Optimal insurance with counterparty default risk

We study the design of optimal insurance contracts when the insurer can default on its obligations. In our model default arises endogenously from the interaction of the insurance premium, the indemnity schedule and the insurer’s assets. This allows us to understand the joint effect of insolvency risk and background risk on efficient contracts. The results may shed light on the aggregate risk retention sched- ules observed in catastrophe reinsurance markets, and can assist in the design of (re)insurance programs and guarantee funds.

Effective teaching and optimal experiences: possible link

ISME, Thessaloniki, 2012

Evaluation of IMRT and VMAT techniques with and without flattening filter using pareto optimal fronts

Mestrado em Radiações Aplicadas às Tecnologias da Saúde.

Optimal design for active damping in sandwich structures using the Direct MultiSearch method

This paper addresses the problem of optimal positioning of surface bonded piezoelectric patches in sandwich plates with viscoelastic core and laminated face layers. The objective is to maximize a set of modal loss factors for a given frequency range using multiobjective topology optimization. Active damping is introduced through co-located negative velocity feedback control. The multiobjective topology optimization problem is solved using the Direct MultiSearch Method. An application to a simply supported sandwich plate is presented with results for the maximization of the first six modal loss factors. The influence of the finite element mesh is analyzed and the results are, to some extent, compared with those obtained using alternative single objective optimization. (C) 2013 Elsevier Ltd. All rights reserved.

Design and performance of a novel low-density parity-check code for distributed video coding

Low-density parity-check (LDPC) codes are nowadays one of the hottest topics in coding theory, notably due to their advantages in terms of bit error rate performance and low complexity. In order to exploit the potential of the Wyner-Ziv coding paradigm, practical distributed video coding (DVC) schemes should use powerful error correcting codes with near-capacity performance. In this paper, new ways to design LDPC codes for the DVC paradigm are proposed and studied. The new LDPC solutions rely on merging parity-check nodes, which corresponds to reduce the number of rows in the parity-check matrix. This allows to change gracefully the compression ratio of the source (DCT coefficient bitplane) according to the correlation between the original and the side information. The proposed LDPC codes reach a good performance for a wide range of source correlations and achieve a better RD performance when compared to the popular turbo codes.

Coletores de distribuição e sua otimização hidráulica, aplicados a uma instalação de produção de água arrefecida em sistemas de AVAC ( Fórum Picoas)

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

Comparative study of amine solutions used in CO2 absorption/desorption cycles

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

Utilização de materiais anti-vibráteis e de isolamento acústico na via férrea

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Vias de Comunicação e Transportes

Estudo laboratorial e em condições reais sobre o aglomerado de cortiça expandida aplicado como revestimento exterior

Trabalho Final de Mestrado elaborado no Laboratório de Engenharia Civil para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Edificações no âmbito do protocolo de cooperação entre o ISEL e o LNEC

Projeto e construção de subestações

Relatório de Estágio para obtenção do grau de Mestre em Engenharia Civil

Sistema de reconhecimento de impressões digitais baseado em FPGA

Trabalho de Projeto para obtenção do grau de Mestre em Engenharia de Eletrónica e Telecomunicações

Reconhecimento de língua gestual

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Informática e Computadores

Análise do sistema de tratamento de efluentes gasosos de uma central de valorização energética de resíduos sólidos urbanos

Trabalho Final de Mestrado para obtenção do grau de Mestre Em Engenharia Química e Biológica Ramo de processos Químicos

Metaheuristic approach to the Holt-Winters optimal short term load forecast

Electricity short-term load forecast is very important for the operation of power systems. In this work a classical exponential smoothing model, the Holt-Winters with double seasonality was used to test for accurate predictions applied to the Portuguese demand time series. Some metaheuristic algorithms for the optimal selection of the smoothing parameters of the Holt-Winters forecast function were used and the results after testing in the time series showed little differences among methods, so the use of the simple local search algorithms is recommended as they are easier to implement.

Metaheuristhic approach to the Holt-Winters optimal short term load forecast

Electricity short-term load forecast is very important for the operation of power systems. In this work a classical exponential smoothing model, the Holt-Winters with double seasonality was used to test for accurate predictions applied to the Portuguese demand time series. Some metaheuristic algorithms for the optimal selection of the smoothing parameters of the Holt-Winters forecast function were used and the results after testing in the time series showed little differences among methods, so the use of the simple local search algorithms is recommended as they are easier to implement.