Modelo de avaliação de risco de crédito - rating - uma abordagem

Dissertação de Mestrado apresentada ao Instituto Superior de Contabilidade e Administração do Porto para a obtenção do Grau de Mestre em Auditoria, sob a orientação de Mestre Adalmiro Álvaro Malheiro de Castro Andrade Pereira

Determinantes da estrutura de capitais do setor do calçado em Portugal

Dissertação de Mestrado apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob orientação de Mestre Adalmiro Álvaro Malheiro de Castro Andrade Pereira

An integer programming model for the minimum interval graph completion problem

The minimum interval graph completion problem consists of, given a graph G = ( V, E ), finding a supergraph H = ( V, E ∪ F ) that is an interval graph, while adding the least number of edges |F| . We present an integer programming formulation for solving the minimum interval graph completion problem recurring to a characteri- zation of interval graphs that produces a linear ordering of the maximal cliques of the solution graph.

A mathematical model for supermarket order picking

Order picking consists in retrieving products from storage locations to satisfy independent orders from multiple customers. It is generally recognized as one of the most significant activities in a warehouse (Koster et al, 2007). In fact, order picking accounts up to 50% (Frazelle, 2001) or even 80% (Van den Berg, 1999) of the total warehouse operating costs. The critical issue in today’s business environment is to simultaneously reduce the cost and increase the speed of order picking. In this paper, we address the order picking process in one of the Portuguese largest companies in the grocery business. This problem was proposed at the 92nd European Study Group with Industry (ESGI92). In this setting, each operator steers a trolley on the shop floor in order to select items for multiple customers. The objective is to improve their grocery e-commerce and bring it up to the level of the best international practices. In particular, the company wants to improve the routing tasks in order to decrease distances. For this purpose, a mathematical model for a faster open shop picking was developed. In this paper, we describe the problem, our proposed solution as well as some preliminary results and conclusions.

Scheduling aircraft’s engines repair process: a mathematical model

In this talk, we discuss a scheduling problem that originated at TAP - Maintenance & Engineering - the maintenance, repair and overhaul organization of Portugal’s leading airline. In the repair process of aircrafts’ engines, the operations to be scheduled may be executed on a certain workstation by any processor of a given set, and the objective is to minimize the total weighted tardiness. A mixed integer linear programming formulation, based on the flexible job shop scheduling, is presented here, along with computational experiment on a real instance, provided by TAP-ME, from a regular working week. The model was also tested using benchmarking instances available in literature.

Cost Allocation Model for Distribution Networks Considering High Penetration of Distributed Energy Resources

The high penetration of distributed energy resources (DER) in distribution networks and the competitiveenvironment of electricity markets impose the use of new approaches in several domains. The networkcost allocation, traditionally used in transmission networks, should be adapted and used in the distribu-tion networks considering the specifications of the connected resources. The main goal is to develop afairer methodology trying to distribute the distribution network use costs to all players which are usingthe network in each period. In this paper, a model considering different type of costs (fixed, losses, andcongestion costs) is proposed comprising the use of a large set of DER, namely distributed generation(DG), demand response (DR) of direct load control type, energy storage systems (ESS), and electric vehi-cles with capability of discharging energy to the network, which is known as vehicle-to-grid (V2G). Theproposed model includes three distinct phases of operation. The first phase of the model consists in aneconomic dispatch based on an AC optimal power flow (AC-OPF); in the second phase Kirschen’s andBialek’s tracing algorithms are used and compared to evaluate the impact of each resource in the net-work. Finally, the MW-mile method is used in the third phase of the proposed model. A distributionnetwork of 33 buses with large penetration of DER is used to illustrate the application of the proposedmodel.

