An Optimisation-based Approach for Integrated Water Resources Management
|
|
|
- Carol Richard
- 10 years ago
- Views:
Transcription
1 20 h Euroean Symosum on Comuer Aded Process Engneerng ESCAPE20 S Perucc and G Buzz Ferrars (Edors) 2010 Elsever BV All rghs reserved An Omsaon-based Aroach for Inegraed Waer Resources Managemen Songsong Lu, a Peros Gas, b,c Lazaros G Paageorgou a a Cenre for Process Sysems Engneerng, Dearmen of Chemcal Engneerng, Unversy College London, Torrngon Place, London WC1E 7JE, UK, E-mal: laageorgou@uclacu b Dearmen of Envronmenal Engneerng, Techncal Unversy of Cree, Chana, 73100, Greece c Hellenc Mnsry of Envronmenal Plannng and Publc Wors, (a) General Secreara of Publc Wors,Secal Servce of Publc Wors for Greaer Ahens Sewerage and Sewage Treamen, Varva 12, Ahens, 11474, and (b) Cenral Waer Agency, Passon 147, Ahens, 11251, Greece Absrac Ths aer consders an negraed waer managemen roblem for a regon lacng fresh and ground waer resources, whch comrses (a) he omal lacemen of desalnaon, waer reclamaon and wasewaer reamen lans, (b) he calculaon of he omal caaces of he above facles, and (c) he calculaon of he omal conveyance sysem for desalnaed, reclamed waer and wasewaer Ths roblem s formulaed as a mxed-neger lnear rogrammng (MILP) model, wh an obecve o mnmse he annualsed oal cos ncludng caal and oerang coss Fnally, he roosed model s aled o a real case for he Gree sland of Syros n he Aegean Sea Keywords: negraed waer resources managemen, MILP, desalnaon, wasewaer reamen, waer reclamaon 1 Inroducon In he las decade, omsaon echnques have wdely been used n he feld of negraed waer resources managemen Medellín-Azuara e al [1] aled an economc-engneerng omsaon model o exlore and negrae waer managemen alernaves such as waer mares, reuse and seawaer desalnaon n Ensenada, Mexco Han e al [2] resened a mul-obecve lnear rogrammng model o allocae varous waer resources among mulusers and aled o oban reasonable allocaon of waer suly and demand n Dalan, Chna Cunha e al [3] resened an omsaon model for regonal wasewaer sysems lannng, ogeher wh a smulaed annealng (SA) algorhm o omse layou of sewer newors, locaon of reamen lans, ec Wh he ncreasng waer consumon worlde, sudy of usng varous waer sources avalable o fulfll he waer demand has become an moran ssue recenly In hs wor, we am o develo an omsaon-based aroach usng mxed-neger lnear rogrammng (MILP) echnques for he negraed waer resources managemen n a waer defcen nsular area, where fresh waer moraon s a arcularly exensve and non-susanable oon [4] The alernave waer recourses, whch can mee he demands for waer, are seawaer desalnaon and waer reclamaon from wasewaer
2 S Lu e al 2 Problem Saemen In hs wor, we consder an nsular area whch s waer defcen The waer demand s exclusvely sasfed by desalnaed seawaer and reclamed waer from wasewaer Desalnaon yelds oable qualy waer a a relavely hgh cos, whle reclamed waer can be used for non-oable urban, ndusral and agrculural alcaons a roducon cos sgnfcanly lower o ha of desalnaed waer The area s dvded no several sub-regons based on he oulaon dsrbuon and land erran The omal allocaon n each regon of desalnaon, wasewaer reamen and waer reclamaon lans are o be deermned Wasewaer s colleced from all sources and s conveyed o a wasewaer reamen lan, where s reaed o mee he secfc dscharge lms Then, ar of he reaed wasewaer may undergo furher reamen (a an exra cos) n order o mee he reclamed waer qualy crera, whle he remanng s dscharged no he sea For smlcy, s assumed ha here s no waer loss n he rocess of wasewaer reamen and waer reclamaon The desalnaed waer can be used as oable waer; bu may also be augmened wh reclamed waer for non-oable uses The schemac grah of he waer/wasewaer flows n a regon s gven n Fg 1 I s assumed ha boh quales of waer and wasewaer are allowed o be freely dsrbued among mos of he regons Thus, he nfrasrucure needs for waer dsrbuon and sorage, ncludng he man elne newor, umng saons, and sorage ans, are also omsed Wasewaer Treamen Plan Waer Reclamaon Plan S Q W Q Prmary & Secondary Treamen W sw Terary Treamen Q W rw Q rw W W rw D n Desalnaon Plan Desalnaon P Q Fg 1 Schemac grah of he flows of varous yes of waer and wasewaer Q n In hs roblem, gven are he arwse dsances, umng dsances and elevaons beween he relave oulaon cenres of he regons, daly oable/non-oable waer demand, wasewaer roducon, caal coss of he relave lans wh dfferen szes, roducon coss of desalnaed and reclamed waer, reaed wasewaer, dameers and un coss of elnes (nsalled), un coss, maxmum flow raes and umng elevaons of ums, un sorage cos and sorage reenon me, cos of elecrcy, and waer/wasewaer velocy o deermne he locaons and caaces of he lans, elne man newor characerscs, daly roducon volumes of he lans, daly mans flows of desalnaed waer, reclamed waer and wasewaer, and ums (number and caaces) a each esablshed ln, so as o mnmse he annualsed oal cos, ncludng caal coss for lans, elnes, umng saons, and sorage ans, and oerang/energy coss for waer roducon, wasewaer reamen and umng 3 Mahemacal Formulaon The negraed waer resources managemen roblem s formulaed as an MILP model, as descrbed nex: D Q rw
