Técnicas de rating em contexto de crise no setor bancário português

Dissertação para a obtenção do Grau de Mestre em Contabilidade e Finanças Orientador: Mestre Adalmiro Álvaro Malheiro de Castro Andrade Pereira

New insights on integer-programming models for the kidney exchange problem

In recent years several countries have set up policies that allow exchange of kidneys between two or more incompatible patient–donor pairs. These policies lead to what is commonly known as kidney exchange programs. The underlying optimization problems can be formulated as integer programming models. Previously proposed models for kidney exchange programs have exponential numbers of constraints or variables, which makes them fairly difficult to solve when the problem size is large. In this work we propose two compact formulations for the problem, explain how these formulations can be adapted to address some problem variants, and provide results on the dominance of some models over others. Finally we present a systematic comparison between our models and two previously proposed ones via thorough computational analysis. Results show that compact formulations have advantages over non-compact ones when the problem size is large.

Legal and political regulation of higher education in Portugal: an evolutionary perspective on the current policy issues and the problem of order

The higher education system in Europe is currently under stress and the debates over its reform and future are gaining momentum. Now that, for most countries, we are in a time for change, in the overall society and the whole education system, the legal and political dimensions have gained prominence, which has not been followed by a more integrative approach of the problem of order, its reform and the issue of regulation, beyond the typical static and classical cost-benefit analyses. The two classical approaches for studying (and for designing the policy measures of) the problem of the reform of the higher education system - the cost-benefit analysis and the legal scholarship description - have to be integrated. This is the argument of our paper that the very integration of economic and legal approaches, what Warren Samuels called the legal-economic nexus, is meaningful and necessary, especially if we want to address the problem of order (as formulated by Joseph Spengler) and the overall regulation of the system. On the one hand, and without neglecting the interest and insights gained from the cost-benefit analysis, or other approaches of value for money assessment, we will focus our study on the legal, social and political aspects of the regulation of the higher education system and its reform in Portugal. On the other hand, the economic and financial problems have to be taken into account, but in a more inclusive way with regard to the indirect and other socio-economic costs not contemplated in traditional or standard assessments of policies for the tertiary education sector. In the first section of the paper, we will discuss the theoretical and conceptual underpinning of our analysis, focusing on the evolutionary approach, the role of critical institutions, the legal-economic nexus and the problem of order. All these elements are related to the institutional tradition, from Veblen and Commons to Spengler and Samuels. The second section states the problem of regulation in the higher education system and the issue of policy formulation for tackling the problem. The current situation is clearly one of crisis with the expansion of the cohorts of young students coming to an end and the recurrent scandals in private institutions. In the last decade, after a protracted period of extension or expansion of the system, i. e., the continuous growth of students, universities and other institutions are competing harder to gain students and have seen their financial situation at risk. It seems that we are entering a period of radical uncertainty, higher competition and a new configuration that is slowly building up is the growth in intensity, which means upgrading the quality of the higher learning and getting more involvement in vocational training and life-long learning. With this change, and along with other deep ones in the Portuguese society and economy, the current regulation has shown signs of maladjustment. The third section consists of our conclusions on the current issue of regulation and policy challenge. First, we underline the importance of an evolutionary approach to a process of change that is essentially dynamic. A special attention will be given to the issues related to an evolutionary construe of policy analysis and formulation. Second, the integration of law and economics, through the notion of legal economic nexus, allows us to better define the issues of regulation and the concrete problems that the universities are facing. One aspect is the instability of the political measures regarding the public administration and on which the higher education system depends financially, legally and institutionally, to say the least. A corollary is the lack of clear strategy in the policy reforms. Third, our research criticizes several studies, such as the one made by the OECD in late 2006 for the Ministry of Science, Technology and Higher Education, for being too static and neglecting fundamental aspects of regulation such as the logic of actors, groups and organizations who are major players in the system. Finally, simply changing the legal rules will not necessary per se change the behaviors that the authorities want to change. By this, we mean that it is not only remiss of the policy maker to ignore some of the critical issues of regulation, namely the continuous non-respect by academic management and administrative bodies of universities of the legal rules that were once promulgated. Changing the rules does not change the problem, especially without the necessary debates form the different relevant quarters that make up the higher education system. The issues of social interaction remain as intact. Our treatment of the matter will be organized in the following way. In the first section, the theoretical principles are developed in order to be able to study more adequately the higher education transformation with a modest evolutionary theory and a legal and economic nexus of the interactions of the system and the policy challenges. After describing, in the second section, the recent evolution and current working of the higher education in Portugal, we will analyze the legal framework and the current regulatory practices and problems in light of the theoretical framework adopted. We will end with some conclusions on the current problems of regulation and the policy measures that are discusses in recent years.

