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.

Gold nanoparticles functionalised with fast water exchanging Gd3+ chelates: Linker effects on the relaxivity

The relaxivity displayed by Gd3+ chelates immobilized onto gold nanoparticles is the result of complex interplay between nanoparticle size, water exchange rate and chelate structure. In this work we study the effect of the length of -thioalkyl linkers, anchoring fast water exchanging Gd3+ chelates onto gold nanoparticles, on the relaxivity of the immobilized chelates. Gold nanoparticles functionalized with Gd3+ chelates of mercaptoundecanoyl and lipoyl amide conjugates of the DO3A-N-(-amino)propionate chelator were prepared and studied as potential CA for MRI. High relaxivities per chelate, of the order of magnitude 28-38 mM-1s-1 (30 MHz, 25 ºC) were attained thanks to simultaneous optimization of the rotational correlation time and of the water exchange rate. Fast local rotational motions of the immobilized chelates around connecting linkers (internal flexibility) still limit the attainable relaxivity. The degree of internal flexibility of the immobilized chelates seems not to be correlated with the length of the connecting linkers. Biodistribution and MRI studies in mice suggest that the in vivo behavior of the gold nanoparticles is determined mainly by size. Small nanoparticles (HD= 3.9 nm) undergo fast renal clearance and avoidance of the RES organs while larger nanoparticles (HD= 4.8 nm) undergo predominantly hepatobiliary excretion. High relaxivities, allied to chelate and nanoparticle stability and fast renal clearance in vivo suggests that functionalized gold nanoparticles hold great potential for further investigation as MRI Contrast Agents. This study contributes to understand the effect of linker length on the relaxivity of gold nanoparticles functionalized with Gd3+ complexes. It is a relevant contribution towards “design rules” for nanostructures functionalized with Gd3+ chelates as Contrast Agents for MRI and multimodal imaging.

Psychological approach to endometriosis: Women's pain experience and quality of life improvement

Endometriosis is a chronic condition affecting 10 to15% of women in childbearing age. Understanding the impact of this disease on women’s well-being is still a challenge, namely to intervene. Pain is the most current and troublesome symptom. Although medical treatments for pain relief are effective, recurrence rate remains significant, calling for a better understanding and development of new approaches for pain management. A group Cognitive Behavioral Therapy (CBT) for management of associated co-morbidities is suggested, paying special attention to Chronic Pelvic Pain (CPP). CBT design can be grounded on information collected from focus groups and a one-group exploratory trial. Evaluation of therapy effectiveness is possible to be performed by comparing group CBT to Usual Care (UC) and Support Group (SG) in a randomized controlled trial. Research in this area could represent an important step in providing a solution to the management of endometriosis and, to the best of our knowledge, the first national psychological approach for its understanding and treatment.

Avaliação do desempenho de fundos de investimento de obrigações: evidência para o mercado Brasileiro

Dissertação de mestrado em Finanças

Cost-effective and lightweight mobile units for MixAR: A comparative trial among different setups

Cultural heritage has arousing the interest of the general public (e.g. tourists), resulting in the increasing number of visitations to archaeological sites. However, many buildings and monuments are severely damaged or completely destroyed, which doesn’t allow to get a full experience of “travelling in time”. Over the years, several Augmented Reality (AR) approaches were proposed to overcome these issues by providing three-dimensional visualization of reconstructed ancient structures in situ. However, most of these systems were made available through heavy and expensive technological bundles. Alternatively, MixAR intends to be a lightweight and cost-effective Mixed Reality system which aims to provide the visualization of virtual ancient buildings reconstructions in situ, properly superimposed and aligned with real-world ruins. This paper proposes and compares different AR mobile units setups to be used in the MixAR system, with low-cost and lightweight requirements in mind, providing different levels of immersion. It was propounded four different mobile units, based on: a laptop computer, a single-board computer (SBC), a tablet and a smartphone, which underwent a set of tests to evaluate their performances. The results show that mobile units based on laptop computer and SBC reached a good overall performance while mobile units based on tablet and smartphone did not meet such a satisfactory result even though they are acceptable for the intended use.

Towards effective control of P2P traffic aggregates in network infrastructures

Nowadays, many P2P applications proliferate in the Internet. The attractiveness of many of these systems relies on the collaborative approach used to exchange large resources without the dependence and associated constraints of centralized approaches where a single server is responsible to handle all the requests from the clients. As consequence, some P2P systems are also interesting and cost-effective approaches to be adopted by content-providers and other Internet players. However, there are several coexistence problems between P2P applications and In- ternet Service Providers (ISPs) due to the unforeseeable behavior of P2P traffic aggregates in ISP infrastructures. In this context, this work proposes a collaborative P2P/ISP system able to underpin the development of novel Traffic Engi- neering (TE) mechanisms contributing for a better coexistence between P2P applications and ISPs. Using the devised system, two TE methods are described being able to estimate and control the impact of P2P traffic aggregates on the ISP network links. One of the TE methods allows that ISP administrators are able to foresee the expected impact that a given P2P swarm will have in the underlying network infrastructure. The other TE method enables the definition of ISP friendly P2P topologies, where specific network links are protected from P2P traffic. As result, the proposed system and associated mechanisms will contribute for improved ISP resource management tasks and to foster the deployment of innovative ISP-friendly systems.

High strain rate constitutive modeling forhistorical structures subjected to blast loading

Doctoral Thesis Civil Engineering

Facilitadores e obstáculos do empreendedorismo: o caso das muambeiras de Lubango

Dissertação de mestrado em Estudos de Gestão

Real-time monitoring of progression towards renal failure in primary care patients

First published online: December 16, 2014.

The real economic effects of cross-delistingfrom the united states: evidence on post-operating performance, financial constraints and stock crash risk

Tese de Doutoramento em Ciências Empresariais.