Avaliação e garantia da qualidade da auditoria interna

Mestrado em Auditoria

Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

Phase diagrams of particles with dissimilar patches: X-junctions and Y-junctions

We use Wertheim's first-order perturbation theory to investigate the phase behaviour and the structure of coexisting fluid phases for a model of patchy particles with dissimilar patches (two patches of type A and f(B) patches of type B). A patch of type alpha = {A, B} can bond to a patch of type beta = {A, B} in a volume nu(alpha beta), thereby decreasing the internal energy by epsilon(alpha beta). We analyse the range of model parameters where AB bonds, or Y-junctions, are energetically disfavoured (epsilon(AB) < epsilon(AA)/2) but entropically favoured (nu(AB) >> nu(alpha alpha)), and BB bonds, or X-junctions, are energetically favoured (epsilon(BB) > 0). We show that, for low values of epsilon(BB)/epsilon(AA), the phase diagram has three different regions: (i) close to the critical temperature a low-density liquid composed of long chains and rich in Y-junctions coexists with a vapour of chains; (ii) at intermediate temperatures there is coexistence between a vapour of short chains and a liquid of very long chains with X-and Y-junctions; (iii) at low temperatures an ideal gas coexists with a high-density liquid with all possible AA and BB bonds formed. It is also shown that in region (i) the liquid binodal is reentrant (its density decreases with decreasing temperature) for the lower values of epsilon(BB)/epsilon(AA). The existence of these three regions is a consequence of the competition between the formation of X- and Y-junctions: X-junctions are energetically favoured and thus dominate at low temperatures, whereas Y-junctions are entropically favoured and dominate at higher temperatures.

A new control strategy with saturation effect compensation for an autonomous induction generator drivenby wide speed range turbines

This paper presents a variable speed autonomous squirrel cage generator excited by a current-controlled voltage source inverter to be used in stand-alone micro-hydro power plants. The paper proposes a system control strategy aiming to properly excite the machine as well as to achieve the load voltage control. A feed-forward control sets the appropriate generator flux by taking into account the actual speed and the desired load voltage. A load voltage control loop is used to adjust the generated active power in order to sustain the load voltage at a reference value. The control system is based on a rotor flux oriented vector control technique which takes into account the machine saturation effect. The proposed control strategy and the adopted system models were validated both by numerical simulation and by experimental results obtained from a laboratory prototype. Results covering the prototype start-up, as well as its steady-state and dynamical behavior are presented. (C) 2011 Elsevier Ltd. All rights reserved.

Filling and wetting transitions of nematic liquid crystals on sinusoidal substrates

Close to sinusoidal substrates, simple fluids may undergo a filling transition, in which the fluid passes from a dry to a filled state, where the interface remains unbent but bound to the substrate. Increasing the surface field, the interface unbinds and a wetting transition occurs. We show that this double-transition sequence may be strongly modified in the case of ordered fluids, such as nematic liquid crystals. Depending on the preferred orientation of the nematic molecules at the structured substrate and at the isotropic-nematic interface, the filling transition may not exist, and the fluid passes directly from a dry to a complete-wet state, with the interface far from the substrate. More interestingly, in other situations, the complete wetting transition may be prevented, and the fluid passes from a dry to a filled state, and remains in this configuration, with the interface always attached to the substrate, even for very large surface fields. Both transitions are observed only for a same substrate in a narrow range of amplitudes.

Microstrip antenna array for multiband dedicated short range communications systems

Dedicated Short Range Communications (DSRC) is the key enabling technology for the present and future vehicular communication for various applications, such as safety improvement and traffic jam mitigation. This paper describes the development of a microstrip antenna array for the roadside equipment of a DSRC system, whose characteristics are according with the vehicular communications standards. The proposed antenna, with circular polarization, has a wide bandwidth, enough to cover the current European DSRC 5.8 GHz band and the future 5.9 GHz band for next generation DSRC communications. (C) 2011 Wiley Periodicals, Inc. Microwave Opt Technol Lett 53: 2794-2796, 2011; View this article online at wileyonlinelibrary.com. DOI 10.1002/mop.26394

Semiconductor Device as Optical Demultiplexer for Short Range Optical Communications

In this paper we present results on the use of a multilayered a-SiC:H heterostructure as a wavelength-division demultiplexing device for the visible light spectrum. The proposed device is composed of two stacked p-i-n photodiodes with intrinsic absorber regions adjusted to short and long wavelength absorption and carrier collection. An optoelectronic characterisation of the device was performed in the visible spectrum. Demonstration of the device functionality for WDM applications was done with three different input channels covering the long, the medium and the short wavelengths in the visible range. The recovery of the input channels is explained using the photocurrent spectral dependence on the applied voltage. An electrical model of the WDM device is proposed and supported by the solution of the respective circuit equations. Short range optical communications constitute the major application field, however other applications are also foreseen.