3 An Omsaon-based Aroach for Inegraed Waer Resources Managemen 31 Mass Flow Balance From Fg 1, we can see ha before he wasewaer reamen n regon, colleced wasewaer flows, Q, lus wasewaer suly, S, s equal o dsrbued wasewaer flows, Q, lus oal wasewaer for reamen, W Q + S = Q W +,, (1) The reaed wasewaer roducon, W, s equal o he summaon of dscharged sw rw wasewaer amoun, W, and reclamed waer roducon, W sw rw W = W + W,, (2) rw rw The reclamed waer roducon, W, lus ncomng reclamed waer flows, Q, and neracve desalnaed waer flow, Q n, s equal o ougong reclamed waer, Q rw, n and non-oable waer demand, D rw n rw rw n Q + Q + W = Q + D,, (3) In he desalnaon lan, he summaon of desalnaed waer roducon, P, and ncomng desalnaed waer, Q, s equal o he summaon of ougong desalnaed n waer, Q, oable waer demand, D, and desalnaed waer flow, Q n Q + P = Q + Q + D,, (4) 32 Plan Caal Cos The caal coss of he desalnaon lans (DPCC), wasewaer reamen lans (WTPCC) and waer reclamaon lans (WRPCC), whch are funcons of lan caaces, are ecewse lnearsed n he model DPCC = CC λ, (5) ~ A λ A =, and λ E =, (6) where CC and A ~ are he cos and caacy a he brea on n he desalnaon lan caal cos funcon n regon, and A are osve varables for he caacy and λ are SOS2 varables, whle bnary varable E ndcaes wheher a desalnaon lan s allocaed n regon Smlar consrans and varables are also defned for he caal cos of wasewaer reamen lans and waer reclamaon lans 33 Pelne Newor Caal Cos There are oenally hree dfferen elne newors, each used for desalnaed waer, wasewaer or reclamed waer The caal cos (PeCC) s calculaed by he un cos of e ye mulled by he lengh of es (L ) We also nroduce bnary varables Y o ndcae f e ye s seleced beween regons and for waer and wasewaer ransoraon The flow rae of waer/wasewaer, Q ~, s deermned by he e dameer (d ) and he flow velocy (v) The daly flow and flow rae of desalnaed waer are relaed by he oeraon me rooron varable, γ We nroduce YG γ Y o lnearse he nonlnear erm, as gven below:
4 S Lu e al ~ ~ Q = Q Y Q YG γ =,,, (7) P P Smlar consrans for he daly flows and flow raes of wasewaer and reclamed waer are also develoed 34 Pumng Saon Caal Cos The cos of a umng saon ncludes he cos of a ar of ums (oerang and sandby) and a shell cos By deermnng he number of each ye of ums seleced, we can ge he umng saon caal cos (PSaCC) For he seleced ums, he maxmum allowable flow rae should be no less han he real flow rae, and he summaon of he um s maxmum umng elevaons should be no less he elevaon beween regons lus he head loss, whch s gven by he Hazen-Wllam Equaon Incororang he e selecon, he head loss from regon o can be wren as: ~ Q Y 1852 ΔH = b α ( ),, (8) 4 87 C d where b s converson consan, α s umng dsance beween regons, and C s roughness coeffcen 35 Sorage Caal Cos The sorage caal cos (SorageCC) s gven by he un sorage cos, daly waer demand (oable and non-oable), and waer reenon days 36 Producon Oerang Cos Smlar o he lan caal coss n Secon 32, he roducon oerang coss are funcons of he waer/wasewaer amouns Pecewse lnear aroxmaons are used o calculae he above roducon oerang coss of desalnaed waer, reaed wasewaer and reclamed waer For desalnaon, P ~ and PEC are he roducon amoun and un energy usage a brea on, EP s he cos of elecrcy and N s he duraon of season P are he daly roducon varables durng season and ξ are SOS2 varables, whle X s a bnary varable, whch s equal o 1 f he desalnaon lan n regon has roducon durng season The annual desalnaon roducon cos (DC) s gven by: ~ DC = N EP PEC P ξ (9) ~ P = P ξ, and ξ = X,, (10) Smlar consrans for annual roducon coss of reaed wasewaer (WTC) and reclamed waer (WRC) are also used here 37 Pumng Cos The umng cos (PumngC) s equal o he umng energy mulled by he cos of elecrcy The daly requred umng energy s gven by he daly waer flow, elevaon, head loss and um effcency By usng Eqs (7) and (8), we have he followng equaons for he umng energy for desalnaed waer: ~ b L Q 1 ~ PumE = ρ g Q H + YG [ ( ) ], (11) 487 β d C where β s he desalnaed waer um effcency, ρ s he waer densy, and g s he gravy The requred umng energy for wasewaer and reclamed waer s derved smlarly
