19 resultados para interest rate futures
em Universidade do Minho
Avaliação do desempenho de fundos de investimento de obrigações: evidência para o mercado Brasileiro
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Dissertação de mestrado em Finanças
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Doctoral Thesis Civil Engineering
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Advances in Intelligent Systems and Computing, 353
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The monitoring data collected during tunnel excavation can be used in inverse analysis procedures in order to identify more realistic geomechanical parameters that can increase the knowledge about the interested formations. These more realistic parameters can be used in real time to adapt the project to the real structure in situ behaviour. However, monitoring plans are normally designed for safety assessment and not especially for the purpose of inverse analysis. In fact, there is a lack of knowledge about what types and quantity of measurements are needed to succeed in identifying the parameters of interest. Also, the optimisation algorithm chosen for the identification procedure may be important for this matter. In this work, this problem is addressed using a theoretical case with which a thorough parametric study was carried out using two optimisation algorithms based on different calculation paradigms, namely a conventional gradient-based algorithm and an evolution strategy algorithm. Calculations were carried for different sets of parameters to identify several combinations of types and amount of monitoring data. The results clearly show the high importance of the available monitoring data and the chosen algorithm for the success rate of the inverse analysis process.
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Dissertação de mestrado integrado em Psicologia
Mechanism of extracellular silver nanoparticles synthesis by Stereum hirsutum and Fusarium oxysporum
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The increasing interest for greener and biological methods of synthesis has led to the development of non-toxic and comparatively more bioactive nanoparticles. Unlike physical and chemical methods of nanoparticle synthesis, microbial synthesis in general and mycosynthesis in particular is cost-effective and environment-friendly. However, different aspects, such as the rate of synthesis, monodispersity and downstream processing, need to be improved. Many fungal-based mechanisms have been proposed for the formation of silver nanoparticles (AgNPs), mainly those involving the presence of nitrate reductase, which has been detected in filtered fungus cell used for AgNPs production. There is a general acceptance that nitrate reductase is the main responsible for the reduction of Ag ions for the formation of AgNPs. However, this generally accepted mechanism for fungal AgNPs production is not totally understood. In order to elucidate the molecules participating in the mechanistic formation of metal nanoparticles, the current study is focused on the enzymes and other organic compounds involved in the biosynthesis of AgNPs. The use of each free fungal mycelium of both Stereum hirsutum and Fusarium oxysporum will be assessed. In order to identify defective mutants on the nitrate reductase structural gene niaD, fungal cultures of S.hirsutum and F.oxysporum will be selected by chlorate resistance. In addition, in order to verify if each compound identified as key-molecule influenced on the production of nanoparticles, an in vitro assay using different nitrogen sources will be developed. Lately, fungal extracellular enzymes will be measured and an in vitro assay will be done. Finally, The nanoparticle formation and its characterization will be evaluated by UV-visible spectroscopy, electron microscopy (TEM), X-ray diffraction analysis (XRD), Fourier transforms infrared spectroscopy (FTIR), and LC-MS/MS.
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Purpose: To study the relationship among the variables intensity ofthe end-of-day (EOD) dryness, corneal sensitivity and blink rate in soft contact lens (CL) wearers. Methods: Thirty-eight soft CL wearers (25 women and 13 men; mean age 27.1 ± 7.2 years) were enrolled. EOD dryness was assessed using a scale of 0–5 (0, none to 5, very intense). Mechanical and thermal (heat and cold) sensitivity were measured using a Belmonte’s gas esthesiometer. The blink rate was recorded using a video camera while subjects were wearing a hydrogel CL and watching a film for 90 min in a controlled environmental chamber. Results: A significant inverse correlation was found between EOD dryness and mechanical sensitivity (r: −0.39; p = 0.02); however, there were no significant correlations between EOD dryness and thermal sensitivity. A significant (r: 0.56; p < 0.001) correlation also was observed between EOD dryness and blink rate, but no correlations were found between blink rate and mechanical or thermal sensitivity. Conclusions: CL wearers with higher corneal sensitivity to mechanical stimulation reported more EOD dryness with habitual CL wear. Moreover, subjects reporting more EOD dryness had an increased blink rates during wear of a standard CL type. The increased blink rate could act to improve the ocular surface environment and relieve symptoms
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A newly developed strain rate dependent anisotropic continuum model is proposed for impact and blast applications in masonry. The present model adopted the usual approach of considering different yield criteria in tension and compression. The analysis of unreinforced block work masonry walls subjected to impact is carried out to validate the capability of the model. Comparison of the numerical predictions and test data revealed good agreement. Next, a parametric study is conducted to evaluate the influence of the tensile strengths along the three orthogonal directions and of the wall thickness on the global behavior of masonry walls.