Efetividade do Pnf-Chi® na funcionalidade do membro superior e na qualidade de vida, em mulheres submetidas a tratamento cirúrgico por cancro da mama

Mestrado em Fisioterapia.

Relatório de estágio em gabinete de engenharia na componente de climatização

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica com especialização em Energia, Climatização e Refrigeração

Do close reading à encenação: Frei Luís de Sousa

O presente artigo teve origem num texto escrito para o programa do espectáculo Frei Luís de Sousa, com encenação de Carlos Avilez, no Teatro Nacional D. Maria II, na abertura das Comemorações do Bicentenário do nascimento de Almeida Garrett.

Implementação de WDM com 4 canais no espetro do visível

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

Capillary bridging and long-range attractive forces in a mean-field approach

When a mixture is confined, one of the phases can condense out. This condensate, which is otherwise metastable in the bulk, is stabilized by the presence of surfaces. In a sphere-plane geometry, routinely used in atomic force microscope and surface force apparatus, it, can form a bridge connecting the surfaces. The pressure drop in the bridge gives rise to additional long-range attractive forces between them. By minimizing the free energy of a binary mixture we obtain the force-distance curves as well as the structural phase diagram of the configuration with the bridge. Numerical results predict a discontinuous transition between the states with and without the bridge and linear force-distance curves with hysteresis. We also show that similar phenomenon can be observed in a number of different systems, e.g., liquid crystals and polymer mixtures. (C). 2004 American Institute of Physics.

Does diaphragmatic breathing technique really improve its range of motion? An objective assessment

Purpose - To verify the results of a diaphragmatic breathing technique (DBT) on diaphragmatic range of motion in healthy subjects. Methods - A total of 51 healthy subjects (10 male; 41 female), mean age 20 years old and a body mass index (BMI) ranging from 15.6 to 34.9 kg/m2, were enrolled in this study. Diaphragmatic range of motion was assessed by M-mode ultrasound imaging. Measurements were made before and after the DBT implementation in a standard protocol, based on 3 seconds of inspiration starting from a maximum expiration. Differences between assessments were analyzed by descriptive statistics and t-test (p < 0.05). Results - Mean value range of motion before DBT was 55.3 ± 13.4 mm and after DBT was 63.8 ± 13.2 mm showing a significant improvement of 8.5 ± 14.7 mm (p < 0.001). A strong correlation between the slope and the range of motion was found (r = 0.71, p < 0.001). Conclusions - Based on ultrasound measurements, it has been proved that DBT really contributes to a higher diaphragmatic range of motion. Future studies are needed in order to understand the influence of protocol parameters (e.g. inspiration time). Clinical implications - In the contest of evidence-based practice in physiotherapy, it has been showed by objective measurements that DBT improves the diaphragm range of motion, translating into a more efficient ventilatory function and thus can be used in clinical setting. To our knowledge this is the first study to assess the effects of DBT on range of motion of diaphragm muscle with ultrasound imaging.

Tunnig optical A-Sic/A-Si active filters by UV bias light in the visible and infrared spectral ranges

Visible range to telecom band spectral translation is accomplished using an amorphous SiC pi'n/pin wavelength selector under appropriate front and back optical light bias. Results show that background intensity works as selectors in the infrared region, shifting the sensor sensitivity. Low intensities select the near-infrared range while high intensities select the visible part according to its wavelength. Here, the optical gain is very high in the infrared/red range, decreases in the green range, stays close to one in the blue region and strongly decreases in the near-UV range. The transfer characteristics effects due to changes in steady state light intensity and wavelength backgrounds are presented. The relationship between the optical inputs and the output signal is established. A capacitive optoelectronic model is presented and tested using the experimental results. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

On semigroups of endomorphisms of a chain with restricted range

Let X be a finite or infinite chain and let be the monoid of all endomorphisms of X. In this paper, we describe the largest regular subsemigroup of and Green's relations on. In fact, more generally, if Y is a nonempty subset of X and is the subsemigroup of of all elements with range contained in Y, we characterize the largest regular subsemigroup of and Green's relations on. Moreover for finite chains, we determine when two semigroups of the type are isomorphic and calculate their ranks.