Persistence characteristics in financial prices: evidence from the portuguese stock market returns

The objective of this article is to provide additional knowledge to the discussion of long-term memory, leaning over the behavior of the main Portuguese stock index. The first four moments are calculated using time windows of increasing size and sliding time windows of fixed size equal to 50 days and suggest that daily returns are non-ergodic and non-stationary. Seeming that the series is best described by a fractional Brownian motion approach, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA). The findings indicate evidence of long term memory in the form of persistence. This evidence of fractal structure suggests that the market is subject to greater predictability and contradicts the efficient market hypothesis in its weak form. This raises issues regarding theoretical modeling of asset pricing. In addition, we carried out a more localized (in time) study to identify the evolution of the degree of long-term dependency over time using windows 200-days and 400-days. The results show a switching feature in the index, from persistent to anti-persistent, quite evident from 2010.

Design state exploration applied to the development of a remote lab for projectile launch experiments

This paper describes the application of Design State Exploration techniques in the development of a remote lab for projectile motion experiments. The application was enabled by the existence of two independent teams: one composed of a series of internships that started first and another with two grantees that started a few months later. The paper presents evidence on how this approach provided gains in the development process conducted by the second team that benefited from design state exploration studies performed by the first team. This particular aspect is highlighted in relation to the work already presented in the 10th Remote Engineering and Virtual Instrumentation (REV) conference.

Kinematic parameters of throwing performance in patients with schizophrenia using a markerless motion capture system

Motor dysfunction is consistently reported but understudied in schizophrenia. It has been hypothesized that this abnormality may reflect a neuro-developmental disorder underlying this illness. The main goal of this study was to analyze movement patterns used by participants with schizophrenia and healthy controls during overarm throwing performance, using a markerless motion capture system. Thirteen schizophrenia patients and 16 healthy control patients performed the overarm throwing task in a markerless motion capture system. Participants were also examined for the presence of motor neurological soft signs (mNSS) using the Brief Motor Scale. Schizophrenia patients demonstrated a less developed movement pattern with low individualization of components compared to healthy controls. The schizophrenia group also displayed a higher incidence of mNSS. The presence of a less mature movement pattern can be an indicator of neuro-immaturity and a marker for atypical neurological development in schizophrenia. Our findings support the understanding of motor dysfunction as an intrinsic part of the disorder of schizophrenia.

Estrutura a partir do Movimento em Sistemas Autónomos

Mestrado em Engenharia Electrotécnica e de Computadores - Ramo de Sistemas Autónomos

Desenvolvimento de um robô com pernas inspirado no Alfaiate

A elaboração deste trabalho surge no âmbito da unidade curricular de Tese/Dissertação, integrada no Mestrado em Engenharia Eletrotécnica e de Computadores do Instituto Superior de Engenharia do Porto. O trabalho enquadra-se no âmbito da robótica de inspiração biológica, mais concretamente no desenvolvimento de um robô que apresente caraterísticas de locomoção similares ao inseto Alfaiate, modificando para este efeito um robô hexápode já existente. Inicialmente efetuou-se um estudo sobre a biologia do Alfaiate e dos vários tipos de padrões de locomoção adotados pelos animais. De seguida foi realizado um estudo sobre alguns robôs já existentes inspirados neste inseto. Após a realização desta fase de estudo, foram implementadas modificações ao robô hexápode, de forma a este conseguir apoiar-se e movimentar-se sobre a superfície da água. Para tal foram utilizados apoios em esferovite para as pernas, servomotores para a atuação e um sensor de IRPD para orientar o robô na sua trajetória. Em termos de controlo da estabilidade do corpo utilizou-se um giroscópio para permitir ao robô manter o seu corpo horizontal durante a locomoção em águas agitadas. Este trabalho termina com a realização de testes a diferentes padrões de locomoção, de forma a validar o que apresenta a melhor resposta em termos de velocidade.

