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Short-term generation planning by primal and dual decomposition techniques
(Universidad Nacional de Colombia (Sede Medellín). Facultad de Minas., 2015-05-01)
This paper addresses the short-term generation planning (STGP) through thermoelectric units. The mathematical model is presented as a Mixed Integer Non Linear Problem (MINLP). Several works on the state of art of the problem ...
Forecasting Dynamic Term Structure Models with Autoencoders
(Universidad del RosarioFacultad de Economía, 2021-07-30)
Principal Components Analysis (PCA) is a statistical approach to build factor models in finance. PCA is also a particular case of a type of neural network known as an autoencoder. Recently, autoencoders have been successfully ...
Consistency of Extended Nelson-Siegel Curve Families with the Ho-Lee and Hull and White Short Rate Models
(Scientific Research Publishing, 2017-11)
Nelson and Siegel curves are widely used to fit the observed term structure of interest rates in a particular date. By the other hand, several interest rate models have been developed such their initial forward rate curve ...
An hp finite element adaptive scheme to solve the Laplace model for fluid-solid vibrations
(Elsevier Science Sa, 2011-01)
In this paper we introduce an hp finite element method to solve a two-dimensional fluid-structure spectral problem. This problem arises from the computation of the vibration modes of a bundle of parallel tubes immersed in ...
Spectral mixture kernels for Multi-Output Gaussian processes
(Universidad de Chile, 2017)
Multi-Output Gaussian Processes (MOGPs) are the multivariate extension of Gaussian processes (GPs \cite{Rasmussen:2006}), a Bayesian nonparametric method for univariate regression. MOGPs address the multi-channel regression ...
Results on Transversal and Axial Motions of a System of Two Beams Coupled to a Joint through Two Legs
(Asociación Argentina de Mecánica Computacional, 2005-12)
In recent years there has been renewed interest in inflatable-rigidizable space structures because of the efficiency they offer in packaging during boost-to-orbit. However, much research is still needed to better understand ...