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.

Modelling and verifying smell-free architectures with the Archery language

Architectural (bad) smells are design decisions found in software architectures that degrade the ability of systems to evolve. This paper presents an approach to verify that a software architecture is smellfree using the Archery architectural description language. The language provides a core for modelling software architectures and an extension for specifying constraints. The approach consists in precisely specifying architectural smells as constraints, and then verifying that software architectures do not satisfy any of them. The constraint language is based on a propositional modal logic with recursion that includes: a converse operator for relations among architectural concepts, graded modalities for describing the cardinality in such relations, and nominals referencing architectural elements. Four architectural smells illustrate the approach.

Estudo acústico de /a/ acentuado na fala bracarense: potenciais aplicações

Dissertação de mestrado em Ciências da Linguagem

Refinement in hybridised institutions

Hybrid logics, which add to the modal description of transition structures the ability to refer to specific states, offer a generic framework to approach the specification and design of reconfigurable systems, i.e., systems with reconfiguration mechanisms governing the dynamic evolution of their execution configurations in response to both external stimuli or internal performance measures. A formal representation of such systems is through transition structures whose states correspond to the different configurations they may adopt. Therefore, each node is endowed with, for example, an algebra, or a first-order structure, to precisely characterise the semantics of the services provided in the corresponding configuration. This paper characterises equivalence and refinement for these sorts of models in a way which is independent of (or parametric on) whatever logic (propositional, equational, fuzzy, etc) is found appropriate to describe the local configurations. A Hennessy–Milner like theorem is proved for hybridised logics.

On the verification of architectural reconfigurations

In a reconfigurable system, the response to contextual or internal change may trigger reconfiguration events which, on their turn, activate scripts that change the system׳s architecture at runtime. To be safe, however, such reconfigurations are expected to obey the fundamental principles originally specified by its architect. This paper introduces an approach to ensure that such principles are observed along reconfigurations by verifying them against concrete specifications in a suitable logic. Architectures, reconfiguration scripts, and principles are specified in Archery, an architectural description language with formal semantics. Principles are encoded as constraints, which become formulas of a two-layer graded hybrid logic, where the upper layer restricts reconfigurations, and the lower layer constrains the resulting configurations. Constraints are verified by translating them into logic formulas, which are interpreted over models derived from Archery specifications of architectures and reconfigurations. Suitable notions of bisimulation and refinement, to which the architect may resort to compare configurations, are given, and their relationship with modal validity is discussed.

Aquisição de verbos da língua portuguesa, no primeiro ciclo de escolaridade, por crianças bilingues luso-alemãs e crianças monolingues alemãs

Tese de Doutoramento em Ciências da Linguagem (área de especialização em Linguística Aplicada).

Metaphorisms in programming

This paper introduces the metaphorism pattern of relational specification and addresses how specification following this pattern can be refined into recursive programs. Metaphorisms express input-output relationships which preserve relevant information while at the same time some intended optimization takes place. Text processing, sorting, representation changers, etc., are examples of metaphorisms. The kind of metaphorism refinement proposed in this paper is a strategy known as change of virtual data structure. It gives sufficient conditions for such implementations to be calculated using relation algebra and illustrates the strategy with the derivation of quicksort as example.

Certificação ISO 9001 e Gestão de Recursos Humanos: precedentes e consequentes: estudo de caso das Unidades de Serviços Certificadas da Universidade do Minho

Dissertação de mestrado em Gestão de Recursos Humanos

A semântica cognitiva e suas conexões com as ciências da linguagem e com aspectos socioculturais - Entrevista com José de Sousa Teixeira (Universidade do Minho)

Número temático: A semântica cognitiva em foco

The family haloplasmataceae

Haloplasmataceae is a family within the order Haloplasmatales, which currently includes one single genus and species: Haloplasma contractile. This family has unusual phenotypic features the most noticeable being a unique morphology and cellular contractility cycle and a distinct phylogenetic position between the Firmicutes and the Tenericutes (Mollicutes). Members of the Haloplasmataceae have been isolated from the upper sediments of a deep-sea anoxic brine in the Red Sea, but cultivation-independent studies have found related sequences in a wide range of biotopes including other extreme environments, contaminated soils and marine sediments, as well as intestinal samples. The isolation and description of new representatives of this family might therefore result in significant changes to the current description.

A realização do sujeito em complementos infinitivos de verbos causativos e percetivos no português língua de herança

Dissertação de mestrado em Ciências da Linguagem

Tradução: língua e comunicação no contexto diplomático

Relatório de estágio de mestrado em Tradução e Comunicação Multilingue