A fractional approach to the Fermi-Pasta-Ulam problem

This paper studies the Fermi-Pasta-Ulam problem having in mind the generalization provided by Fractional Calculus (FC). The study starts by addressing the classical formulation, based on the standard integer order differential calculus and evaluates the time and frequency responses. A first generalization to be investigated consists in the direct replacement of the springs by fractional elements of the dissipative type. It is observed that the responses settle rapidly and no relevant phenomena occur. A second approach consists of replacing the springs by a blend of energy extracting and energy inserting elements of symmetrical fractional order with amplitude modulated by quadratic terms. The numerical results reveal a response close to chaotic behaviour.

Two protocols without periodicity for the global and preemptive scheduling problem of multi-mode real-time systems upon multiprocessor Platforms

We consider the problem of scheduling a multi-mode real-time system upon identical multiprocessor platforms. Since it is a multi-mode system, the system can change from one mode to another such that the current task set is replaced with a new task set. Ensuring that deadlines are met requires not only that a schedulability test is performed on tasks in each mode but also that (i) a protocol for transitioning from one mode to another is specified and (ii) a schedulability test for each transition is performed. We propose two protocols which ensure that all the expected requirements are met during every transition between every pair of operating modes of the system. Moreover, we prove the correctness of our proposed algorithms by extending the theory about the makespan determination problem.

Improving the IEEE 802.15.4 Slotted CSMA/CA MAC for time-critical events in wireless sensor networks

In beacon-enabled mode, IEEE 802.15.4 is ruled by the slotted CSMA/CA Medium Access Control (MAC) protocol. The standard slotted CSMA/CA mechanism does not provide any means of differentiated services to improve the quality of service for timecritical events (such as alarms, time slot reservation, PAN management messages etc.). In this paper, we present and discuss practical service differentiation mechanisms to improve the performance of slotted CSMA/CA for time-critical events, with only minor add-ons to the protocol. The contribution of our proposal is more practical than theoretical since our initial requirement is to leave the original algorithm of the slotted CSMA/CA unchanged, but rather tuning its parameters adequately according to the criticality of the messages. We present a simulation study based on an accurate model of the IEEE 802.15.4 MAC protocol, to evaluate the differentiated service strategies. Four scenarios with different settings of the slotted CSMA/CA parameters are defined. Each scenario is evaluated for FIFO and Priority Queuing. The impact of the hiddennode problem is also analyzed, and a solution to mitigate it is proposed.

A genetic algorithm for the resource constrained multi-project scheduling problem

This paper presents a genetic algorithm for the resource constrained multi-project scheduling problem. The chromosome representation of the problem is based on random keys. The schedules are constructed using a heuristic that builds parameterized active schedules based on priorities, delay times, and release dates defined by the genetic algorithm. The approach is tested on a set of randomly generated problems. The computational results validate the effectiveness of the proposed algorithm.