5 An Omsaon-based Aroach for Inegraed Waer Resources Managemen 38 Obecve Funcon The obecve s o mnmse he annualsed oal cos, ncludng he oerang coss and caal coss, whch are annualsed by he recovery caal facor (CRF): OBJ = DC + WTC + WRC + PumngC + n r (1 + r) (12) ( DPCC + WTPCC + WRPCC + PeCC + PSaCC + SorageCC) n (1 + r) 1 where r s he annual neres rae and n s he lengh of he roec n years 4 Case Sudy Now, we aly he roosed model o Syros, an sland n Aegean Sea, Greece The exsng nfrasrucure on he sland s no consdered n he roblem In he roblem, he roec s for 20 years, and an annual neres rae of 5% s used The sland s dvded no 6 regons (R1-R6), and he oulaon cenre for every regon s a sea level, aar from R1 whch s a elevaon of 250 m The waer demands and wasewaer suly vary beween summer me (hgh, 4 monhs) and he res of a year (low, 8 monhs): Table 1 Esmaed daly waer demands and wasewaer suly n Syros (summer/wner) (m 3 /day) R1 R2 R3 R4 R5 R6 oable waer demand 150/ / / / / /300 non-oable waer demand 250/0 900/ /50 880/30 580/30 380/30 wasewaer suly 150/ / / / / /250 The caal cos and oerang roducon cos of he lans are ecewse lnearsed by 4 brea ons, where he caacy/roducon s 100, 1000, 2500 and 5000 m 3 /day, resecvely There are 8 yes of avalable es (4 for desalnaed and reclamed waer and 4 for wasewaer), and 8 yes of ums (4 for desalnaed and reclamed waer and 4 for wasewaer) The waer sorage should sasfy wo days demand n summer me The roosed MILP model has been mlemened n GAMS 228 usng solver CPLEX 111 on a Inel Penum GHz, 100 GB RAM machne The omaly ga was se o 5% There are 1636 consrans, 1009 connuous varables, and 756 neger/bnary varables n he model Afer a comuaonal me of 164 s, an obecve of $2,954,339 s obaned The breadown of he omal annualsed oal cos s gven n Fg 2, whle he omal allocaons of lans n each regon and elne lns are resened n Fg 3 Sorage Cos, $793,599 Pumng Saon Cos, $20,542 Pelne Cos, $166,624 Waer Reclamaon Plan Cos, $94,204 Wasewaer Treamen Plan Cos, $461,876 Treaed Wasewaer Producon Cos, $43,754 Reclamed Waer Producon Cos, $6,774 Desalnaed Waer Producon Cos, $1,048,695 Pumng Cos, $44,128 Desalnaon Plan Cos, $274,144 Fg 2 Breadown of he omal obecve Desalnaon lan Wasewaer reamen lan Waer reclamaon lan Desalnaed waer elne Wasewaer elne Reclamed waer elne Fg 3 Omal lan allocaons/elne lns The omal deals of he omal soluon are shown n Table 2, ncludng nformaon for each esablshed ln (flow/drecon, ye of es, ye and number of ums) The omal daly roducon of each lan s gven n Fg 4
6 S Lu e al ln waer ye* Table 2 Soluon deals for each esablshed ln e dameer (n) flow rae (m 3 /day) drecon um ye (m 3 /day) oerang um no rw rw * : desalnaed waer, rw: reclamed waer, : wasewaer Desalnaon Treamen Reclamaon Daly Volume (m 3 /day) D T R D T R D T R D T R D T R D T R D T R D T R D T R D T R D T R D T R Summer Wner Summer Wner Summer Wner Summer Wner Summer Wner Summer Wner R1 R2 R3 R4 R5 R6 Regon/Season Fg 4 Omal daly roducon/reamen volumes of all lans n summer me and wner me 5 Concludng Remars The roblem of negraed waer and wasewaer resources managemen of a waer defcen sland has been addressed A mxed neger lnear rogrammng model has been roosed for he roblem, by mnmsng he annualsed oal cos The omsaon-based aroach has successfully been aled o he Gree sland of Syros 6 Acnowledgemens The auhors graefully acnowledge Mr George Vaongos for hs asssance on he esmaon of waer demand and wasewaer roducon, Mr Nearos Kasrs for hs asssance n waer and wasewaer umng rsng and calculaons and Mr Chrsos Loums for he esmaon of he reamen facles coss SL acnowledges he fnancal suor from ORSAS, KC Wong Educaon Foundaon, UK FCO, and CPSE References [1] J Medellín-Azuara, LG Mendoza-Esnosa, JR Lund, and RJ Ramírez-Acosa, Waer Sc Technol, 55 (2007) 339 [2] Y Han, S Xu, and X Xu, Waer Resour Manage, 22 (2008) 911 [3] MC Cunha, L Pnhero, J Zeferno, A Anunes, and P Afonso, J Waer Resour Plan Manage-ASCE, 135 (2009) 23 [4] P Gas and G Tchobanoglous, J Envron Manage, 90 (2009) 2601
MULTI-WORKDAY ERGONOMIC WORKFORCE SCHEDULING WITH DAYS OFF
Proceedngs of he 4h Inernaonal Conference on Engneerng, Projec, and Producon Managemen (EPPM 203) MULTI-WORKDAY ERGONOMIC WORKFORCE SCHEDULING WITH DAYS OFF Tar Raanamanee and Suebsak Nanhavanj School
The Virtual Machine Resource Allocation based on Service Features in Cloud Computing Environment
