Credit risk stress testing: The Portuguese environment, macroeconomic scenarios and the estimation of losses for corporate sectors

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

Study of membrane emulsification process as a pre-step for the microencapsulation of lipid compounds by spray drying

Dissertation presented to Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa for obtaining the master degree in Membrane Engineering

Customer Lifetime Value: a framework for application in the insurance industry - Building a Business Process to Generate and Maintain an Automatic Estimation Agent

Research Project submited as partial fulfilment for the Master Degree in Statistics and Information Management

Ranking schools: a step toward increased accountability or a mere discriminatory practice?

The purpose of this paper is to contribute to the discussion of the effects of published school rankings based on average scores obtained by students on national exams. We study the effectiveness of this (low-stakes) accountability mechanism; we analyze whether students react to these rankings, by moving in or out of high-schools according to their scores and examine the movements of closing of schools. Our results suggest that families react strongly to published rankings. We also look at the changes in the socio-economic background of students of poorly performing schools in order to evaluate whether the publication of rankings has increased inequality, as feared by many observers. According to our results, published rankings do in fact reinforce stratification by income.

Parameter estimation in the presence of auxiliary information

Dissertação para obtenção do Grau de Doutora em Estatística e Gestão de Risco, Especialidade em Estatística

Evaluation of uv spectrophotometry for estimation of nitrite and nitrate in nitrified urine

Water is a limited resource for which demand is growing. Contaminated water from inadequate wastewater treatment provides one of the greatest health challenges as it restricts development and increases poverty in emerging and developing countries. Therefore, the connection between wastewater and human health is linked to access to sanitation and to human waste disposal. Adequate sanitation is expected to create a barrier between disposed human excreta and sources of drinking water. Different approaches to wastewater management are required for different geographical regions and different stages of economic governance depending on the capacity to manage wastewater. Effective wastewater management can contribute to overcome the challenges of water scarcity. Separate collection of human urine at its source is one promising approach that strongly reduces the economic and load demands on wastewater treatment plants (WWTP). Treatment of source-separated urine appears as a sanitation system that is affordable, produces a valuable fertiliser, reduces pollution of water resources and promotes health. However, the technical realisation of urine separation still faces challenges. Biological hydrolysis of urea causes a strong increase of ammonia and pH. Under these conditions ammonia volatilises which can cause odour problems and significant nitrogen losses. The above problems can be avoided by urine stabilisation. Biological nitrification is a suitable process for stabilisation of urine. Urine is a highly concentrated nutrient solution which can lead to strong inhibition effects during bacterial nitrification. This can further lead to process instabilities. The major cause of instability is accumulation of the inhibitory intermediate compound nitrite, which could lead to process breakdown. Enhanced on-line nitrite monitoring can be applied in biological source-separated urine nitrification reactors as a sustainable and efficient way to improve the reactor performance, avoiding reactor failures and eventual loss of biological activity. Spectrophotometry appears as a promising candidate for the development and application of on-line nitrite monitoring. Spectroscopic methods together with chemometrics are presented in this work as a powerful tool for estimation of nitrite concentrations. Principal component regression (PCR) is applied for the estimation of nitrite concentrations using an immersible UV sensor and off-line spectra acquisition. The effect of particles and the effect of saturation, respectively, on the UV absorbance spectra are investigated. The analysis allows to conclude that (i) saturation has a substantial effect on nitrite estimation; (ii) particles appear to have less impact on nitrite estimation. In addition, improper mixing together with instabilities in the urine nitrification process appears to significantly reduce the performance of the estimation model.