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The present study proposes a dynamic constitutive material interface model that includes non-associated flow rule and high strain rate effects, implemented in the finite element code ABAQUS as a user subroutine. First, the model capability is validated with numerical simulations of unreinforced block work masonry walls subjected to low velocity impact. The results obtained are compared with field test data and good agreement is found. Subsequently, a comprehensive parametric analysis is accomplished with different joint tensile strengths and cohesion, and wall thickness to evaluate the effect of the parameter variations on the impact response of masonry walls.
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Dissertação de mestrado em Biofísica e Bionanossistemas
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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.
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Tese de Doutoramento em Biologia de Plantas
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Dissertação de mestrado integrado em Engenharia Biomédica (área de especialização em Informática Médica)
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The development of products from marine bioresources is gaining importance in the biotechnology sector. The global market for Marine Biotechnology products and processes was, in 2010, estimated at 2.8 billion with a cumulative annual growth rate of 510% (Børresen et al., Marine biotechnology: a new vision and strategy for Europe. Marine Board Position Paper 15. Beernem: Marine Board-ESF, 2010). Marine Biotechnology has the potential to make significant contributions towards the sustainable supply of food and energy, the solution of climate change and environmental degradation issues, and the human health. Besides the creation of jobs and wealth, it will contribute to the development of a greener economy. Thus, huge expectations anticipate the global development of marine biotechnology. The marine environment represents more than 70% of the Earths surface and includes the largest ranges of temperature, light and pressure encountered by life. These diverse marine environments still remain largely unexplored, in comparison with terrestrial habitats. Notwithstanding, efforts are being done by the scientific community to widespread the knowledge on oceans microbial life. For example, the J. Craig Venter Institute, in collaboration with the University of California, San Diego (UCSD), and Scripps Institution of Oceanography have built a state-of-the-art computational resource along with software tools to catalogue and interpret microbial life in the worlds oceans. The potential application of the marine biotechnology in the bioenergy sector is wide and, certainly, will evolve far beyond the current interest in marine algae. This chapter revises the current knowledge on marine anaerobic bacteria and archaea with a role in bio-hydrogen production, syngas fermentation and bio-electrochemical processes, three examples of bioenergy production routes.
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Polysaccharides and oligosaccharides can improve quality and enhance nutritional value of final food products due to their technological and nutritional features ranging from their capacity to improve texture to their effect as dietary fibers. For this reason, they are among the most studied ingredients in the food industry. The use of natural polysaccharides and oligosaccharides as food additives has been a reality since the food industry understood their potential technological and nutritional applications. Currently, the replacement of traditional ingredients and/or the synergy between traditional ingredients and polysaccharides and oligosaccharides are perceived as promising approaches by the food industry. Traditionally, polysaccharides have been used as thickening, emulsifying, and stabilizing agents, however, at this moment polysaccharides and oligosaccharides claim health and nutritional advantages, thus opening a new market of nutritional and functional foods. Indeed, their use as nutritional food ingredients enabled the food industry to develop a countless number of applications, e.g., fat replacers, prebiotics, dietary fiber, and antiulcer agents. Based on this, among the scientific community and food industry, in the last years many research studies and commercial products showed the possibility of using either new or already used sources (though with changed properties) of polysaccharides for the production of food additives with new and enhanced properties. The increasing interest in such products is clearly illustrated by the market figures and consumption trends. As an example, the sole market of hydrocolloids is estimated to reach $7 billion in 2018. Moreover, oligosaccharides can be found in more than 500 food products resulting in a significant daily consumption. A recent study from the Transparency Market Research on Prebiotic Ingredients Market reported that prebiotics' demand was worth $2.3 billion in 2012 and it is estimated to reach $4.5 billion in 2018, growing at a compound annual growth rate of 11.4% between 2012 and 2018. The entrance of this new generation of food additives in the market, often claiming health and nutritional benefits, imposes an impartial analysis by the legal authorities regarding the accomplishment of requirements that have been established for introducing novel ingredients/food, including new poly- and oligosaccharides. This chapter deals with the potential use of polysaccharides and oligosaccharides as food additives, as well as alternative sources of these compounds and their possible applications in food products. Moreover, the regulation process to introduce novel polysaccharides and oligosaccharides in the market as food additives and to assign them health claims is discussed.