Send Orders for Reprns o [email protected] The Open Cybernecs & Sysemcs Journal, 2015, 9, 639-647 639 Open Access The Vrual Machne Resource Allocaon based on Servce Feaures n Cloud Compung Envronmen
Capacity Planning. Operations Planning
Operaons Plannng Capacy Plannng Sales and Operaons Plannng Forecasng Capacy plannng Invenory opmzaon How much capacy assgned o each producon un? Realsc capacy esmaes Sraegc level Moderaely long me horzon
Cooperative Distributed Scheduling for Storage Devices in Microgrids using Dynamic KKT Multipliers and Consensus Networks
Cooperave Dsrbued Schedulng for Sorage Devces n Mcrogrds usng Dynamc KK Mulplers and Consensus Newors Navd Rahbar-Asr Yuan Zhang Mo-Yuen Chow Deparmen of Elecrcal and Compuer Engneerng Norh Carolna Sae
HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD
Journal of Appled Mahemacs and Compuaonal Mechancs 3, (), 45-5 HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Sansław Kukla, Urszula Sedlecka Insue of Mahemacs,
Methodology of the CBOE S&P 500 PutWrite Index (PUT SM ) (with supplemental information regarding the CBOE S&P 500 PutWrite T-W Index (PWT SM ))
ehodology of he CBOE S&P 500 PuWre Index (PUT S ) (wh supplemenal nformaon regardng he CBOE S&P 500 PuWre T-W Index (PWT S )) The CBOE S&P 500 PuWre Index (cker symbol PUT ) racks he value of a passve
Multiple Periodic Preventive Maintenance for Used Equipment under Lease
Mulle Perodc Prevenve Manenance or Used Equmen under ease Paarasaya Boonyaha, Jarumon Jauronnaee, Member, IAENG Absrac Ugradng acon revenve manenance are alernaves o reduce he used equmen alures rae whch
GUIDANCE STATEMENT ON CALCULATION METHODOLOGY
GUIDANCE STATEMENT ON CALCULATION METHODOLOGY Adopon Dae: 9/28/0 Effecve Dae: //20 Reroacve Applcaon: No Requred www.gpssandards.org 204 CFA Insue Gudance Saemen on Calculaon Mehodology GIPS GUIDANCE STATEMENT
A binary powering Schur algorithm for computing primary matrix roots
Numercal Algorhms manuscr No. (wll be nsered by he edor) A bnary owerng Schur algorhm for comung rmary marx roos Federco Greco Bruno Iannazzo Receved: dae / Acceed: dae Absrac An algorhm for comung rmary
A Reverse Logistics Model for the Distribution of Waste/By-products. Hamid Pourmohammadi, Maged Dessouky*, and Mansour Rahimi
A Reverse Logscs Model for he Dsrbuon of Wase/By-producs Hamd Pourmohammad, Maged Dessouy*, and Mansour Rahm Unversy of Souhern Calforna Epsen Deparmen of Indusral and Sysems Engneerng 375 McClnoc Avenue,
A Model for Time Series Analysis
Aled Mahemaal Senes, Vol. 6, 0, no. 5, 5735-5748 A Model for Tme Seres Analyss me A. H. Poo Sunway Unversy Busness Shool Sunway Unversy Bandar Sunway, Malaysa [email protected] Absra Consder a me seres
Lecture 40 Induction. Review Inductors Self-induction RL circuits Energy stored in a Magnetic Field
ecure 4 nducon evew nducors Self-nducon crcus nergy sored n a Magnec Feld 1 evew nducon end nergy Transfers mf Bv Mechancal energy ransform n elecrc and hen n hermal energy P Fv B v evew eformulaon of
Cooperative Random Walk for Pipe Network Layout Optimization
Inernaonal Journal of Aled Engneerng Research ISSN 0973-4562 Volume 11, Number 4 (2016) 2839-2847 Research Inda Publcaons. h://www.rublcaon.com Cooerave Random Walk for Pe Nework Layou Omzaon Sefan Ivć*
An Architecture to Support Distributed Data Mining Services in E-Commerce Environments
An Archecure o Suppor Dsrbued Daa Mnng Servces n E-Commerce Envronmens S. Krshnaswamy 1, A. Zaslavsky 1, S.W. Loke 2 School of Compuer Scence & Sofware Engneerng, Monash Unversy 1 900 Dandenong Road, Caulfeld
Global supply chain planning for pharmaceuticals
chemcal engneerng research and desgn 8 9 (2 0 1 1) 2396 2409 Conens lss avalable a ScenceDrec Chemcal Engneerng Research and Desgn journal homepage: www.elsever.com/locae/cherd Global supply chan plannng
Trading volume and stock market volatility: evidence from emerging stock markets
Invesmen Managemen and Fnancal Innovaons, Volume 5, Issue 4, 008 Guner Gursoy (Turkey), Asl Yuksel (Turkey), Aydn Yuksel (Turkey) Tradng volume and sock marke volaly: evdence from emergng sock markes Absrac
MODEL-BASED APPROACH TO CHARACTERIZATION OF DIFFUSION PROCESSES VIA DISTRIBUTED CONTROL OF ACTUATED SENSOR NETWORKS
MODEL-BASED APPROACH TO CHARACTERIZATION OF DIFFUSION PROCESSES IA DISTRIBUTED CONTROL OF ACTUATED SENSOR NETWORKS Kevn L. Moore and YangQuan Chen Cener for Self-Organzng and Inellgen Sysems Uah Sae Unversy
How To Calculate Backup From A Backup From An Oal To A Daa