Reformulação de um Sistema de Gestão de Consumos de Energia

Atualmente a energia é considerada um vetor estratégico nas diversas organizações. Assim sendo, a gestão e a utilização racional da energia são consideradas instrumentos fundamentais para a redução dos consumos associados aos processos de produção do sector industrial. As ações de gestão energética não deverão ficar pela fase do projeto das instalações e dos meios de produção, mas sim acompanhar a atividade da Empresa. A gestão da energia deve ser sustentada com base na realização regular de diagnósticos energéticos às instalações consumidoras e concretizada através de planos de atuação e de investimento que apresentem como principal objetivo a promoção da eficiência energética, conduzindo assim à redução dos respetivos consumos e, consequentemente, à redução da fatura energética. Neste contexto, a utilização de ferramentas de apoio à gestão de energia promovem um consumo energético mais racional, ou seja, promovem a eficiência energética e é neste sentido que se insere este trabalho. O presente trabalho foi desenvolvido na Empresa RAR Açúcar e apresentou como principais objetivos: a reformulação do Sistema de Gestão de Consumos de Energia da Empresa, a criação de um modelo quantitativo que permitisse ao Gestor de Energia prever os consumos anuais de água, fuelóleo e eletricidade da Refinaria e a elaboração de um plano de consumos para o ano de 2014 a partir do modelo criado. A reformulação do respetivo Sistema de Gestão de Consumos resultou de um conjunto de etapas. Numa primeira fase foi necessário efetuar uma caraterização e uma análise do atual Sistema de Gestão de Consumos da Empresa, sistema composto por um conjunto de sete ficheiros de cálculo do programa Microsoft Excel©. Terminada a análise, selecionada a informação pertinente e propostas todas as melhorias a introduzir nos ficheiros, procedeu-se à reformulação do respetivo SGE, reduzindo-se o conjunto de ficheiros de cálculo para apenas dois ficheiros, um onde serão efetuados e visualizados todos os registos e outro onde serão realizados os cálculos necessários para o controlo energético da Empresa. O novo Sistema de Gestão de Consumos de Energia será implementado no início do ano de 2015. Relativamente às alterações propostas para as folhas de registos manuais, estas já foram implementadas pela Empresa. Esta aplicação prática mostrou-se bastante eficiente uma vez que permitiu grandes melhorias processuais nomeadamente, menores tempos de preenchimento das mesmas e um encurtamento das rotas efetuadas diariamente pelos operadores. Através do levantamento efetuado aos diversos contadores foi possível identificar todas as áreas onde será necessário a sua instalação e a substituição de todos os contadores avariados, permitindo deste modo uma contabilização mais precisa de todos os consumos da Empresa. Com esta reestruturação o Sistema de Gestão de Consumos tornou-se mais dinâmico, mais claro e, principalmente, mais eficiente. Para a criação do modelo de previsão de consumos da Empresa foi necessário efetuar-se um levantamento dos consumos históricos de água, eletricidade, fuelóleo e produção de açúcar de dois anos. Após este levantamento determinaram-se os consumos específicos de água, fuelóleo e eletricidade diários (para cada semana dos dois anos) e procedeu-se à caracterização destes consumos por tipo de dia. Efetuada a caracterização definiu-se para cada tipo de dia um consumo específico médio com base nos dois anos. O modelo de previsão de consumos foi criado com base nos consumos específicos médios dos dois anos correspondentes a cada tipo de dia. Procedeu-se por fim à verificação do modelo, comparando-se os consumos obtidos através do modelo (consumos previstos) com os consumos reais de cada ano. Para o ano de 2012 o modelo apresenta um desvio de 6% na previsão da água, 12% na previsão da eletricidade e de 6% na previsão do fuelóleo. Em relação ao ano de 2013, o modelo apresenta um erro de 1% para a previsão dos consumos de água, 8% para o fuelóleo e de 1% para a eletricidade. Este modelo permitirá efetuar contratos de aquisição de energia elétrica com maior rigor o que conduzirá a vantagens na sua negociação e consequentemente numa redução dos custos resultantes da aquisição da mesma. Permitirá também uma adequação dos fluxos de tesouraria à necessidade reais da Empresa, resultante de um modelo de previsão mais rigoroso e que se traduz numa mais-valia financeira para a mesma. Foi também proposto a elaboração de um plano de consumos para o ano de 2014 a partir do modelo criado em função da produção prevista para esse mesmo ano. O modelo apresenta um desvio de 24% na previsão da água, 0% na previsão da eletricidade e de 28% na previsão do fuelóleo.

