The risk-return trade-off in Europe: A temporal and cross-sectional analysis

This paper analyzes the risk-return trade-off in European equities considering both temporal and cross-sectional dimensions. In our analysis, we introduce not only the market portfolio but also 15 industry portfolios comprising the entire market. Several bivariate GARCH models are estimated to obtain the covariance matrix between excess market returns and the industrial portfolios and the existence of a risk-return trade-off is analyzed through a cross-sectional approach using the information in all portfolios. It is obtained evidence for a positive and significant risk-return trade-off in the European market. This conclusion is robust for different GARCH specifications and is even more evident after controlling for the main financial crisis during the sample period.

Detection of Change in Fluorescence Between Reactive Cyan and the Yellow Fluorophores Usinga-SiC:H Multilayer Transducers

Optical colour sensors based on multilayered a-SiC:H heterostructures can act as voltage controlled optical filters in the visible range. In this article we investigate the application of these structures for Fluorescence Resonance Energy Transfer (FRET) detection, The characteristics of a-SiC:H multilayered structure are studied both theoretically and experimentally in several wavelengths corresponding to different fluorophores. The tunable optical p-i'(a-SiC:H)-n/p-i(a-Si:H)-n heterostructures were produced by PECVD and tested for a proper fine tuning in the violet, cyan and yellow wavelengths. The devices were characterized through transmittance and spectral response measurements, under different electrical bias and frequencies. Violet, cyan and yellow signals were applied in simultaneous and results have shown that they can be recovered under suitable applied bias. A theoretical analysis supported by numerical simulation is presented.

Detection of Change in Fluorescence Between Reactive Cyan and the Yellow Fluorophores Using a-SiC:H Multilayer Transducers

The transducer consists of a semiconductor device based on two stacked -i-n heterostructures that were designed to detect the emissions of the fluorescence resonance energy transfer between fluorophores in the cyan (470 nm) and yellow (588 nm) range of the spectrum. This research represents a preliminary study on the use of such wavelength-sensitive devices as photodetectors for this kind of application. The device was characterized through optoelectronic measurements concerning spectral response measurements under different electrical and optical biasing conditions. To simulate the fluorescence resonance energy transfer (FRET) pairs, a chromatic time-dependent combination of cyan and yellow wavelengths was applied to the device. The generated photocurrent was measured under reverse and forward bias to read out the output photocurrent signal. A different wavelength-biasing light was also superimposed. Results show that under reverse bias, the photocurrent signal presents four separate levels, each one assigned to the different wavelength combinations of the FRET pairs. If a blue background is superimposed, the yellow channel is enhanced and the cyan suppressed, while under red irradiation, the opposite behavior occurs. So, under suitable biasing light, the transducer is able to detect separately the cyan and yellow fluorescence pairs. An electrical model, supported by a numerical simulation, supports the transduction mechanism of the device.

Temporal patterns of TV watching for Portuguese viewers

Audiometer systems provide enormous amounts of detailed TV watching data. Several relevant and interdependent factors may influence TV viewers' behavior. In this work we focus on the time factor and derive Temporal Patterns of TV watching, based on panel data. Clustering base attributes are originated from 1440 binary minute-related attributes, capturing the TV watching status (watch/not watch). Since there are around 2500 panel viewers a data reduction procedure is first performed. K-Means algorithm is used to obtain daily clusters of viewers. Weekly patterns are then derived which rely on daily patterns. The obtained solutions are tested for consistency and stability. Temporal TV watching patterns provide new insights concerning Portuguese TV viewers' behavior.

Embedded platform for ECG biometric recognition

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

Do fatigue, physical activity, handgrip strength and quality of life change between pre and post liver transplant?

Analisar: níveis de fadiga, força de preensão, HRQoL, níveis de actividade física. Será que se alteram em doentes PAF após o transplante de fígado? Dado que os níveis de actividade física se encontram abaixo dos valores mínimos recomendados deveria ser encontrada uma estratégia de aumento do tempo dispendido na actividade física leve a moderada idealmente no PRÉ TRANSPLANTE.

Pulmonary tuberculosis in Continental Portugal 2000-2010: temporal trends clustering as a tool for control evaluation

Clustering analysis is a useful tool to detect and monitor disease patterns and, consequently, to contribute for an effective population disease management. Portugal has the highest incidence of tuberculosis in the European Union (in 2012, 21.6 cases per 100.000 inhabitants), although it has been decreasing consistently. Two critical PTB (Pulmonary Tuberculosis) areas, metropolitan Oporto and metropolitan Lisbon regions, were previously identified through spatial and space-time clustering for PTB incidence rate and risk factors. Identifying clusters of temporal trends can further elucidate policy makers about municipalities showing a faster or a slower TB control improvement.

