Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Non emergency patients transport - a mixed integer linear programming

This work presents a model and a heuristic to solve the non-emergency patients transport (NEPT) service issues given the new rules recently established in Portugal. The model follows the same principle of the Team Orienteering Problem by selecting the patients to be included in the routes attending the maximum reduction in costs when compared with individual transportation. This model establishes the best sets of patients to be transported together. The model was implemented in AMPL and a compact formulation was solved using NEOS Server. A heuristic procedure based on iteratively solving problems with one vehicle was presented, and this heuristic provides good results in terms of accuracy and computation time.

Electronic transport across linear defects in graphene

We investigate the low-energy electronic transport across grain boundaries in graphene ribbons and infinite flakes. Using the recursive Green’s function method, we calculate the electronic transmission across different types of grain boundaries in graphene ribbons. We show results for the charge density distribution and the current flow along the ribbon. We study linear defects at various angles with the ribbon direction, as well as overlaps of two monolayer ribbon domains forming a bilayer region. For a class of extended defect lines with periodicity 3, an analytic approach is developed to study transport in infinite flakes. This class of extended grain boundaries is particularly interesting, since the K and K0 Dirac points are superposed.

Wear of PEEK-Ti6Al4V systems under micro-abrasion and linear sliding conditions

Dissertação de mestrado integrado em Engenharia Biomédica

Desenvolvimento e otimização do projeto mecatrónico para um Tribómetro Linear

Dissertação de mestrado integrado em Engenharia Mecânica

Is honey able to potentiate the antioxidant and cytotoxic properties of medicinal plants consumed as infusions for hepatoprotective effects?

Due to the enormous variety of phytochemicals present in plants, their extracts have been used for centuries in the treatment of innumerous diseases, being perceived as an invaluable source of medicines for humans. Furthermore, the combination of different plants was reported as inducing an improved effect (synergism) in comparison to the additive activity of the plants present in those mixtures. Nevertheless, information regarding the effects of plant infusions added with honey is still rather scarce. Accordingly, the aim of this study was evaluating the interaction between chestnut honey, a natural product with well-reported beneficial properties, and three medicinal plants (either as single plant or as combinations of two and three plants), with regard to their antioxidant activity and hepatotoxicity. Antioxidant activity was evaluated by comparing the results from four different assays; the hepatotoxicity was assessed in two different cell lines. Results were compared by analysis of variance and linear discriminant analysis. The addition of honey to the infusions had a beneficial result in both cases, producing a synergistic effect in all samples, except beta-carotene bleaching inhibition for artichoke+milk thistle+honey preparation and also preparations with lower hepatotoxicity, except in the case of artichoke+honey. Moreover, from discriminant linear analysis output, it became obvious that the effect of honey addition overcame that resulting from using single plant or mixed plants based infusions. Also, the enhanced antioxidant activity of infusions containing honey was convoyed by a lower hepatotoxicity.

Seismic behavior of concrete block masonry buildings

Tese de Doutoramento em Engenharia Civil

A linear algebra approach to OLAP

Inspired by the relational algebra of data processing, this paper addresses the foundations of data analytical processing from a linear algebra perspective. The paper investigates, in particular, how aggregation operations such as cross tabulations and data cubes essential to quantitative analysis of data can be expressed solely in terms of matrix multiplication, transposition and the Khatri–Rao variant of the Kronecker product. The approach offers a basis for deriving an algebraic theory of data consolidation, handling the quantitative as well as qualitative sides of data science in a natural, elegant and typed way. It also shows potential for parallel analytical processing, as the parallelization theory of such matrix operations is well acknowledged.

Aplicação da metodologia ROC na avaliação de desempenho de índices de gravidade clínica em unidades de neonatologia de Portugal

Tese de Doutoramento em Engenharia Industrial e de Sistemas

Development of an intelligent earthwork optimization system

Tese de Doutoramento em Engenharia Civil.

Síntese e caracterização de nanopartículas vetorizadas para células tumorais com possível aplicação na entrega controlada de fármacos

Dissertação de mestrado em Química Medicinal

Sex differences in the fetal heart rate variability indices of twins

Aims: To evaluate the differences in linear and complex heart rate dynamics in twin pairs according to fetal sex combination [male-female (MF), male-male (MM), and female-female (FF)]. Methods: Fourteen twin pairs (6 MF, 3 MM, and 5 FF) were monitored between 31 and 36.4 weeks of gestation. Twenty-six fetal heart rate (FHR) recordings of both twins were simultaneously acquired and analyzed with a system for computerized analysis of cardiotocograms. Linear and nonlinear FHR indices were calculated. Results: Overall, MM twins presented higher intrapair average in linear indices than the other pairs, whereas FF twins showed higher sympathetic-vagal balance. MF twins exhibited higher intrapair average in entropy indices and MM twins presented lower entropy values than FF twins considering the (automatically selected) threshold rLu. MM twin pairs showed higher intrapair differences in linear heart rate indices than MF and FF twins, whereas FF twins exhibited lower intrapair differences in entropy indices. Conclusions: The results of this exploratory study suggest that twins have sex-specific differences in linear and nonlinear indices of FHR. MM twins expressed signs of a more active autonomic nervous system and MF twins showed the most active complexity control system. These results suggest that fetal sex combination should be taken into consideration when performing detailed evaluation of the FHR in twins.