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The graph in Figure 10.10 provides the best linear approximation for the pro t/ ISO index relationship. The linear approximation can be found using the regression formula, Formula 5 of Section 10.3. A key geometric interpretation of the optimal hedge is that it is the hedge that completely hedges the linear approximation. The slope of the approximation is identically the negative of e*. The slope of the above approximation is 35,000 MWH/ dollar. Setting e* to 35,000 MWH, that is, selling the xed for oating at 35,000 MWH provides the optimal hedge. The graph in Figure 10.11 is a plot of outcomes for the optimal hedge. The vertical axis gives the earnings, and the horizontal axis gives the ISO index. Note that the earnings are a function of the index: Once the index is known the earnings are speci ed. Also, since e is negative, e = 35,000 MWH, the earnings decrease with increasing P. Combining the retailer portfolio with the sale of the xed for oating contract provides a hedged portfolio. The earnings on the hedged portfolio are the sum of two individual earnings streams. Adding the results of the xed for oating sale onto the data points from the retailer portfolio provides a plot of earnings for the hedged portfolio as illustrated in Figure 10.12. Comparing this graph with that of the unhedged portfolio we note that the vertical spread of the outcomes is reduced. Note that for low values of P, high earnings from the sale of xed for oating instrument offset the losses from the unhedged retail portfolio. Similarly, for high values of P, the high earnings of the unhedged portfolio offset losses from the sale of the xed for oating instrument. While the earnings outcomes of the unhedged portfolio range

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To make this book easier to read and simpler to use, we include a few icons that can help you find and fathom key ideas and information.

The tail command can also be used to continuously watch the end of a file as the file is written to by another program. This is very useful for reading live log files when troubleshooting apache, sendmail, or many other system services:

lim s (t) = min(2 0 , 1 )

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The next section describes some locking techniques used in dealing with the problems resulting from dirty and phantom read problems.

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In this section we describe how the similarity measures can be used for case matching and retrieval through classi cation or clustering of cases under supervised and unsupervised modes, respectively In general, in the process of case matching and retrieval, the searching space is the entire case base, which not only makes the task costly and inef cient, but also sometimes leads to poor performance To address such a problem, many classi cation and clustering algorithms are applied before selection of the most similar case or cases After the cases are partitioned into several subclusters, the task of case matching and retrieval then boils down to matching the new case with one of the several subclusters, and nally, the desired number of similar cases can be obtained Thus, various classi cation/clustering algorithms, such as fuzzy ID3 and fuzzy c-means, play an important role in this process.

bluetoothConnection = (StreamConnection)Connector.open( info[0].toString(), Connector.READ_WRITE );

[1] B Carpenter (1996) Architectural Principles of the Internet, RFC 1958, June 1996 [2] S Blake, D Black, M Carlson, E Davies, Z Wang, and W Weiss (1998) An Architecture for Differentiated Services, RFC 2475, December 1998 [3] K Nichols, V Jacobson, and L Zhang (1999) A Two-bit Differentiated Services Architecture for the Internet, RFC 2638, July 1999 [4] K Nichols, S Blake, F Baker, and D Black (1998) Definition of the Differentiated Services Field (DS Field) in the IPv4 and IPv6 Headers, RFC 2474, December 1998 [5] D Black, S Brim, B Carpenter, and F Le Faucheur (2001) Per Hop Behavior Identification Codes, RFC 3140, June 2001 [6] B Davie, A Charny, JCR Bennet, K Benson, JY Le Boudec, W Courtney, S Davari, V Firoiu, and D Stiliadis (2002) An Expedited Forwarding PHB (Per-Hop Behavior), RFC 3246, March 2002 [7] A Charny, J Bennet, K.

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