The Dark Side of Organizational Change: The Moderating Role of Political Behavior and Organizational Cynicism

Workplace aggression is a factor that shapes the interaction between individuals and their work environment and produces many undesirable outcomes, sometimes introducing heavy costs for organizations. Only through a comprehensive understanding of the genesis of workplace aggression is possible to develop strategies and interventions to minimize its nefarious effects. The existent body of knowledge has already identified several individual, situational and contextual antecedents of workplace aggression, although this is a research area where significant gaps occur and many issues were still not addressed Dupré and Barling (2006). According to Baron and Neuman (1998) one of these predictors is organizational change, since certain changes in the work environment (e.g., changes in management) can lead to increased aggression. This paper intends to contribute to workplace aggression research by studying its relationship with organizational change, considering a moderating role of political behaviors and organizational cynicism (Ammeter et al., 2002, Ferris et al., 2002). The literature review suggests that mediators and moderators that intervene in the relationships between workplace aggression and its antecedents are understudied topics. James (2005) sustains that organizational politics is related to cynicism and the empirical research of Miranda (2008) has identified leadership political behavior as an antecedent of cynicism but these two variables were not yet investigated regarding their relationship with workplace aggression. This investigation was operationalized using several scales including the Organizational Change Questionnaire-climate of change, processes, and readiness (Bouckenooghe, Devos and Broeck, 2009), a Workplace Aggression Scale (Vicente and D’Oliveira, 2008, 2009, 2010), an Organizational Cynicism Scale (Wanous, Reichers and Austin, 1994) and a Political Behavior Questionnaire (Yukl and Falbe, 1990). Participants representing a wide variety of jobs across many organizations were surveyed. The results of the study and its implications will be presented and discussed. This study contribution is also discussed in what concerns organizational change practices in organizations.

Análise e implementação de filtros e controladores num sistema de processamento digital de sinal

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Automação e Electrónica Industrial

Optimizing the renewable generation mix in the Portuguese power system based on temporal and spatial diversity

Renewable energy sources (RES) have unique characteristics that grant them preference in energy and environmental policies. However, considering that the renewable resources are barely controllable and sometimes unpredictable, some challenges are faced when integrating high shares of renewable sources in power systems. In order to mitigate this problem, this paper presents a decision-making methodology regarding renewable investments. The model computes the optimal renewable generation mix from different available technologies (hydro, wind and photovoltaic) that integrates a given share of renewable sources, minimizing residual demand variability, therefore stabilizing the thermal power generation. The model also includes a spatial optimization of wind farms in order to identify the best distribution of wind capacity. This methodology is applied to the Portuguese power system.

Optimizing the renewable generation mix in the portuguese power system based on temporal and spatial diversity

Renewable energy sources (RES) have unique characteristics that grant them preference in energy and environmental policies. However, considering that the renewable resources are barely controllable and sometimes unpredictable, some challenges are faced when integrating high shares of renewable sources in power systems. In order to mitigate this problem, this paper presents a decision-making methodology regarding renewable investments. The model computes the optimal renewable generation mix from different available technologies (hydro, wind and photovoltaic) that integrates a given share of renewable sources, minimizing residual demand variability, therefore stabilizing the thermal power generation. The model also includes a spatial optimization of wind farms in order to identify the best distribution of wind capacity. This methodology is applied to the Portuguese power system.

Evolução do crédito concedido e vencido em Portugal, por setores de atividade, no período de 2008 a 2012

Mestrado em Contabilidade e Gestão das Instituições Financeiras

Mensagens para a adesão da população pediátrica aos exames de ressonância magnética: aplicação do modelo Perceived Behavioral Change

Segundo o modelo de mudança de comportamento [Perceived Behavioral Change (PBC)], proposto por Thus Ajzen e aplicado pelo Centro de Programas de Comunicação, nos EUA, a adesão das crianças aos exames de ressonância magnética (RM) poderá ser facilitada através da aplicação de estratégias, como o conhecimento prévio do exame pelas crianças, pelos cuidadores ou ambos. Com este estudo pretendeu-se identificar critérios e boas práticas na produção de informação relativa ao exame de RM, dirigida à população pediátrica.