The fitting of the German yield curve: A dynamic approach using latent, macroeconomic and stock market variables

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Enterococcus faecalis V583 prophages: Dynamic interactions and contribution to bacterial pathogenic traits

Dissertation presented to obtain the Ph.D degree in Biology.

A framework for developing motion-based games

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

An existence result for discontinuous games

We introduce a notion of upper semicontinuity, weak upper semicontinuity, and show that it, together with a weak form of payoff security, is enough to guarantee the existence of Nash equilibria in compact, quasiconcave normal form games. We show that our result generalizes the pure strategy existence theorem of Dasgupta and Maskin (1986) and that it is neither implied nor does it imply the existence theorems of Baye, Tian, and Zhou (1993) and Reny (1999). Furthermore, we show that an equilibrium may fail to exist when, while maintaining weak payoff security, weak upper semicontinuity is weakened to reciprocal upper semicontinuity.

On the existence of pure-strategy equilibria in large games

Over the years, several formalizations and existence results for games with a continuum of players have been given. These include those of Schmeidler (1973), Rashid (1983), Mas-Colell (1984), Khan and Sun (1999) and Podczeck (2007a). The level of generality of each of these existence results is typically regarded as a criterion to evaluate how appropriate is the corresponding formalization of large games. In contrast, we argue that such evaluation is pointless. In fact, we show that, in a precise sense, all the above existence results are equivalent. Thus, all of them are equally strong and therefore cannot rank the different formalizations of large games.

Collusion and reciprocity in infinitely repeated games

This paper extends the standard industrial organization models of repeated interaction between firms by incorporating preferences for reciprocity. A reciprocal firm responds to unkind behavior of rivals with unkind actions (destructive reciprocity), while at the same time, it responds to kind behavior of rivals with kind actions (constructive reciprocity). The main finding of the paper is that, for plausible perceptions of fairness, preferences for reciprocity facilitate collusion in infinitely repeated market games, that is, the critical discount rate at wish collusion can be sustained tends to be lower when firms have preferences for reciprocity than when firms are selfish. The paper also finds that the best collusive outcome that can be sustained in the infinitely repeated Cournot game with reciprocal firms is worse for consumers than the best collusive outcome that can be sustained in the infinitely repeated Cournot game with selfish firms.

Narrative Memory in Hyperfiction and Games

The aim of this paper is to address some theoretical issues concerning the narrative practice in cyberspace. From a narratological perspective it intends to clarify the functioning of time and space in storytelling. For that purpose it traces the concept(s) of memory inherited from rhetoric; the use of memory as a narrative device in traditional accounts; the adaptations imposed by hyperfiction. Using practical examples (including two Portuguese case studies - InStory 2006, and Noon 2007) it will show how narrative memory strategies can be helpful in game literacy. The main purpose is to contribute to serious game research and (trans)literary studies.

Dynamic adaptation of interaction models for stateful web services

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Carbon prices. Dynamic analysis of European and Californian markets

Dissertação para obtenção do Grau de Doutor em Alterações Climáticas e Políticas de Desenvolvimento Sustentável

Application of NMR RDC’s, relaxation and self-diffusion for the study of dynamic processes of small molecules in solution

Spin-lattice Relaxation, self-Diffusion coefficients and Residual Dipolar Couplings (RDC’s) are the basis of well established Nuclear Magnetic Resonance techniques for the physicochemical study of small molecules (typically organic compounds and natural products with MW < 1000 Da), as they proved to be a powerful and complementary source of information about structural dynamic processes in solution. The work developed in this thesis consists in the application of the earlier-mentioned NMR techniques to explore, analyze and systematize patterns of the molecular dynamic behavior of selected small molecules in particular experimental conditions. Two systems were chosen to investigate molecular dynamic behavior by these techniques: the dynamics of ion-pair formation and ion interaction in ionic liquids (IL) and the dynamics of molecular reorientation when molecules are placed in oriented phases (alignment media). The application of NMR spin-lattice relaxation and self-diffusion measurements was applied to study the rotational and translational molecular dynamics of the IL: 1-butyl-3-methylimidazolium tetrafluoroborate [BMIM][BF4]. The study of the cation-anion dynamics in neat and IL-water mixtures was systematically investigated by a combination of multinuclear NMR relaxation techniques with diffusion data (using by H1, C13 and F19 NMR spectroscopy). Spin-lattice relaxation time (T1), self-diffusion coefficients and nuclear Overhauser effect experiments were combined to determine the conditions that favor the formation of long lived [BMIM][BF4] ion-pairs in water. For this purpose and using the self-diffusion coefficients of cation and anion as a probe, different IL-water compositions were screened (from neat IL to infinite dilution) to find the conditions where both cation and anion present equal diffusion coefficients (8% water fraction at 25 ºC). This condition as well as the neat IL and the infinite dilution were then further studied by 13C NMR relaxation in order to determine correlation times (c) for the molecular reorientational motion using a mathematical iterative procedure and experimental data obtained in a temperature range between 273 and 353 K. The behavior of self-diffusion and relaxation data obtained in our experiments point at the combining parameters of molar fraction 8 % and temperature 298 K as the most favorable condition for the formation of long lived ion-pairs. When molecules are subjected to soft anisotropic motion by being placed in some special media, Residual Dipolar Couplings (RDCs), can be measured, because of the partial alignment induced by this media. RDCs are emerging as a powerful routine tool employed in conformational analysis, as it complements and even outperforms the approaches based on the classical NMR NOE or J3 couplings. In this work, three different alignment media have been characterized and evaluated in terms of integrity using 2H and 1H 1D-NMR spectroscopy, namely the stretched and compressed gel PMMA, and the lyotropic liquid crystals CpCl/n-hexanol/brine and cromolyn/water. The influence that different media and degrees of alignment have on the dynamic properties of several molecules was explored. Different sized sugars were used and their self-diffusion was determined as well as conformation features using RDCs. The results obtained indicate that no influence is felt by the small molecules diffusion and conformational features studied within the alignment degree range studied, which was the 3, 5 and 6 % CpCl/n-hexanol/brine for diffusion, and 5 and 7.5 % CpCl/n-hexanol/brine for conformation. It was also possible to determine that the small molecules diffusion verified in the alignment media presented close values to the ones observed in water, reinforcing the idea of no conditioning of molecular properties in such media.

