Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

Avaliação da dose absorvida na tiróide, em cintigrafias com 123I e Na99mTcO4 utilizando modelos biocinéticos e métodos de Monte Carlo

Mestrado em Radiações Aplicadas às Tecnologias da Saúde. Área de especialização: Protecção contra Radiações

Simulation of the Magnetic Induction Vector of a Magnetic Core to be Used in FFC NMR Relaxometry

This paper is a contribution for the assessment and comparison of magnet properties based on magnetic field characteristics particularly concerning the magnetic induction uniformity in the air gaps. For this aim, a solver was developed and implemented to determine the magnetic field of a magnetic core to be used in Fast Field Cycling (FFC) Nuclear Magnetic Resonance (NMR) relaxometry. The electromagnetic field computation is based on a 2D finite-element method (FEM) using both the scalar and the vector potential formulation. Results for the magnetic field lines and the magnetic induction vector in the air gap are presented. The target magnetic induction is 0.2 T, which is a typical requirement of the FFC NMR technique, which can be achieved with a magnetic core based on permanent magnets or coils. In addition, this application requires high magnetic induction uniformity. To achieve this goal, a solution including superconducting pieces is analyzed. Results are compared with a different FEM program.

Analysis and simulation of a-Si Ha-SiC HPINIP structures for color image detection

It is presented in this paper a study on the photo-electronic properties of multi layer a-Si: H/a-SiC: H p-i-n-i-p structures. This study is aimed to give an insight into the internal electrical characteristics of such a structure in thermal equilibrium, under applied Was and under different illumination condition. Taking advantage of this insight it is possible to establish a relation among-the electrical behavior of the structure the structure geometry (i.e. thickness of the light absorbing intrinsic layers and of the internal n-layer) and the composition of the layers (i.e. optical bandgap controlled through percentage of carbon dilution in the a-Si1-xCx: H layers). Showing an optical gain for low incident light power controllable by means of externally applied bias or structure composition, these structures are quite attractive for photo-sensing device applications, like color sensors and large area color image detector. An analysis based on numerical ASCA simulations is presented for describing the behavior of different configurations of the device and compared with experimental measurements (spectral response and current-voltage characteristic). (c) 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Monte Carlo simulation of the basic features of the GE Millennium MG single photon emission computed tomography gamma camera

Objective - To describe and validate the simulation of the basic features of GE Millennium MG gamma camera using the GATE Monte Carlo platform. Material and methods - Crystal size and thickness, parallel-hole collimation and a realistic energy acquisition window were simulated in the GATE platform. GATE results were compared to experimental data in the following imaging conditions: a point source of 99mTc at different positions during static imaging and tomographic acquisitions using two different energy windows. The accuracy between the events expected and detected by simulation was obtained with the Mann–Whitney–Wilcoxon test. Comparisons were made regarding the measurement of sensitivity and spatial resolution, static and tomographic. Simulated and experimental spatial resolutions for tomographic data were compared with the Kruskal–Wallis test to assess simulation accuracy for this parameter. Results - There was good agreement between simulated and experimental data. The number of decays expected when compared with the number of decays registered, showed small deviation (≤0.007%). The sensitivity comparisons between static acquisitions for different distances from source to collimator (1, 5, 10, 20, 30cm) with energy windows of 126–154 keV and 130–158 keV showed differences of 4.4%, 5.5%, 4.2%, 5.5%, 4.5% and 5.4%, 6.3%, 6.3%, 5.8%, 5.3%, respectively. For the tomographic acquisitions, the mean differences were 7.5% and 9.8% for the energy window 126–154 keV and 130–158 keV. Comparison of simulated and experimental spatial resolutions for tomographic data showed no statistically significant differences with 95% confidence interval. Conclusions - Adequate simulation of the system basic features using GATE Monte Carlo simulation platform was achieved and validated.

3D-2D image registration by nonlinear regression

We propose a 3D-2D image registration method that relates image features of 2D projection images to the transformation parameters of the 3D image by nonlinear regression. The method is compared with a conventional registration method based on iterative optimization. For evaluation, simulated X-ray images (DRRs) were generated from coronary artery tree models derived from 3D CTA scans. Registration of nine vessel trees was performed, and the alignment quality was measured by the mean target registration error (mTRE). The regression approach was shown to be slightly less accurate, but much more robust than the method based on an iterative optimization approach.

