In this paper, we discuss various techniques for the efficient organization of a temporal coherency preserving dynamic data dissemination network. The network consists of sources of dynamically changing data, repositories to replicate this data, and clients. Given the temporal coherency properties of the data available at various repositories, we suggest methods to intelligently choose a reposi...

In this thesis we analyze Portfolio Optimization risk-reward theory, a generalization of the mean-variance theory, in the cases where the risk measures are quantile-based (such as the Value at Risk (V aR) and the shortfall). We show, using multicriteria theory arguments, that if the measure of risk is convex and the measure of reward concave with respect to the allocation vector, then the expec...

This project applies coherency methods for dynamic analysis of power systems. It has been observed that in case of disturbances machines swing together, forming groups of coherent generators. In [1], a dynamic network reduction is described based on a slow-coherency method, aggregating coherent generators into one equivalent machine. In [2] it is demonstrated that such methods can also be used ...

Two econometric issues arise in the estimation of complete systems of producer or consumer demands when many non-negativity constraints are binding for a large share of observations, as frequently occurs with micro-level data. The rst is computational. The econometric model is essentially an endogenous switching regimes model which requires the evaluation of multivariate probability integrals. ...

For a computational system to be intelligent, it should be able to perform, at least, basic deductions. Nonetheless, since deductions are, in some sense, equivalent to tautologies, it seems that they do not provide new information. The present article proposes a measure the degree of semantic informativity of valid deductions in a dynamic setting. Concepts of coherency and relevancy, displayed ...

This paper analyzes the time-varying relationship between risk aversion and both conventional unconventional monetary policy in an international context at different frequencies using a wavelet coherency analysis. Our main results suggest existence of dynamic two variables depending on timescales periods. Thus, short-run negative leading from variable to measure is found for most period, sugges...

Traditional lightning detection and location networks use the time of arrival (TOA) technique to locate events with a single stamp. This contribution introduces simulation study lay foundation for new concepts. Here, novel interferometric method is studied which expands data maps into an area by using coherency. The amplitude waveform bank, consists averaged waveforms classified their propagati...