Segregated modeling and selection of populations for polyhydroxyalkanoate production by mixed microbial cultures

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Química e Bioquímica

Modeling and visualization of medical anesthesiology acts

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Analysis and simulation of social unrest in Europe: towards understanding social unrest in Europe

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies

Modeling and forecasting value-at-risk for the Portuguese stock market

The aim of this work project is to find a model that is able to accurately forecast the daily Value-at-Risk for PSI-20 Index, independently of the market conditions, in order to expand empirical literature for the Portuguese stock market. Hence, two subsamples, representing more and less volatile periods, were modeled through unconditional and conditional volatility models (because it is what drives returns). All models were evaluated through Kupiec’s and Christoffersen’s tests, by comparing forecasts with actual results. Using an out-of-sample of 204 observations, it was found that a GARCH(1,1) is an accurate model for our purposes.