Digital storytelling: student ID in higher education

Identity achievement is related to personality, as well as cognitive and interpersonal development. In tandem with the deep structural changes that have taken place in society, education must also shift towards a teaching approach focused on learning and the overall development of the student. The integration of technology may be the drive to foster the needed changes. We draw on the literature of multiple subject areas as basis for our work, namely: identity construction and self-representation, within a psychological and social standpoint; Higher Education (HE) in Portugal after Bologna, college student development and other intrinsic relationships, namely the role of emotions and interpersonal relationships in the learning process; the technological evolution of storytelling towards Digital Storytelling (DS) – the Californian model – and its connections to identity and education. Ultimately we propose DS as the aggregator capable of humanizing HE while developing essential skills and competences. Grounded on an interpretative/constructivist paradigm, we implemented a qualitative case study to explore DS in HE. In three attempts to collect student data, we gathered detailed observation notes from two Story Circles; twelve student written reflections; fourteen Digital Stories and detailed observation notes from one Story Show. We carried out three focus groups with teachers where we discussed their perceptions of each student prior to and after watching the Digital Stories, in addition to their opinion on DS in HE as a teaching and learning method and its influence on interpersonal relationships. We sought understandings of the integration of DS to analyze student selfperception and self-representation in HE contexts and intersected our findings with teachers’ perceptions of their students. We compared teachers’ and students’ perspectives, through the analysis of data collected throughout the DS process – Story Circle, Story Creation and Story Show – and triangulated that information with the students’ personal reflections and teacher perceptions. Finally we questioned if and how DS may influence teachers’ perceptions of students. We found participants to be the ultimate gatekeepers in our study. Very few students and teachers voluntarily came forth to take part in the study, confirming the challenge remains in getting participants to see the value and understand the academic rigor of DS. Despite this reluctance, DS proved to be an asset for teachers and students directly and indirectly involved in the study. DS challenges HE contexts, namely teacher established perception of students; student’s own expectations regarding learning in HE; the emotional realm, the private vs. public dichotomy and the shift in educational roles.

Descending pain modulation in a Kaolin-induced hydrocephalus rat model

Pain transmission at the spinal cord is modulated by descending actions that arise from supraspinal areas which collectively form the endogenous pain control system. Two key areas involved of the endogenous pain control system have a circunventricular location, namely the periaqueductal grey (PAG) and the locus coeruleus (LC). The PAG plays a crucial role in descending pain modulation as it conveys the input from higher brain centers to the spinal cord. As to the LC, it is involved in descending pain inhibition by direct noradrenergic projections to the spinal cord. In the context of neurological defects, several diseases may affect the structure and function of the brain. Hydrocephalus is a congenital or acquired disease characterized by an enlargement of the ventricles which leads to a distortion of the adjacent tissues, including the PAG and LC. Usually, patients suffering from hydrocephalus present dysfunctions in learning and memory and also motor deficits. It remains to be evaluated if lesions of the periventricular brain areas involved in pain control during hydrocephalus may affect descending pain control and, herein, affect pain responses. The studies included in the present thesis used an experimental model of hydrocephalus (the rat injected in the cisterna magna with kaolin) to study descending modulation of pain, focusing on the two circumventricular regions referred above (the PAG and the LC). In order to evaluate the effects of kaolin injection into the cisterna magna, we measured the degree of ventricular dilatation in sections encompassing the PAG by standard cytoarquitectonic stanings (thionin staining). For the LC, immunodetection of the noradrenaline-synthetizing enzyme tyrosine hydroxylase (TH) was performed, due to the noradrenergic nature of the LC neurons. In general, rats with kaolin-induced hydrocephalus presented a higher dilatation of the 4th ventricle, along with a tendency to a higher area of the PAG. Due to the validated role of detection the c-fos protooncogene as a marker of neuronal activation, we also studied neuronal activation in the several subnuclei which compose the PAG, namely the dorsomedial, dorsolateral, lateral and ventrolateral (VLPAG) parts. A decrease in the numbers of neurons immunoreactive for Fos protein (the product of activation of the c-fos protooncogene) was detected in rats injected with kaolin, whereas the remaining PAG subnuclei did not present changes in Fos-immunoreactive nuclei. Increases in the levels of TH in the LC, namely at the rostral parts of the nucleus, were detected in hydrocephalic animals. The following pain-related parameters were measured, namely 1) pain behavioural responses in a validated pain inflammatory test (the formalin test) and 2) the nociceptive activation of spinal cord neurons. A decrease in behavioral responses was detected in rats with kaolin-induced hydrocephalus was detected, namely in the second phase of the test (inflammatory phase). This is the phase of the formalin test in which the motor behaviour is less important, which is important since a semi-quantitative analysis of the motor performance of rats injected with kaolin indicates that these animals may present some motor impairments. Collectively, the results of the behavioral studies indicate that rats with kaolin-induced hydrocephalus exhibit hypoalgesia. A decrease in Fos expression was detected at the superficial dorsal layers of the spinal cord in rats with kaolin-induced hydrocephalus, further indicating that hydrocephalus decreases nociceptive responses. It remains to be ascertained if this is due to alterations in the PAG and LC in the rats with kaolin-induced hydrocephalus, which may affect descending pain modulation. It remains to be evaluated what are the mechanisms underlying the increased pain inhibition at the spinal dorsal horn in the hydrocephalus rats. Regarding the VLPAG, the decrease in neuronal activity may impair descending modulation. Since the LC has higher levels of TH in rats with kaolininduced hydrocephalus, which also appears to increase the noradrenergic innervation in the spinal dorsal horn, it is possible that an increase in the release of noradrenaline at the spinal cord accounts for pain inhibition. Our studies also determine the need to study in detail patients with hydrocephalus namely in what concerns their thresholds to pain and to perform imaging studies focused on the structure and function of pain control areas in the brain.