Detection of purkinje images for automatic positioning of fixation target and interferometric measurements of anterior eye chamber

In cataract surgery, the eye’s natural lens is removed because it has gone opaque and doesn’t allow clear vision any longer. To maintain the eye’s optical power, a new artificial lens must be inserted. Called Intraocular Lens (IOL), it needs to be modelled in order to have the correct refractive power to substitute the natural lens. Calculating the refractive power of this substitution lens requires precise anterior eye chamber measurements. An interferometry equipment, the AC Master from Zeiss Meditec, AG, was in use for half a year to perform these measurements. A Low Coherence Interferometry (LCI) measurement beam is aligned with the eye’s optical axis, for precise measurements of anterior eye chamber distances. The eye follows a fixation target in order to make the visual axis align with the optical axis. Performance problems occurred, however, at this step. Therefore, there was a necessity to develop a new procedure that ensures better alignment between the eye’s visual and optical axes, allowing a more user friendly and versatile procedure, and eventually automatizing the whole process. With this instrument, the alignment between the eye’s optical and visual axes is detected when Purkinje reflections I and III are overlapped, as the eye follows a fixation target. In this project, image analysis is used to detect these Purkinje reflections’ positions, eventually automatically detecting when they overlap. Automatic detection of the third Purkinje reflection of an eye following a fixation target is possible with some restrictions. Each pair of detected third Purkinje reflections is used in automatically calculating an acceptable starting position for the fixation target, required for precise measurements of anterior eye chamber distances.

EDP - A new estimation algorithm

The aim of this work project is to analyze the current algorithm used by EDP to estimate their clients’ electrical energy consumptions, create a new algorithm and compare the advantages and disadvantages of both. This new algorithm is different from the current one as it incorporates some effects from temperature variations. The results of the comparison show that this new algorithm with temperature variables performed better than the same algorithm without temperature variables, although there is still potential for further improvements of the current algorithm, if the prediction model is estimated using a sample of daily data, which is the case of the current EDP algorithm.

Genetic algorithm for shipping route estimation with long-range tracking data : automatic reconstruction of shipping routes based on the historical ship positions for maritime safety applications

Ship tracking systems allow Maritime Organizations that are concerned with the Safety at Sea to obtain information on the current location and route of merchant vessels. Thanks to Space technology in recent years the geographical coverage of the ship tracking platforms has increased significantly, from radar based near-shore traffic monitoring towards a worldwide picture of the maritime traffic situation. The long-range tracking systems currently in operations allow the storage of ship position data over many years: a valuable source of knowledge about the shipping routes between different ocean regions. The outcome of this Master project is a software prototype for the estimation of the most operated shipping route between any two geographical locations. The analysis is based on the historical ship positions acquired with long-range tracking systems. The proposed approach makes use of a Genetic Algorithm applied on a training set of relevant ship positions extracted from the long-term storage tracking database of the European Maritime Safety Agency (EMSA). The analysis of some representative shipping routes is presented and the quality of the results and their operational applications are assessed by a Maritime Safety expert.

