Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

An algoritmh for the estimation of 3D surfaces using competitive learning

This paper addresses the estimation of object boundaries from a set of 3D points. An extension of the constrained clustering algorithm developed by Abrantes and Marques in the context of edge linking is presented. The object surface is approximated using rectangular meshes and simplex nets. Centroid-based forces are used for attracting the model nodes towards the data, using competitive learning methods. It is shown that competitive learning improves the model performance in the presence of concavities and allows to discriminate close surfaces. The proposed model is evaluated using synthetic data and medical images (MRI and ultrasound images).

Curso E-learning de sistemas multicorpo (multibody systems) para engenheiros mecânicos

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

Contributo do sistema integrado de comunicação e manipulação no desenvolvimento e aprendizagem de crianças com paralisia cerebral em contexto educativo/escolar

Dissertação apresentada à Escola Superior de Educação de Lisboa para obtenção do grau de mestre em Educação Especial – ramo de Problemas de Cognição e Multideficiência