Besnoitia besnoiti protein disulfide isomerase (BbPDI): molecular characterization, expression and in silico modelling

Besnoitia besnoiti is an apicomplexan parasite responsible for bovine besnoitiosis, a disease with a high prevalence in tropical and subtropical regions and re-emerging in Europe. Despite the great economical losses associated with besnoitiosis, this disease has been underestimated and poorly studied, and neither an effective therapy nor an efficacious vaccine is available. Protein disulfide isomerase (PDI) is an essential enzyme for the acquisition of the correct three-dimensional structure of proteins. Current evidence suggests that in Neosporacaninum and Toxoplasmagondii, which are closely related to B. besnoiti, PDI play an important role in host cell invasion, is a relevant target for the host immune response, and represents a promising drug target and/or vaccine candidate. In this work, we present the nucleotide sequence of the B. besnoiti PDI gene. BbPDI belongs to the thioredoxin-like superfamily (cluster 00388) and is included in the PDI_a family (cluster defined cd02961) and the PDI_a_PDI_a'_c subfamily (cd02995). A 3D theoretical model was built by comparative homology using Swiss-Model server, using as a template the crystallographic deduced model of Tapasin-ERp57 (PDB code 3F8U chain C). Analysis of the phylogenetic tree for PDI within the phylum apicomplexa reinforces the close relationship among B. besnoiti, N. caninum and T. gondii. When subjected to a PDI-assay based on the polymerisation of reduced insulin, recombinant BbPDI expressed in E. coli exhibited enzymatic activity, which was inhibited by bacitracin. Antiserum directed against recombinant BbPDI reacted with PDI in Western blots and by immunofluorescence with B. besnoiti tachyzoites and bradyzoites.

Projecto suspensão formula student

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Projecto de AVAC de um edifício com multiutilização

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Sistema de multiprocessamento para simulação de N-corpos em FPGA

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e Telecomunicações

Caracterização e modelação de fissuras em edifícios utilizando 3D laser scanning, com vista à sua reabilitação

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil

Modelling and aerodynamic simulation of a vehicle and failure analysis of a laminated front fender

Master Thesis in Mechanical Engineering field of Maintenance and Production

Simulation and theory of hybrid aligned liquid crystal films

We present a study of the effects of nanoconfinement on a system of hard Gaussian overlap particles interacting with planar substrates through the hard-needle-wall potential, extending earlier work by two of us [D. J. Cleaver and P. I. C. Teixeira, Chem. Phys. Lett. 338, 1 (2001)]. Here, we consider the case of hybrid films, where one of the substrates induces strongly homeotropic anchoring, while the other favors either weakly homeotropic or planar anchoring. These systems are investigated using both Monte Carlo simulation and density-functional theory, the latter implemented at the level of Onsager's second-virial approximation with Parsons-Lee rescaling. The orientational structure is found to change either continuously or discontinuously depending on substrate separation, in agreement with earlier predictions by others. The theory is seen to perform well in spite of its simplicity, predicting the positional and orientational structure seen in simulations even for small particle elongations.

Morfometria do trato vocal por ressonância magnética: simulação de padrões patológicos articulatórios

Introdução – A análise da forma ou morfometria de estruturas anatómicas, como o trato vocal, pode ser efetuada a partir de imagens bidimensionais (2D) como de aquisições volumétricas (3D) de ressonância magnética (RM). Esta técnica de imagem tem vindo a ter uma utilização crescente no estudo da produção da fala. Objetivos – Demonstrar como pode ser efetuada a morfometria do trato vocal a partir da imagem por ressonância magnética e ainda apresentar padrões anatómicos normais durante a produção das vogais [i a u] e dois padrões articulatórios patológicos em contexto simulado. Métodos – As imagens consideradas foram recolhidas a partir de aquisições 2D (Turbo Spin-eco) e 3D (Flash Gradiente-Eco) de RM em quatro sujeitos durante a produção das vogais em estudo; adicionalmente procedeu-se à avaliação de duas perturbações articulatórias usando o mesmo protocolo de RM. A morfometria do trato vocal foi extraída com recurso a técnicas manuais (para extração de cinco medidas articulatórias) e automáticas (para determinação de volumes) de processamento e análise de imagem. Resultados – Foi possível analisar todo o trato vocal, incluindo a posição e a forma dos articuladores, tendo por base cinco medidas descritivas do posicionamento destes órgãos durante a produção das vogais. A determinação destas medições permitiu identificar quais as estratégias mais comummente adotadas na produção de cada som, nomeadamente a postura articulatória e a variação de cada medida para cada um dos sujeitos em estudo. No contexto de voz falada intersujeitos, foi notória a variabilidade nos volumes estimados do trato vocal para cada som e, em especial, o aumento do volume do trato vocal na perturbação articulatória de sigmatismo. Conclusão – A imagem por RM é, sem dúvida, uma técnica promissora no estudo da fala, inócua, não-invasiva e que fornece informação fiável da morfometria do trato vocal.

Helical tomotherapy versus 3D conformal radiotherapy in dosimetric planning for patients with localized prostate cancer

Radiotherapy is one of the therapeutics selected for localized prostate cancer, in cases where the tumour is confined to the prostate, penetrates the prostatic capsule or has reached the seminal vesicles (T1 to T3 stages). The radiation therapy can be administered through various modalities, being historically used the 3D conformal radiotherapy (3DCRT). Other modality of radiation administration is the intensity modulated radiotherapy (IMRT), that allows an increase of the total dose through modulation of the treatment beams, enabling a reduction in toxicity. One way to administer IMRT is through helical tomotherapy (TH). With this study we intent to analyze the advantages of helical tomotherapy when compared with 3DCRT, by evaluating the doses in the organs at risk (OAR) and planning target volumes (PTV).