Aplicação para intervenção em terapia ocupacional com o Leap Motion

O projeto “À Descoberta das Ilhas” surge das lacunas de atenção e motivação por parte das crianças na realização de exercícios na terapia ocupacional, aliadas a uma subjetividade na análise do seu progresso. Direcionado para crianças com dificuldades de integração bilateral motora, com idades compreendidas entre os cinco e nove anos, este projeto tem como base um jogo 3D para as plataformas Windows, Mac OS X e Linux, controlado com os movimentos dos membros superiores através do dispositivo Leap Motion. Através do controlo de um avião, a criança descobre várias ilhas e desbloqueia componentes do mesmo, alcançando os diversos bónus e checkpoints ao longo de cada percurso. Ao terapeuta são apresentados gráficos com dados obtidos pelo dispositivo aquando do momento lúdico da criança que permitem acompanhar a sua evolução a cada nível. O sucesso no cumprimento dos objetivos do projeto permitiu confirmar a utilidade da aplicação na intervenção e avaliação do público-alvo.

Design and Implementation of a Biologically Inspired Swimming Robot - An EPS@ISEP 2014 Spring Project

This paper presents the development of a fish-like robot called Bro-Fish. Bro-Fish aims to be an educational toy dedicated to teaching mechanics, programming and the physics of floating objects to youngsters. The underlying intention is to awaken the interest of children for technology, especially biomimetic (biologically inspired) approaches, in order to promote sustainability and raise the level of ecological awareness. The main focus of this project was to create a robot with carangiform locomotion and controllable swimming, providing the opportunity to customize parts and experiment with the physics of floating objects. Therefore, the locomotion principles of fishes and mechanisms developed in related projects were analysed. Inspired by this background knowledge, a prototype was designed and implemented. The main achievement is the new tail mechanism that propels the robot. The tail resembles the undulation motion of fish bodies and is actuated in an innovative way, triggered by an elegant movement of a rotating helicoidal. First experimental tests revealed the potential of the proposed methodology to effectively generate forward propulsion.

Development of Biomimetic Robots in the EPS Engineering Programme Capstone Project

This paper presents the development of a fish-like robot called Bro-Fish. Bro-Fish aims to be an educational toy dedicated to teaching mechanics, programming and the physics of floating objects to youngsters. The underlying intention is to awaken the interest of children for technology, especially biomimetic (biologically inspired) approaches, in order to promote sustainability and raise the level of ecological awareness. The main focus of this project was to create a robot with carangiform locomotion and controllable swimming, providing the opportunity to customize parts and experiment with the physics of floating objects. Therefore, the locomotion principles of fishes and mechanisms developed in related projects were analysed. Inspired by this background knowledge, a prototype was designed and implemented. The main achievement is the new tail mechanism that propels the robot. The tail resembles the undulation motion of fish bodies and is actuated in an innovative way, triggered by an elegant movement of a rotating helicoidal. First experimental tests revealed the potential of the proposed methodology to effectively generate forward propulsion.

Fractional Order Description of DNA

This study addresses the deoxyribonucleic acid (DNA) and proposes a procedure based on the association of statistics, information theory, signal processing, Fourier analysis and fractional calculus for describing fundamental characteristics of the DNA. In a first phase the 24 chromosomes of the Human are evaluated. In a second phase, 10 chromosomes for different species are also processed and the results compared. The results reveal invariance in the description and close resemblances with fractional Brownian motion.

Predictors of adherence to the Mediterranean diet from the first to the second trimester of pregnancy

Background: Although changes in eating patterns may occur during gestation, predictors of these changes have not been explored. This study aimed to identify predictors of adherence to the Mediterranean diet (MD) from the first to second trimester of pregnancy. Methods: A prospective study was conducted with 102 pregnant women aged 18-40, from the city of Porto, Portugal. Socio-demographic and lifestyle characteristics were assessed through a questionnaire. Food consumption was assessed with a three-day food diary completed during the first and second trimesters. Participants were categorized according to their change in adherence to the MD into the negative change group (i.e., women who had low adherence in each trimester or had high adherence in the first trimester and then low adherence in the second) and the positive change group (i.e., women who had high adherence in both trimesters or had low adherence in the first trimester and then high adherence in the second). Conditional stepwise logistic regression models were performed to assess the potential predictors of negative MD change. Results: Among the 102 women, 39.2% had negative change from the first to the second trimester. The logistic model´s results show that being married (OR=0.26, 95%CI: 0.10, 0.76) and having a higher intake of vegetables in the first trimester (OR=0.17, 95%CI: 0.10, 0.43) were associated with lower odds of having a negative change in adherence to the MD from the first to second trimester. Conclusion: Marital status and vegetable consumption seem to be associated with a lower occurrence of negative change in adherence to the MD from early to middle pregnancy.