A survey of technologies and applications for climbing robots locomotion and adhesion

The interest in the development of climbing robots has grown rapidly in the last years. Climbing robots are useful devices that can be adopted in a variety of applications, such as maintenance and inspection in the process and construction industries. These systems are mainly adopted in places where direct access by a human operator is very expensive, because of the need for scaffolding, or very dangerous, due to the presence of an hostile environment. The main motivations are to increase the operation efficiency, by eliminating the costly assembly of scaffolding, or to protect human health and safety in hazardous tasks. Several climbing robots have already been developed, and other are under development, for applications ranging from cleaning to inspection of difficult to reach constructions. A wall climbing robot should not only be light, but also have large payload, so that it may reduce excessive adhesion forces and carry instrumentations during navigation. These machines should be capable of travelling over different types of surfaces, with different inclinations, such as floors, walls, or ceilings, and to walk between such surfaces (Elliot et al. (2006); Sattar et al. (2002)). Furthermore, they should be able of adapting and reconfiguring for various environment conditions and to be self-contained. Up to now, considerable research was devoted to these machines and various types of experimental models were already proposed (according to Chen et al. (2006), over 200 prototypes aimed at such applications had been developed in the world by the year 2006). However, we have to notice that the application of climbing robots is still limited. Apart from a couple successful industrialized products, most are only prototypes and few of them can be found in common use due to unsatisfactory performance in on-site tests (regarding aspects such as their speed, cost and reliability). Chen et al. (2006) present the main design problems affecting the system performance of climbing robots and also suggest solutions to these problems. The major two issues in the design of wall climbing robots are their locomotion and adhesion methods. With respect to the locomotion type, four types are often considered: the crawler, the wheeled, the legged and the propulsion robots. Although the crawler type is able to move relatively faster, it is not adequate to be applied in rough environments. On the other hand, the legged type easily copes with obstacles found in the environment, whereas generally its speed is lower and requires complex control systems. Regarding the adhesion to the surface, the robots should be able to produce a secure gripping force using a light-weight mechanism. The adhesion method is generally classified into four groups: suction force, magnetic, gripping to the surface and thrust force type. Nevertheless, recently new methods for assuring the adhesion, based in biological findings, were proposed. The vacuum type principle is light and easy to control though it presents the problem of supplying compressed air. An alternative, with costs in terms of weight, is the adoption of a vacuum pump. The magnetic type principle implies heavy actuators and is used only for ferromagnetic surfaces. The thrust force type robots make use of the forces developed by thrusters to adhere to the surfaces, but are used in very restricted and specific applications. Bearing these facts in mind, this chapter presents a survey of different applications and technologies adopted for the implementation of climbing robots locomotion and adhesion to surfaces, focusing on the new technologies that are recently being developed to fulfill these objectives. The chapter is organized as follows. Section two presents several applications of climbing robots. Sections three and four present the main locomotion principles, and the main "conventional" technologies for adhering to surfaces, respectively. Section five describes recent biological inspired technologies for robot adhesion to surfaces. Section six introduces several new architectures for climbing robots. Finally, section seven outlines the main conclusions.

Analysis of the domain of applicability of an algorithm for a resources system selection problem for Distributed/Agile/Virtual Enterprises integration

The process of resources systems selection takes an important part in Distributed/Agile/Virtual Enterprises (D/A/V Es) integration. However, the resources systems selection is still a difficult matter to solve in a D/A/VE, as it is pointed out in this paper. Globally, we can say that the selection problem has been equated from different aspects, originating different kinds of models/algorithms to solve it. In order to assist the development of a web prototype tool (broker tool), intelligent and flexible, that integrates all the selection model activities and tools, and with the capacity to adequate to each D/A/V E project or instance (this is the major goal of our final project), we intend in this paper to show: a formulation of a kind of resources selection problem and the limitations of the algorithms proposed to solve it. We formulate a particular case of the problem as an integer programming, which is solved using simplex and branch and bound algorithms, and identify their performance limitations (in terms of processing time) based on simulation results. These limitations depend on the number of processing tasks and on the number of pre-selected resources per processing tasks, defining the domain of applicability of the algorithms for the problem studied. The limitations detected open the necessity of the application of other kind of algorithms (approximate solution algorithms) outside the domain of applicability founded for the algorithms simulated. However, for a broker tool it is very important the knowledge of algorithms limitations, in order to, based on problem features, develop and select the most suitable algorithm that guarantees a good performance.