Relationship between ISO 9001 certification maturity and EFQM business excellence model results

Purpose: This exploratory research evaluates if there is a relationship between the number of years since an organization has achieved ISO 9001 certification and the highest level of recognition received by the same organization with the EFQM Business Excellence Model. Methodology/Approach: After state of the art review a detailed comparison between both models was made. Fifty two Portuguese organizations were considered and Correlation coefficient Spearman Rho was used to investigate the possible relationships. Findings: Conclusion is that there is indeed a moderate positive correlation between these two variables, the higher the number of years of ISO 9001 certification, the higher the results of the organization EFQM model evaluation and recognition. This supports the assumption that ISO 9001 International Standard by incorporating many of the principles present in the EFQM Business Excellence Model is consistent with this model and can be considered as a step towards that direction. Research Limitation/implication: Due to the dynamic nature of these models that might change over time and the possible time delays between implementation and results, more in-depth studies like experimental design or a longitudinal quasi-experimental design could be used to confirm the results of this investigation. Originality/Value of paper: This research gives additional insights on conjunct studies of both models. The use of external evaluation results carried out by the independent EFQM assessors minimizes the possible bias of previous studies accessing the value of ISO 9001 certification.

A gestão do risco de liquidez e a concessão de crédito durante os períodos de crise

Dissertação de Mestrado Apresentada ao Instituto Superior de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob orientação do Doutor Mário Joel Matos Veiga de Oliveira Queirós.

Real-Time Application Mapping for Many-Cores Using a Limited Migrative Model

Many-core platforms are an emerging technology in the real-time embedded domain. These devices offer various options for power savings, cost reductions and contribute to the overall system flexibility, however, issues such as unpredictability, scalability and analysis pessimism are serious challenges to their integration into the aforementioned area. The focus of this work is on many-core platforms using a limited migrative model (LMM). LMM is an approach based on the fundamental concepts of the multi-kernel paradigm, which is a promising step towards scalable and predictable many-cores. In this work, we formulate the problem of real-time application mapping on a many-core platform using LMM, and propose a three-stage method to solve it. An extended version of the existing analysis is used to assure that derived mappings (i) guarantee the fulfilment of timing constraints posed on worst-case communication delays of individual applications, and (ii) provide an environment to perform load balancing for e.g. energy/thermal management, fault tolerance and/or performance reasons.

An Execution Model for Fine-Grained Parallelism in Ada

20th International Conference on Reliable Software Technologies - Ada-Europe 2015 (Ada-Europe 2015), 25 to 29, Jun, 2015. Madrid, Spain. Best Paper Award.

The CONCERTO methodology for model-based development of avionics SW

20th International Conference on Reliable Software Technologies - Ada-Europe 2015 (Ada-Europe 2015), 22 to 26, Jun, 2015, Madrid, Spain.