An investment in a private equity is any investment made in a financial asset that is not publicly traded. As such these assets are very difficult to value and also give rise to great difficulty when it comes to quantifying risk. In a typical private equity investment the investor commits a prespecified amount of capital to a fund, this capital wil...
Published in Open Engineering
This article describes how to reach an item’s threshold, or in other words, the limit time for it to be retrieved from stock and sold for a different use, as well as the remaining foreseen period for this situation to occur. Once a minimum length, or weight, is reached, left quantities are more difficult to sell, as demand often exceeds the remaini...
Several traffic models for the Internet of Things (IoT) have been proposed in the literature. However, they can be considered as heuristic models since they only reflect the stochastic characteristic of the generated traffic. In this paper, we propose a model to represent the communication of IoT devices. The model was used to obtain the traffic ge...
Wind Power Producers (WPP) incur a negative result through mandatory participation on the balancing market. This study analyzes the performance of multiple improved offering strategies for a WPP offering both on the day-ahead market and the balancing market. It does so on revenue, as well as its impact on the grid and electricity market as a whole....
Kyoto University (京都大学) / 0048 / 新制・課程博士 / 博士(工学) / 甲第21747号 / 工博第4564号 / 新制||工||1711(附属図書館) / 京都大学大学院工学研究科都市社会工学専攻 / (主査)教授 山田 忠史, 准教授 SCHMOECKER Jan-Dirk, 教授 宇野 伸宏 / 学位規則第4条第1項該当
Fast depleting fossil fuels and growing awareness for environmental protection have led us to the urgency of a long-term energy planning where reduction of emissions, integration of renewable supply, and energy efficiency improvement represent the main targets of a ‘smarter’ employment of primary resources. Research is needed nowadays to drive a tr...
Surrogate modeling is a family of engineering techniques that attracts great interest today and can be applied in many challenging fields. A big advantage of it is that surrogate models (models based on these techniques) offer reliable results by being computationally cheaper than other candidate models. The savings in computational time is usually...
Smart contracts, computer protocols designed for autonomous execution on predefined conditions, arise from the evolution of the Bit-coin's crypto-currency. They provide higher transaction security and allow economy of scale through the automated process. Smart contracts provides inherent benefits for financial institutions such as investment bankin...
Published in Queueing Systems
There is a gap in the proofs of both Propositions 3 and 4 in the correspondence “Queue-Proportional Rate Allocation with Per-Link Information in Multihop Wireless Networks,” previously published in the Queueing Systems (see Li and Srikant 2016). We filled this gap in the proofs for the multihop networks (see Li and Srikant in Queueing Syst 84:203–2...
Published in Queueing Systems
Prof. Jim Dai has pointed out to us that the Lyapunov function in Proposition 3 in the paper “Queue-proportional rate allocation with per-link information in multihop wireless networks” (Li and Srikant in Queueing Syst Theory Appl 83: 329–359, 2016) is not Lipschitz continuous and hence the proof of Proposition 3 does not hold. In this note, we pro...
