. / Abstract --- p.i / Abstract (Chinese) --- p.iv / Acknowledgement --- p.vi / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- The World-Wide Web --- p.1 / Chapter 1.2 --- Searching Information on the WWW --- p.2 / Chapter 1.3 --- Intelligent content-based information discovery on the Web --- p.4 / Chapter 1.4 --- Organization of the Thesis --- p.7 / Chapter 2 --- Literature Review --- p.9 / Chapter 2.1 --- Search Engines --- p.9 / Chapter 2.2 --- Information Indexing Systems --- p.11 / Chapter 2.3 --- Agent-based Systems --- p.13 / Chapter 2.4 --- Information Filtering Systems --- p.16 / Chapter 3 --- Overview of the Proposed Approach --- p.20 / Chapter 3.1 --- System Architecture --- p.21 / Chapter 3.2 --- Topic Profile Specification --- p.25 / Chapter 3.3 --- Text Representation --- p.29 / Chapter 3.3.1 --- Profile Feature Representation --- p.30 / Chapter 3.3.2 --- Document Feature Representation --- p.33 / Chapter 3.4 --- Advantages of the Topic Profile Specifications --- p.34 / Chapter 4 --- Relevance Score Evaluation Process and Relevance Feedback Model --- p.36 / Chapter 4.1 --- Term Weights --- p.37 / Chapter 4.2 --- Document Evaluation through Relevance Score --- p.39 / Chapter 4.3 --- Learning via Relevance Feedback --- p.42 / Chapter 4.3.1 --- Introduction to Relevance Feedback --- p.43 / Chapter 4.3.2 --- Feature Extraction from the Relevance Feedback Models --- p.44 / Chapter 4.3.3 --- Topic Feature Vectors Refinement --- p.49 / Chapter 5 --- Intelligent Web Exploration --- p.51 / Chapter 5.1 --- Introduction to Simulated Annealing --- p.51 / Chapter 5.2 --- Intelligent Web Exploration by Simulated Annealing --- p.54 / Chapter 5.2.1 --- Mathematical Setting of the Discovery Process --- p.57 / Chapter 5.2.2 --- The Entire Exploration Algorithm --- p.58 / Chapter 5.3 --- Incorporating with the Relevance Feedback Model --- p.60 / Chapter 6 --- Experimental Results --- p.61 / Chapter 6.1 --- The Design of the Experiments --- p.61 / Chapter 6.2 --- Experiments on the Effects of the Simulated Annealing Schedule upon the Discovery Precision --- p.65 / Chapter 6.2.1 --- Experiment Setup --- p.66 / Chapter 6.2.2 --- Results --- p.66 / Chapter 6.3 --- Experiments on the Index Page Topic Profile Specification --- p.72 / Chapter 6.3.1 --- Experiment Setup --- p.72 / Chapter 6.3.2 --- Results --- p.73 / Chapter 6.4 --- Experiments on the Relevance Feedback with Full-Text Feature Extraction Strategy --- p.75 / Chapter 6.4.1 --- Experiment Setup --- p.75 / Chapter 6.4.2 --- Results --- p.76 / Chapter 6.5 --- Comparisons of the Relevance Feedback Feature Extraction Strate- gies --- p.78 / Chapter 6.5.1 --- Experiment Setup --- p.78 / Chapter 6.5.2 --- Results --- p.79 / Chapter 6.6 --- Comparisons between the Example Page and the Keyword Topic Profile Specifications --- p.82 / Chapter 6.6.1 --- Experiment Setup --- p.83 / Chapter 6.6.2 --- Results --- p.83 / Chapter 6.7 --- Summary from the Experimental Results --- p.87 / Chapter 7 --- Conclusion --- p.91 / Chapter 7.1 --- The Aim of Our Proposed System --- p.91 / Chapter 7.2 --- The Favorable Features and the Effectiveness of Our Proposed System --- p.92 / Chapter 7.3 --- Future Work --- p.94 / Appendix --- p.96 / Chapter A --- List of URLs for the Example Pages --- p.96 / Chapter B --- List of URLs for the Arbitrarily Chosen Index Pages --- p.98 / Bibliography --- p.100

O presente trabalho discorre sobre o uso da metaheurística do Recozimento Simulado (Simulated Annealing) na otimização do planejamento de sistemas regionais de tratamento de efluentes e na sua expansão da capacidade. O primeiro modelo desenvolvido trata da otimização espacial de um sistema regional: dadas fontes de efluentes e locais potenciais para instalação de estações de tratamento, o modelo busca a configuração regional de menor custo. O modelo é composto de duas fases: a primeira é um modelo hidráulico que valida a rede proposta através da solução da equação universal de perda de cargas e uma otimização por Recozimento, visto haver inúmeras soluções, já que a rede pode ter qualquer sentido de fluxo. Esta otimização hidráulica visa minimizar o bombeamento do sistema. A segunda fase compreende a otimização do sistema regional, onde novas configurações e/ou alterações de diâmetros são testadas. Esta segunda otimização também é resolvida via Recozimento com o intuito de minimizar o custo do sistema. O segundo modelo trata da expansão da capacidade do sistema: o período de planejamento é dividido em duas etapas. O Recozimento é aplicado nas duas etapas. Soluções propostas para a segunda etapa são passo a passo testadas para a primeira etapa, de modo que o resultado espelhe uma otimização de todo o período. O uso intenso do Recozimento e de simulações na obtenção de soluções iniciais e candidatas leva a um tempo de processamento bastante elevado, especialmente no caso do Modelo Dinâmico. Os modelos foram testados em uma bacia exemplo obtida da literatura e também na bacia do rio Barigui, na Região Metropolitana de Curitiba. Foram desenvolvidas funções de custo para interceptores, estações elevatórias e estações de tratamento de efluentes com base em dados de obras efetuadas na Região Metropolitana de Curitiba. O uso da metaheurística do Recozimento Simulado provou ser um caminho interessante para a otimização de sistemas regionais tais como de tratamento de efluentes. Estudos adicionais são necessários no sentido de se obter um modelo hidráulico de maior eficiência computacional, um número maior de testes com os parâmetros do Recozimento e funções de custo mais abrangentes, especialmente quanto a custos de operação e manutenção. / This study is concerned with the use of the metaheuristic Simulated Annealing for the optimal planning of regional effluent systems and its capacity expansion. The first model deals with the spatial optimization of the system: given a network where some nodes represent effluent sources and other nodes represent the location of possible sewage treatment plants, the model seeks the minimum cost configuration. The first module of the model verifies the hydraulic viability of proposed configurations, by solving the universal equation of head loss. This is also done via annealing since there is a multitude of solutions because any flow direction is allowed. The second part of the model consists of trying different candidate solutions for the network, by means of changing its configurations and/or diameters and looking for the lowest cost solution. The second model deals with the capacity expansion of the system. The planning horizon is divided in two parts. Each solution for the second period is tested also for the first period, thus providing a global minimum for the entire planning period. The use of annealing coupled with intensive use of simulation results in large processing times, especially for the dynamic model. The models were tested for a network available in the literature and also in the Barigui river basin, in the Metropolitan Region of Curitiba, PR. Cost equations were derived for conveyance systems, lifting stations and wastewater treatment plants. The use of Simulated Annealing proved to be an interesting tool for the planning and optimization of regional systems such as the ones here studied. Further studies are recommended such as a mix of the two hydraulic models developed, seeking for the improvement of computational time. Additional testing of the annealing parameters are also needed and O&M cost functions should be detailed.