6 IJCSNS Inernaonal Journal of Compuer Scence and Nework Secury, VOL.4 No.7, July 04 Mahemacal Model of Daa Backup and Recovery Karel Burda The Faculy of Elecrcal Engneerng and Communcaon Brno Unversy
Genetic Algorithm with Range Selection Mechanism for Dynamic Multiservice Load Balancing in Cloud-Based Multimedia System
ISSN : 2347-8446 (Onlne) Inernaonal Journal of Advanced Research n Genec Algorhm wh Range Selecon Mechansm for Dynamc Mulservce Load Balancng n Cloud-Based Mulmeda Sysem I Mchael Sadgun Rao Kona, II K.Purushoama
Pedro M. Castro Iiro Harjunkoski Ignacio E. Grossmann. Lisbon, Portugal Ladenburg, Germany Pittsburgh, USA
Pedro M. Casro Iro Harjunkosk Ignaco E. Grossmann Lsbon Porugal Ladenburg Germany Psburgh USA 1 Process operaons are ofen subjec o energy consrans Heang and coolng ules elecrcal power Avalably Prce Challengng
APPLICATION OF CHAOS THEORY TO ANALYSIS OF COMPUTER NETWORK TRAFFIC Liudvikas Kaklauskas, Leonidas Sakalauskas
The XIII Inernaonal Conference Appled Sochasc Models and Daa Analyss (ASMDA-2009) June 30-July 3 2009 Vlnus LITHUANIA ISBN 978-9955-28-463-5 L. Sakalauskas C. Skadas and E. K. Zavadskas (Eds.): ASMDA-2009
An Anti-spam Filter Combination Framework for Text-and-Image Emails through Incremental Learning
An An-spam Fler Combnaon Framework for Tex-and-Image Emals hrough Incremenal Learnng 1 Byungk Byun, 1 Chn-Hu Lee, 2 Seve Webb, 2 Danesh Iran, and 2 Calon Pu 1 School of Elecrcal & Compuer Engr. Georga
Index Mathematics Methodology
Index Mahemacs Mehodology S&P Dow Jones Indces: Index Mehodology Ocober 2015 Table of Conens Inroducon 4 Dfferen Varees of Indces 4 The Index Dvsor 5 Capalzaon Weghed Indces 6 Defnon 6 Adjusmens o Share
A robust optimisation approach to project scheduling and resource allocation. Elodie Adida* and Pradnya Joshi
In. J. Servces Operaons and Informacs, Vol. 4, No. 2, 2009 169 A robus opmsaon approach o projec schedulng and resource allocaon Elode Adda* and Pradnya Josh Deparmen of Mechancal and Indusral Engneerng,
Spline. Computer Graphics. B-splines. B-Splines (for basis splines) Generating a curve. Basis Functions. Lecture 14 Curves and Surfaces II
Lecure 4 Curves and Surfaces II Splne A long flexble srps of meal used by drafspersons o lay ou he surfaces of arplanes, cars and shps Ducks weghs aached o he splnes were used o pull he splne n dfferen
Optimization of Nurse Scheduling Problem with a Two-Stage Mathematical Programming Model
Asa Pacfc Managemen Revew 15(4) (2010) 503-516 Opmzaon of Nurse Schedulng Problem wh a Two-Sage Mahemacal Programmng Model Chang-Chun Tsa a,*, Cheng-Jung Lee b a Deparmen of Busness Admnsraon, Trans World
Guidelines and Specification for the Construction and Maintenance of the. NASDAQ OMX Credit SEK Indexes
Gudelnes and Specfcaon for he Consrucon and Manenance of he NASDAQ OMX Cred SEK Indexes Verson as of Aprl 7h 2014 Conens Rules for he Consrucon and Manenance of he NASDAQ OMX Cred SEK Index seres... 3
MORE ON TVM, "SIX FUNCTIONS OF A DOLLAR", FINANCIAL MECHANICS. Copyright 2004, S. Malpezzi
MORE ON VM, "SIX FUNCIONS OF A DOLLAR", FINANCIAL MECHANICS Copyrgh 2004, S. Malpezz I wan everyone o be very clear on boh he "rees" (our basc fnancal funcons) and he "fores" (he dea of he cash flow model).
Anomaly Detection in Network Traffic Using Selected Methods of Time Series Analysis
I. J. Compuer Nework and Informaon Secury, 2015, 9, 10-18 Publshed Onlne Augus 2015 n MECS (hp://www.mecs-press.org/) DOI: 10.5815/jcns.2015.09.02 Anomaly Deecon n Nework Traffc Usng Seleced Mehods of
The Rules of the Settlement Guarantee Fund. 1. These Rules, hereinafter referred to as "the Rules", define the procedures for the formation
Vald as of May 31, 2010 The Rules of he Selemen Guaranee Fund 1 1. These Rules, herenafer referred o as "he Rules", defne he procedures for he formaon and use of he Selemen Guaranee Fund, as defned n Arcle
Kalman filtering as a performance monitoring technique for a propensity scorecard
Kalman flerng as a performance monorng echnque for a propensy scorecard Kaarzyna Bjak * Unversy of Souhampon, Souhampon, UK, and Buro Informacj Kredyowej S.A., Warsaw, Poland Absrac Propensy scorecards
The Cause of Short-Term Momentum Strategies in Stock Market: Evidence from Taiwan
he Cause of Shor-erm Momenum Sraeges n Sock Marke: Evdence from awan Hung-Chh Wang 1, Y. Angela Lu 2, and Chun-Hua Susan Ln 3+ 1 B. A. Dep.,C C U, and B. A. Dep., awan Shoufu Unversy, awan (.O.C. 2 Dep.
Y2K* Stephanie Schmitt-Grohé. Rutgers Uni ersity, 75 Hamilton Street, New Brunswick, New Jersey 08901 E-mail: [email protected].
