Logic-based automated multi-issue bilateral negotiation in peer-to-peer e-marketplaces

We present a novel logic-based framework to automate multi-issue bilateral negotiation in e-commerce settings. The approach exploits logic as communication language among agents, and optimization techniques in order to find Pareto-efficient agreements. We introduce , a propositional logic extended with concrete domains, which allows one to model relations among issues (both numerical and non-numerical ones) via logical entailment, differently from well-known approaches that describe issues as uncorrelated. Through it is possible to represent buyer’s request, seller’s supply and their respective preferences as formulas endowed with a formal semantics, e.g., “if I spend more than 30000 € for a sedan then I want more than a two-years warranty and a GPS system included”. We mix logic and utility theory in order to express preferences in a qualitative and quantitative way. We illustrate the theoretical framework, the logical language, the one-shot negotiation protocol we adopt, and show we are able to compute Pareto-efficient outcomes, using a mediator to solve an optimization problem. We prove the computational adequacy of our method by studying the complexity of the problem of finding Pareto-efficient solutions in our setting.     

On some properties of quasi-MV algebras and \sqrt{^{\prime}} quasi-MV algebras. Part II

The present paper is a sequel to Paoli F, Ledda A, Giuntini R, Freytes H (On some properties of QMV algebras and QMV algebras, submitted). We provide two representation results for quasi-MV algebras in terms of MV algebras enriched with additional structure; we investigate the lattices of subvarieties and subquasivarieties of quasi-MV algebras; we show that quasi-MV algebras, as well as cartesian and flat quasi-MV algebras, have the amalgamation property.     

Service Discovery and Negotiation With COWS

To provide formal foundations to current (web) services technologies, we put forward using COWS, a process calculus for specifying, combining and analysing services, as a uniform formalism for modelling all the relevant phases of the life cycle of service-oriented applications, such as publication, discovery, negotiation, deployment and execution. In this paper, we show that constraints and operations on them can be smoothly incorporated in COWS, and propose a disciplined way to model multisets of constraints and to manipulate them through appropriate interaction protocols. Therefore, we demonstrate that also QoS requirement specifications and SLA achievements, and the phases of dynamic service discovery and negotiation can be comfortably modelled in COWS. We illustrate our approach through a scenario for a service-based web hosting provider.     

A low-power wireless video sensor node for distributed object detection

In this paper we propose MicrelEye, a wireless video node for cooperative distributed video processing applications that involve image classification. The node is equipped with a low-cost VGA CMOS image sensor, a reconfigurable processing engine (FPGA, Microcontroller, SRAM) and a Bluetooth 100-m transceiver. It has a size of few cubic centimeters and its typical power consumption is approximately ten times less than that of typical commercial DSP-based solutions. As regards classification, a highly optimized hardware-oriented support vector machine-like (SVM-like) algorithm called ERSVM is proposed and implemented. We describe our hardware and software architecture, its performance and power characteristics. The case study considered in this paper is people detection. The obtained results suggest that the present technology allows for the design of simple intelligent video nodes capable of performing classification tasks locally.

Using the Meteorological Information for the Regional Rainfall Frequency Analysis: An Application to Sicily

Regional frequency analysis is a useful tool for accurate estimation of precipitation quantiles than at-site frequency analysis, especially in the case of regions with a short rainfall time series. The use of meteorological information, combined with rainfall data analysis, could improve the selection of homogeneous regions. Starting from 1958, 198 meteorological configurations, related to extreme events, have been identified throughout the national territory of Italy. The reanalyzed meteorological data of the 40 Year Re-analysis Archive (ERA-40) of the European Centre for Medium-Range Weather Forecast (ECMWF) have been analyzed to identify homogeneous regions with respect to the Convective Available Potential Energy (CAPE), the Q vector Divergence (QD) and the Vertically Integrated Moisture Flux (VIMF). The latter index appears to be the better candidate for finding regional homogeneity inside areas where high frequency values of CAPE or QD are present. The paper presents an application based on the delimitation of homogeneous regions using climatic indexes for the island of Sicily. By applying the proposed methodology, seven homogeneous areas over Sicily were found. The consistency of the final results has been validated by using a coupled approach based on the Valuation of Floods in Italy procedure (VAPI) and on the heterogeneity test of Hosking and Wallis (Water Resour Res 29:271–281, 1993, 1997).     

Distributed pursuit-evasion without mapping or global localization via local frontiers

This paper addresses a visibility-based pursuit-evasion problem in which a team of mobile robots with limited sensing and communication capabilities must coordinate to detect any evaders in an unknown, multiply-connected planar environment. Our distributed algorithm to guarantee evader detection is built around maintaining complete coverage of the frontier between cleared and contaminated regions while expanding the cleared region. We detail a novel distributed method for storing and updating this frontier without building a map of the environment or requiring global localization. We demonstrate the functionality of the algorithm through simulations in realistic environments and through hardware experiments. We also compare Monte Carlo results for our algorithm to the theoretical optimum area cleared as a function of the number of robots available.     

A Low‐Memory,Straightforward and Fast Bilateral Filter Through Subsampling in Spatial Domain

In this work we present a new algorithm for accelerating the colour bilateral filter based on a subsampling strategy working in the spatial domain. The base idea is to use a suitable subset of samples of the entire kernel in order to obtain a good estimation of the exact filter values. The main advantages of the proposed approach are that it has an excellent trade‐off between visual quality and speed‐up, a very low memory overhead is required and it is straightforward to implement on the GPU allowing real‐time filtering. We show different applications of the proposed filter, in particular efficient cross‐bilateral filtering, real‐time edge‐aware image editing and fast video denoising. We compare our method against the state of the art in terms of image quality, time performance and memory usage.     

Parallel option pricing on GPU: barrier options and realized variance options

This paper shows two examples of how the analysis of option pricing problems can lead to computational methods efficiently implemented in parallel. These computational methods outperform ??general purpose?? methods (i.e., for example, Monte Carlo, finite differences methods). The GPU implementation of two numerical algorithms to price two specific derivatives (continuous barrier options and realized variance options) is presented. These algorithms are implemented in CUDA subroutines ready to run on Graphics Processing Units (GPUs) and their performance is studied. The realization of these subroutines is motivated by the extensive use of the derivatives considered in the financial markets to hedge or to take risk and by the interest of financial institutions in the use of state of the art hardware and software to speed up the decision process. The performance of these algorithms is measured using the (CPU/GPU) speed up factor, that is using the ratio between the (wall clock) times required to execute the code on a CPU and on a GPU. The choice of the reference CPU and GPU used to evaluate the speed up factors presented is stated. The outstanding performance of the algorithms developed is due to the mathematical properties of the pricing formulae used and to the ad hoc software implementation. In the case of realized variance options when the computation is done in single precision the comparisons between CPU and GPU execution times gives speed up factors of the order of a few hundreds. For barrier options, the corresponding speed up factors are of about fifteen, twenty. The CUDA subroutines to price barrier options and realized variance options can be downloaded from the website http://www.econ.univpm.it/recchioni/finance/w13. A?more general reference to the work in mathematical finance of some of the authors and of their coauthors is the website http://www.econ.univpm.it/recchioni/finance/.