Adaptive tackling of the swinging problem for a 2 DOF crane – payload system

The control of a crane carrying its payload by an elastic string corresponds to a task in which precise, indirect control of a subsystem dynamically coupled to a directly controllable subsystem is needed. This task is interesting since the coupled degree of freedom has little damping and it is apt to keep swinging accordingly. The traditional approaches apply the input shaping technology to assist the human operator responsible for the manipulation task. In the present paper a novel adaptive approach applying fixed point transformations based iterations having local basin of attraction is proposed to simultaneously tackle the problems originating from the imprecise dynamic model available for the system to be controlled and the swinging problem, too. The most important phenomenological properties of this approach are also discussed. The control considers the 4th time-derivative of the trajectory of the payload. The operation of the proposed control is illustrated via simulation results.

A biased random-key genetic algorithm with forward-backward improvement for the resource constrained project scheduling problem

This paper presents a biased random-key genetic algorithm for the resource constrained project scheduling problem. The chromosome representation of the problem is based on random keys. Active schedules are constructed using a priority-rule heuristic in which the priorities of the activities are defined by the genetic algorithm. A forward-backward improvement procedure is applied to all solutions. The chromosomes supplied by the genetic algorithm are adjusted to reflect the solutions obtained by the improvement procedure. The heuristic is tested on a set of standard problems taken from the literature and compared with other approaches. The computational results validate the effectiveness of the proposed algorithm.

A two-level genetic algorithm for the multi-mode resource-constrained project scheduling problem

This paper presents a genetic algorithm for the multimode resource-constrained project scheduling problem (MRCPSP), in which multiple execution modes are available for each of the activities of the project. The objective function is the minimization of the construction project completion time. To solve the problem, is applied a two-level genetic algorithm, which makes use of two separate levels and extend the parameterized schedule generation scheme by introducing an improvement procedure. It is evaluated the quality of the schedule and present detailed comparative computational results for the MRCPSP, which reveal that this approach is a competitive algorithm.

Reverse problem-based learning - a case study with a Braille machine

Engineering Education includes not only teaching theoretical fundamental concepts but also its verification during practical lessons in laboratories. The usual strategies to carry out this action are frequently based on Problem Based Learning, starting from a given state and proceeding forward to a target state. The possibility or the effectiveness of this procedure depends on previous states and if the present state was caused or resulted from earlier ones. This often happens in engineering education when the achieved results do not match the desired ones, e.g. when programming code is being developed or when the cause of the wrong behavior of an electronic circuit is being identified. It is thus important to also prepare students to proceed in the reverse way, i.e. given a start state generate the explanation or even the principles that underlie it. Later on, this sort of skills will be important. For instance, to a doctor making a patient?s story or to an engineer discovering the source of a malfunction. This learning methodology presents pedagogical advantages besides the enhanced preparation of students to their future work. The work presented on his document describes an automation project developed by a group of students in an engineering polytechnic school laboratory. The main objective was to improve the performance of a Braille machine. However, in a scenario of Reverse Problem-Based learning, students had first to discover and characterize the entire machine's function before being allowed (and being able) to propose a solution for the existing problem.

A random key based genetic algorithm for the resource constrained project scheduling problem

This paper presents a genetic algorithm for the Resource Constrained Project Scheduling Problem (RCPSP). The chromosome representation of the problem is based on random keys. The schedule is constructed using a heuristic priority rule in which the priorities of the activities are defined by the genetic algorithm. The heuristic generates parameterized active schedules. The approach was tested on a set of standard problems taken from the literature and compared with other approaches. The computational results validate the effectiveness of the proposed algorithm.

An optimization approach for the job shop scheduling problem

This paper presents an optimization approach for the job shop scheduling problem (JSSP). The JSSP is a difficult problem in combinatorial optimization for which extensive investigation has been devoted to the development of efficient algorithms. The proposed approach is based on a genetic algorithm technique. The scheduling rules such as SPT and MWKR are integrated into the process of genetic evolution. The chromosome representation of the problem is based on random keys. The schedules are constructed using a priority rule in which the priorities and delay times of the operations are defined by the genetic algorithm. Schedules are constructed using a procedure that generates parameterized active schedules. After a schedule is obtained a local search heuristic is applied to improve the solution. The approach is tested on a set of standard instances taken from the literature and compared with other approaches. The computation results validate the effectiveness of the proposed approach.