The role of arl13b in cilia length regulation and in zebrafish development

RESUMO: Arl13b é uma importante proteína ciliar, presente em cílios primários e cílios móveis. Ratinhos mutantes para Arl13b têm comprimento dos cílios reduzido e defeitos nos B-túbulos dos cílios. Como consequência destes fenótipos, deficiências na Arl13b originam, em modelos animais, várias doenças congénitas, incluindo problemas no estabelecimento do eixo esquerda-direita, malformações cerebrais e deformações corporais. Nos seres humanos, deficiências na Arl13b levam a uma doença crónica congénita chamada Síndrome de Joubert. Por outro lado, a sobreexpressão de Arl13b origina cílios mais longos, no entanto existe uma ausência da caracterização dos fenótipos celulares e durante o desenvolvimento embrionário. Neste trabalho, quisemos explorar o efeito da sobre-expressão de Arl13b em embriões de peixezebra. Descobrimos que, ao nível ciliar, a sobre-expressão de Arl13b nas células aumenta o comprimento ciliar em cílios primários e móveis, no entanto, a esses cílios falta adequada acetilação da alfa-tubulina no citoesqueleto feito por microtúbulos. Os nossos resultados mostraram que esse efeito é específico de Arl13b sobre-expressão e quando se manipularam as enzimas responsáveis pela acetilação (Mec17) e pela de-acetilação (HDAC6) encontrámos uma sinergia potencial com ambas. Testámos ainda, que o aumento no comprimento ciliar não estava causalmente relacionado com a falta de acetilação, ou seja, os cílios com menos acetilação não eram necessariamente os mais longos. Também mostrámos que a sobre-expressão de Arl13b é capaz de restaurar o comprimento dos cílios em mutantes com cílios curtos e como isso pode ser explorado para um futuro potencial papel terapêutico para Arl13b. Em seguida, foi avaliado o impacto do aumento da quantidade de Arl13b no desenvolvimento embrionário do peixe-zebra. Observou-se que a sobre-expressão de Arl13b apresentava fenótipos muito fracos, quando comparados com a perda de função dos mutantes de Arl13b. Focados no inesperado fenótipo leve no estabelecimento do eixo esquerda-direita abordámos a questão através do estabelecimento de uma colaboração com matemáticos, descobrimos que os cílios mais longos que potencialmente têm a capacidade de movimentar mais fluido são atenuados por amplitudes de batimento menores, e, como resultado, estes longos cílios não prejudicam o movimento do fluido e consequentemente não afetam o estabelecimento dos padrões de esquerda-direita. Sugerimos assim que a Arl13b é um regulador chave, do comprimento ciliar. Descobrimos uma nova interação com as enzimas de acetilação/de-acetilação e levantamos novas hipóteses quanto aos mecanismos moleculares da função da Arl13b. Propomos um novo modelo para o mecanismo molecular da Arl13b na regulação do comprimento dos cílios onde podemos integrar os nossos resultados com os relatados na literatura. Este trabalho adiciona mais conhecimento para o mecanismo de ação da Arl13b e, portanto, fornece uma importante contribuição para o campo da investigação em cílios.---------------------------------------------------------------------------------------------------------------------- ABSTRACT: Arl13b is an important ciliary protein, present in primary and motile cilia. arl13b-/- mouse mutants have reduced cilia length and cilia B-tubule defects. As a consequence of these phenotypes, Arl13b loss of function animal models suffer from several congenital disorders including left-right problems, brain malformations and body deformations. In humans Arl13b depletion leads to a congenital chronic disease called Joubert Syndrome. On the other hand, overexpressing Arl13b leads to longer cilia but the characterization of the cellular and developmental phenotypes was missing. In this work we explore the effect of Arl13b overexpression in zebrafish embryos. We found that, at the ciliary level, Arl13b overexpression from 1 cell stage produces longer primary and motile cilia, but these cilia lack proper alpha tubulin acetylation of their microtubule cytoskeleton. Our results showed that this effect is specific from Arl13b overexpression and when we manipulated the enzymes responsible for acetylation, Mec17, and de-acetylation, HDAC6, we found a potential synergy of both mec17 knockdown and HDAC6 activity with Arl13b overexpression. We tested that the ciliary increase in length was not causally related to the lack of acetylation, meaning the more de-acetylated cilia were not necessarily the longer ones. We also showed that Arl13b overexpression is able to restore cilia length in short cilia mutants and how that may be explored to a potential future therapeutic role for Arl13b. Next, we evaluated the impact of increasing the amount of Arl13b in zebrafish embryonic development. We observed that Arl13b overexpression presented very mild phenotypes when compared to the loss of function mutants. We focused on the unexpected left-right mild phenotype and by establishing a mathematical modeling collaboration, we found out that the longer cilia generated force was attenuated by smaller beating amplitudes, and as a result, these long cilia were not impairing the cilia generated flow and the establishment of left-right patterning. We suggest that Arl13b is one key cilia length regulator. We disclosed a novel interaction with the acetylation / de-acetylation enzymes and raised new hypothesis as to the mechanisms of Arl13b function. We propose a new model for the Arl13b molecular mechanism of cilia length regulation where we integrate our findings with those reported in the literature. This work adds more knowledge to the Arl13b mechanism of action and therefore provides an important contribution to the cilia research field.