Revew of Economc Dynamcs 2, 850856 Ž 1999. Arcle ID redy.1999.0065, avalable onlne a hp:www.dealbrary.com on Y2K* Sephane Schm-Grohé Rugers Unersy, 75 Hamlon Sree, New Brunswc, New Jersey 08901 E-mal:
Inventory Management MILP Modeling for Tank Farm Systems
2 h European Sympoum on Compuer Aded Proce Engneerng ESCAPE2 S. Perucc and G. Buzz Ferrar (Edor) 2 Elever B.V. All rgh reerved. Invenory Managemen MILP Modelng for Tank Farm Syem Suana Relva a Ana Paula
Estimating intrinsic currency values
Cung edge Foregn exchange Esmang nrnsc currency values Forex marke praconers consanly alk abou he srenghenng or weakenng of ndvdual currences. In hs arcle, Jan Chen and Paul Dous presen a new mehodology
Analyzing Energy Use with Decomposition Methods
nalyzng nergy Use wh Decomposon Mehods eve HNN nergy Technology Polcy Dvson [email protected] nergy Tranng Week Pars 1 h prl 213 OCD/ 213 Dscusson nergy consumpon and energy effcency? How can energy consumpon
A Heuristic Solution Method to a Stochastic Vehicle Routing Problem
A Heursc Soluon Mehod o a Sochasc Vehcle Roung Problem Lars M. Hvaum Unversy of Bergen, Bergen, Norway. [email protected] Arne Løkkeangen Molde Unversy College, 6411 Molde, Norway. [email protected]
RESOLUTION OF THE LINEAR FRACTIONAL GOAL PROGRAMMING PROBLEM
Revsa Elecrónca de Comuncacones y Trabajos de ASEPUMA. Rec@ Volumen Págnas 7 a 40. RESOLUTION OF THE LINEAR FRACTIONAL GOAL PROGRAMMING PROBLEM RAFAEL CABALLERO [email protected] Unversdad de Málaga
Analysis of intelligent road network, paradigm shift and new applications
CONFERENCE ABOUT THE STATUS AND FUTURE OF THE EDUCATIONAL AND R&D SERVICES FOR THE VEHICLE INDUSTRY Analyss of nellgen road nework, paradgm shf and new applcaons Péer Tamás "Smarer Transpor" - IT for co-operave
The Definition and Measurement of Productivity* Mark Rogers
The Defnon and Measuremen of Producvy* Mark Rogers Melbourne Insue of Appled Economc and Socal Research The Unversy of Melbourne Melbourne Insue Workng Paper No. 9/98 ISSN 1328-4991 ISBN 0 7325 0912 6
Efficiency of General Insurance in Malaysia Using Stochastic Frontier Analysis (SFA)
Inernaonal Journal of Modern Engneerng Research (IJMER) www.jmer.com Vol., Issue.5, Sep-Oc. 01 pp-3886-3890 ISSN: 49-6645 Effcency of General Insurance n Malaysa Usng Sochasc Froner Analyss (SFA) Mohamad
How To Understand The Theory Of The Power Of The Market
Sysem Dynamcs models for generaon expanson plannng n a compeve framework: olgopoly and marke power represenaon J.J. Sánchez, J. Barquín, E. Ceneno, A. López-Peña Insuo de Invesgacón Tecnológca Unversdad
A GENERALIZED FRAMEWORK FOR CREDIT RISK PORTFOLIO MODELS
A GENERALIZED FRAMEWORK FOR CREDIT RISK PORTFOLIO MODELS H. UGUR KOYLUOGLU ANDREW HICKMAN Olver, Wyman & Company CSFP Capal, Inc. * 666 Ffh Avenue Eleven Madson Avenue New Yor, New Yor 10103 New Yor, New
SHIPPING ECONOMIC ANALYSIS FOR ULTRA LARGE CONTAINERSHIP
Journal of he Easern Asa Socey for Transporaon Sudes, Vol. 6, pp. 936-951, 2005 SHIPPING ECONOMIC ANALYSIS FOR ULTRA LARGE CONTAINERSHIP Chaug-Ing HSU Professor Deparen of Transporaon Technology and Manageen
Wilmar Deliverable D6.2 (b) Wilmar Joint Market Model Documentation. Peter Meibom, Helge V. Larsen, Risoe National Laboratory
Rsø-R-1552(EN) Wlmar Delverable D6.2 (b) Wlmar Jon Marke Model Documenaon Peer Mebom, Helge V. Larsen, Rsoe Naonal Laboraory Rüdger Barh, Heke Brand, IER, Unversy of Sugar Chrsoph Weber, Olver Voll, Unversy
This research paper analyzes the impact of information technology (IT) in a healthcare
Producvy of Informaon Sysems n he Healhcare Indusry Nrup M. Menon Byungae Lee Lesle Eldenburg Texas Tech Unversy, College of Busness MS 2101, Lubbock, Texas 79409 [email protected] The Unversy of Illnos a
Linear methods for regression and classification with functional data
Lnear mehods for regresson and classfcaon wh funconal daa Glber Sapora Chare de Sasue Appluée & CEDRIC Conservaore Naonal des Ars e Méers 9 rue San Marn, case 44 754 Pars cedex 3, France [email protected]
A Background Layer Model for Object Tracking through Occlusion
A Background Layer Model for Obec Trackng hrough Occluson Yue Zhou and Ha Tao Deparmen of Compuer Engneerng Unversy of Calforna, Sana Cruz, CA 95064 {zhou,ao}@soe.ucsc.edu Absrac Moon layer esmaon has
Fixed Income Attribution. Remco van Eeuwijk, Managing Director Wilshire Associates Incorporated 15 February 2006
Fxed Incoe Arbuon eco van Eeuwk Managng Drecor Wlshre Assocaes Incorporaed 5 February 2006 Agenda Inroducon Goal of Perforance Arbuon Invesen Processes and Arbuon Mehodologes Facor-based Perforance Arbuon
DESIGN OF OPTIMAL BONUS-MALUS SYSTEMS WITH A FREQUENCY AND A SEVERITY COMPONENT ON AN INDIVIDUAL BASIS IN AUTOMOBILE INSURANCE ABSTRACT KEYWORDS
DESIGN OF OPTIMAL BONUS-MALUS SYSTEMS WITH A FREQUENCY AND A SEVERITY COMPONENT ON AN INDIVIDUAL BASIS IN AUTOMOBILE INSURANCE BY NICHOLAS E. FRANGOS* AND SPYRIDON D. VRONTOS* ABSTRACT The maory of opmal
Attribution Strategies and Return on Keyword Investment in Paid Search Advertising
Arbuon Sraeges and Reurn on Keyword Invesmen n Pad Search Adversng by Hongshuang (Alce) L, P. K. Kannan, Sva Vswanahan and Abhshek Pan * December 15, 2015 * Honshuang (Alce) L s Asssan Professor of Markeng,
THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH HOUSEHOLDS. Ana del Río and Garry Young. Documentos de Trabajo N.
THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH HOUSEHOLDS 2005 Ana del Río and Garry Young Documenos de Trabajo N.º 0512 THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH
Market-Clearing Electricity Prices and Energy Uplift
Marke-Clearng Elecrcy Prces and Energy Uplf Paul R. Grbk, Wllam W. Hogan, and Susan L. Pope December 31, 2007 Elecrcy marke models requre energy prces for balancng, spo and shor-erm forward ransacons.
A Real-time Adaptive Traffic Monitoring Approach for Multimedia Content Delivery in Wireless Environment *
A Real-e Adapve Traffc Monorng Approach for Muleda Conen Delvery n Wreless Envronen * Boonl Adpa and DongSong Zhang Inforaon Syses Deparen Unversy of Maryland, Balore Couny Balore, MD, U.S.A. [email protected],
Ground rules. Guide to the calculation methods of the FTSE Actuaries UK Gilts Index Series v1.9
Ground rules Gude o he calculaon mehods of he FTSE Acuares UK Gls Index Seres v1.9 fserussell.com Ocober 2015 Conens 1.0 Inroducon... 4 1.1 Scope... 4 1.2 FTSE Russell... 5 1.3 Overvew of he calculaons...
Template-Based Reconstruction of Surface Mesh Animation from Point Cloud Animation
Temlae-Based Reconsrucon of Surface Mesh Anmaon from Pon Cloud Anmaon Sang Il Park and Seong-Jae Lm In hs aer, we resen a mehod for reconsrucng a surface mesh anmaon sequence from on cloud anmaon daa.
Temporal and Spatial Distributed Event Correlation for Network Security
Temoral and Saal Dsrbued Even Correlaon for Nework Secury Guofe Jang, Member, IEEE and George Cybenko, Fellow, IEEE Absrac - Comuer neworks roduce large amoun of evenbased daa ha can be colleced for nework
COMPETING ADVERTISING AND PRICING STRATEGIES FOR LOCATION-BASED COMMERCE
COMPTING ADVRTISING AND PRICING STRATGIS FOR LOCATION-BASD COMMRC Nng-Yao Pa, Insue of Informaon Managemen Naonal Chao Tung Unversy, Tawan, [email protected] Yung-Mng L, Insue of Informaon Managemen Naonal
IMPROVING THE RESISTANCE OF A SERIES 60 VESSEL WITH A CFD CODE
V European Conference on Compuaonal Flud Dynamcs ECCOMAS CFD 2010 J. C. F. Perera and A. Sequera (Eds) Lsbon, Porugal, 14 17 June 2010 IMPROVING THE RESISTANCE OF A SERIES 60 VESSEL WITH A CFD CODE J.
II. IMPACTS OF WIND POWER ON GRID OPERATIONS
IEEE Energy2030 Alana, Georga, USA 17-18 November 2008 Couplng Wnd Generaors wh eferrable Loads A. Papavaslou, and S. S. Oren UC Berkeley, eparmen of Indusral Engneerng and Operaons esearch, 4141 Echeverry
Prices of Credit Default Swaps and the Term Structure of Credit Risk
Prces of Cred Defaul Swaps and he Term Srucure of Cred Rsk by Mary Elzabeh Desrosers A Professonal Maser s Projec Submed o he Faculy of he WORCESTER POLYTECHNIC INSTITUTE n paral fulfllmen of he requremens
CLoud computing has recently emerged as a new
1 A Framework of Prce Bddng Confguraons for Resource Usage n Cloud Compung Kenl L, Member, IEEE, Chubo Lu, Keqn L, Fellow, IEEE, and Alber Y. Zomaya, Fellow, IEEE Absrac In hs paper, we focus on prce bddng
Public Auditing for Ensuring Cloud Data Storage Security With Zero Knowledge Privacy
P Publc Audng for Ensurng Cloud Daa Sorage Secury Wh Zero Knowledge Prvacy, Wang Shao-huP P, Chang Su-qnP P, Chen Dan-weP P, Wang Zh-weP College of Comuer, Nanjng Unversy of Poss and elecommuncaons, Nanjng
THE USE IN BANKS OF VALUE AT RISK METHOD IN MARKET RISK MANAGEMENT. Ioan TRENCA *
ANALELE ŞTIINłIFICE ALE UNIVERSITĂłII ALEXANDRU IOAN CUZA DIN IAŞI Tomul LVI ŞnŃe Economce 009 THE USE IN BANKS OF VALUE AT RISK METHOD IN MARKET RISK MANAGEMENT Ioan TRENCA * Absrac In sophscaed marke
Testing techniques and forecasting ability of FX Options Implied Risk Neutral Densities. Oren Tapiero
Tesng echnques and forecasng ably of FX Opons Impled Rsk Neural Denses Oren Tapero 1 Table of Conens Absrac 3 Inroducon 4 I. The Daa 7 1. Opon Selecon Crerons 7. Use of mpled spo raes nsead of quoed spo
THE HEALTH BENEFITS OF CONTROLLING CARBON EMISSIONS IN CHINA 1. by Richard F. GARBACCIO; Mun S. HO; and Dale W. JORGENSON
THE HEALTH BENEFITS OF CONTROLLING CARBON EMISSIONS IN CHINA 1 by Rchard F. GARBACCIO; Mun S. HO; and Dale W. JORGENSON 1. Inroducon Ar polluon from rapd ndusralzaon and he use of energy has been recognzed
Omar Shatnawi. Eks p l o a t a c j a i Ni e z a w o d n o s c Ma in t e n a n c e a n d Reliability Vo l.16, No. 4, 2014 585. 1.
Arcle caon nfo: Shanaw O. Measurng commercal sofware operaonal relably: an nerdscplnary modellng approach. Esploaacja Nezawodnosc Manenance and Relably 014; 16 (4): 585 594. Omar Shanaw Measurng commercal
Ground rules. FTSE Global Bonds Index Series v1.7
Ground rules FTSE Global Bonds Index Seres v.7 fserussell.com Ocober 205 Conens.0 Inroducon... 3 2.0 Managemen responsbles... 7 3.0 Elgble of secures... 9 4.0 rce sources... 5.0 erodc Change o he orfolos...