Dynamic stiffness of the piled foundation of a onshore wind turbine

One of today's biggest concerns is the increase of energetic needs, especially in the developed countries. Among various clean energies, wind energy is one of the technologies that assume greater importance on the sustainable development of humanity. Despite wind turbines had been developed and studied over the years, there are phenomena that haven't been yet fully understood. This work studies the soil-structure interaction that occurs on a wind turbine's foundation composed by a group of piles that is under dynamic loads caused by wind. This problem assumes special importance when the foundation is implemented on locations where safety criteria are very demanding, like the case of a foundation mounted on a dike. To the phenomenon of interaction between two piles and the soil between them it's given the name of pile-soil-pile interaction. It is known that such behavior is frequency dependent, and therefore, on this work evaluation of relevant frequencies for the intended analysis is held. During the development of this thesis, two methods were selected in order to assess pile-soil-pile interaction, being one of analytical nature and the other of numerical origin. The analytical solution was recently developed and its called Generalized pile-soil-pile theory, while for the numerical method the commercial nite element software PLAXIS 3D was used. A study of applicability of the numerical method is also done comparing the given solution by the nite element methods with a rigorous solution widely accepted by the majority of the authors.

Study of the electromyographic signal dynamic behavior in Amyotrophic Lateral Sclerosis (ALS)

Amyotrophic Lateral Sclerosis (ALS) is a neurodegenerative disease characterized by motor neurons degeneration, which reduces muscular force, being very difficult to diagnose. Mathematical methods are used in order to analyze the surface electromiographic signal’s dynamic behavior (Fractal Dimension (FD) and Multiscale Entropy (MSE)), evaluate different muscle group’s synchronization (Coherence and Phase Locking Factor (PLF)) and to evaluate the signal’s complexity (Lempel-Ziv (LZ) techniques and Detrended Fluctuation Analysis (DFA)). Surface electromiographic signal acquisitions were performed in upper limb muscles, being the analysis executed for instants of contraction for ipsilateral acquisitions for patients and control groups. Results from LZ, DFA and MSE analysis present capability to distinguish between the patient group and the control group, whereas coherence, PLF and FD algorithms present results very similar for both groups. LZ, DFA and MSE algorithms appear then to be a good measure of corticospinal pathways integrity. A classification algorithm was applied to the results in combination with extracted features from the surface electromiographic signal, with an accuracy percentage higher than 70% for 118 combinations for at least one classifier. The classification results demonstrate capability to distinguish members between patients and control groups. These results can demonstrate a major importance in the disease diagnose, once surface electromyography (sEMG) may be used as an auxiliary diagnose method.

About using serious games to teach (Portuguese) sign language

Sign language is the form of communication used by Deaf people, which, in most cases have been learned since childhood. The problem arises when a non-Deaf tries to contact with a Deaf. For example, when non-Deaf parents try to communicate with their Deaf child. In most cases, this situation tends to happen when the parents did not have time to properly learn sign language. This dissertation proposes the teaching of sign language through the usage of serious games. Currently, similar solutions to this proposal do exist, however, those solutions are scarce and limited. For this reason, the proposed solution is composed of a natural user interface that is intended to create a new concept on this field. The validation of this work, consisted on the implementation of a serious game prototype, which can be used as a source for learning (Portuguese) sign language. On this validation, it was first implemented a module responsible for recognizing sign language. This first stage, allowed the increase of interaction and the construction of an algorithm capable of accurately recognizing sign language. On a second stage of the validation, the proposal was studied so that the pros and cons can be determined and considered on future works.

Transactions in dynamic reactive environments

Most of today’s systems, especially when related to the Web or to multi-agent systems, are not standalone or independent, but are part of a greater ecosystem, where they need to interact with other entities, react to complex changes in the environment, and act both over its own knowledge base and on the external environment itself. Moreover, these systems are clearly not static, but are constantly evolving due to the execution of self updates or external actions. Whenever actions and updates are possible, the need to ensure properties regarding the outcome of performing such actions emerges. Originally purposed in the context of databases, transactions solve this problem by guaranteeing atomicity, consistency, isolation and durability of a special set of actions. However, current transaction solutions fail to guarantee such properties in dynamic environments, since they cannot combine transaction execution with reactive features, or with the execution of actions over domains that the system does not completely control (thus making rolling back a non-viable proposition). In this thesis, we investigate what and how transaction properties can be ensured over these dynamic environments. To achieve this goal, we provide logic-based solutions, based on Transaction Logic, to precisely model and execute transactions in such environments, and where knowledge bases can be defined by arbitrary logic theories.

Tool for spatial and dynamic representation of artistic performances

This proposal aims to explore the use of available technologies for video representation of sets and performers in order to serve as support for composition processes and artistic performer rehearsals, while focusing in representing the performer’s body and its movements, and its relation with objects belonging to the three-dimensional space of their performances. This project’s main goal is to design and develop a system that can spatially represent the performer and its movements, by means of capturing processes and reconstruction using a camera device, as well as enhance the three-dimensional space where the performance occurs by allowing interaction with virtual objects and by adding a video component, either for documentary purposes, or for live performances effects (for example, using video mapping video techniques in captured video or projection during a performance).