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— This paper identifies and addresses the control challenges associated with simultaneous power and thermal management of a 5-kW-class solid oxide fuel cell and gas turbine combined cycle system. A model predictive controller (MPC) is developed to achieve improved system performance subject to input and state constraints. The subsystem dynamic couplings and(More)
In this paper we investigate the recently documented trading profits based on technical trading rules in an asset pricing framework that incorporates jump risk and time-varying risk premia. Following Brock, Lakonishok, and LeBaron (1992), we apply popular technical trading rules to the daily S&P 500 index over a long period of time. Trading profits are(More)
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