SPC-based Inventory Control Policy to Improve Supply Chain Dynamics
Francesco Cosanno e al. / Inernaonal Journal of Engneerng and Technology (IJET) SPC-based Invenory Conrol Polcy o Improve Supply Chan ynamcs Francesco Cosanno #, Gulo Gravo #, Ahmed Shaban #3,*, Massmo
The Incentive Effects of Organizational Forms: Evidence from Florida s Non-Emergency Medicaid Transportation Programs
The Incenve Effecs of Organzaonal Forms: Evdence from Florda s Non-Emergency Medcad Transporaon Programs Chfeng Da* Deparmen of Economcs Souhern Illnos Unversy Carbondale, IL 62901 Davd Denslow Deparmen
INTERNATIONAL JOURNAL OF STRATEGIC MANAGEMENT
IJSM, Volume, Number, 0 ISSN: 555-4 INTERNATIONAL JOURNAL OF STRATEGIC MANAGEMENT SPONSORED BY: Angelo Sae Unversy San Angelo, Texas, USA www.angelo.edu Managng Edors: Professor Alan S. Khade, Ph.D. Calforna
Proceedings of the 2008 Winter Simulation Conference S. J. Mason, R. R. Hill, L. Mönch, O. Rose, T. Jefferson, J. W. Fowler eds.
Proceedngs of he 008 Wner Smulaon Conference S. J. Mason, R. R. Hll, L. Mönch, O. Rose, T. Jefferson, J. W. Fowler eds. DEMAND FORECAST OF SEMICONDUCTOR PRODUCTS BASED ON TECHNOLOGY DIFFUSION Chen-Fu Chen,
Estimating Opex Productivity Growth in English and Welsh Water and Sewerage Companies: 1993-2003
ABSTRACT Esmang Oex Producv Grow n Engls and Wels Waer and Sewerage Comanes: 1993-2003 avd S. Saal* and Sco Red** *Ason Busness Scool Brmngam B4 7ET Uned Kngdom Emal:[email protected] ** Regulaon and Prvasaon
Optimal Testing Resource Allocation, and Sensitivity Analysis in Software Development
Opal Tesng Resource Allocaon, and Sensvy Analyss n Sofware Developen Chn-Yu Huang, Meber, IEEE Mchael R. Lyu 2, Fellow, IEEE Keywords: Sofware relably, esng resource allocaon, non-hoogeneous Posson processes,
Optimal portfolio allocation with Asian hedge funds and Asian REITs
Omal orfolo allocaon wh Asan hedge funds and Asan ehan Höch HVB-Insue for Mahemacal Fnance echnsche Unversä München German E-mal: [email protected] ah Hwa Ng Drecor Rsk Managemen Insue Naonal Unvers of ngaore
Information-based trading, price impact of trades, and trade autocorrelation
Informaon-based radng, prce mpac of rades, and rade auocorrelaon Kee H. Chung a,, Mngsheng L b, Thomas H. McInsh c a Sae Unversy of New York (SUNY) a Buffalo, Buffalo, NY 426, USA b Unversy of Lousana
Cost- and Energy-Aware Load Distribution Across Data Centers
- and Energy-Aware Load Dsrbuon Across Daa Ceners Ken Le, Rcardo Banchn, Margare Maronos, and Thu D. Nguyen Rugers Unversy Prnceon Unversy Inroducon Today, many large organzaons operae mulple daa ceners.
Fundamental Analysis of Receivables and Bad Debt Reserves
Fundamenal Analyss of Recevables and Bad Deb Reserves Mchael Calegar Assocae Professor Deparmen of Accounng Sana Clara Unversy e-mal: [email protected] February 21 2005 Fundamenal Analyss of Recevables
Event Based Project Scheduling Using Optimized Ant Colony Algorithm Vidya Sagar Ponnam #1, Dr.N.Geethanjali #2
Inernaonal Journal of Compuer Trends and Technology (IJCTT) Volume 18 Number 6 Dec 2014 Even Based Projec Schedulng Usng Opmzed An Colony Algorhm Vdya Sagar Ponnam #1, Dr.N.Geehanjal #2 1 Research Scholar,
Distribution Channel Strategy and Efficiency Performance of the Life insurance. Industry in Taiwan. Abstract
Dsrbuon Channel Sraegy and Effcency Performance of he Lfe nsurance Indusry n Tawan Absrac Changes n regulaons and laws he pas few decades have afeced Tawan s lfe nsurance ndusry and caused many nsurers
Network Effects on Standard Software Markets: A Simulation Model to examine Pricing Strategies
Nework Effecs on Sandard Sofware Markes Page Nework Effecs on Sandard Sofware Markes: A Smulaon Model o examne Prcng Sraeges Peer Buxmann Absrac Ths paper examnes sraeges of sandard sofware vendors, n
What Explains Superior Retail Performance?
Wha Explans Superor Real Performance? Vshal Gaur, Marshall Fsher, Ananh Raman The Wharon School, Unversy of Pennsylvana [email protected] [email protected] Harvard Busness School [email protected]
HEURISTIC ALGORITHM FOR SINGLE RESOURCE CONSTRAINED PROJECT SCHEDULING PROBLEM BASED ON THE DYNAMIC PROGRAMMING
Yugoslav Journal o Operaons Research Volume 19 (2009) Number 2, 281-298 DOI:10.2298/YUJOR0902281S HEURISTIC ALGORITHM FOR SINGLE RESOURCE CONSTRAINED PROJECT SCHEDULING PROBLEM BASED ON THE DYNAMIC PROGRAMMING
