Business model optimization of Prego Gourmet

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

An RF LC Q-enhanced CMOS iter using integrated inductors with layout optimization

Dissertação apresentada para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Exopolysaccharide production by Enterobacter A47: optimization of cultivation conditions and study of polymer functional properties

Dissertação para obtenção do Grau de Mestre em Biotecnologia

Optimization based design of LC voltage controlled oscilators

Dissertação para obtenção do Grau de Doutor em Engenharia Electrotécnica e de Computadores

Optimization of ring oscillators

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

The optimization of the complaints management system

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

Optimization of investment promotion tools for Portugal: Specific recommendations to attract investments from Germany

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

Evaluation and optimization of a session-based middleware for data management

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Constraint reasoning with local search for continuous optimization

Optimization is a very important field for getting the best possible value for the optimization function. Continuous optimization is optimization over real intervals. There are many global and local search techniques. Global search techniques try to get the global optima of the optimization problem. However, local search techniques are used more since they try to find a local minimal solution within an area of the search space. In Continuous Constraint Satisfaction Problems (CCSP)s, constraints are viewed as relations between variables, and the computations are supported by interval analysis. The continuous constraint programming framework provides branch-and-prune algorithms for covering sets of solutions for the constraints with sets of interval boxes which are the Cartesian product of intervals. These algorithms begin with an initial crude cover of the feasible space (the Cartesian product of the initial variable domains) which is recursively refined by interleaving pruning and branching steps until a stopping criterion is satisfied. In this work, we try to find a convenient way to use the advantages in CCSP branchand- prune with local search of global optimization applied locally over each pruned branch of the CCSP. We apply local search techniques of continuous optimization over the pruned boxes outputted by the CCSP techniques. We mainly use steepest descent technique with different characteristics such as penalty calculation and step length. We implement two main different local search algorithms. We use “Procure”, which is a constraint reasoning and global optimization framework, to implement our techniques, then we produce and introduce our results over a set of benchmarks.

Optimization of breast tomosynthesis image reconstruction using parallel computing

Breast cancer is the most common cancer among women, being a major public health problem. Worldwide, X-ray mammography is the current gold-standard for medical imaging of breast cancer. However, it has associated some well-known limitations. The false-negative rates, up to 66% in symptomatic women, and the false-positive rates, up to 60%, are a continued source of concern and debate. These drawbacks prompt the development of other imaging techniques for breast cancer detection, in which Digital Breast Tomosynthesis (DBT) is included. DBT is a 3D radiographic technique that reduces the obscuring effect of tissue overlap and appears to address both issues of false-negative and false-positive rates. The 3D images in DBT are only achieved through image reconstruction methods. These methods play an important role in a clinical setting since there is a need to implement a reconstruction process that is both accurate and fast. This dissertation deals with the optimization of iterative algorithms, with parallel computing through an implementation on Graphics Processing Units (GPUs) to make the 3D reconstruction faster using Compute Unified Device Architecture (CUDA). Iterative algorithms have shown to produce the highest quality DBT images, but since they are computationally intensive, their clinical use is currently rejected. These algorithms have the potential to reduce patient dose in DBT scans. A method of integrating CUDA in Interactive Data Language (IDL) is proposed in order to accelerate the DBT image reconstructions. This method has never been attempted before for DBT. In this work the system matrix calculation, the most computationally expensive part of iterative algorithms, is accelerated. A speedup of 1.6 is achieved proving the fact that GPUs can accelerate the IDL implementation.

Efficiency optimization of the transportation supply chain activity: the maritime option for Volkswagen Autoeuropa

Field Lab of Entrepreneurial Innovative Ventures

Cost-to-serve customers’ optimization: Macro project Unilever – Jerónimo Martins

The objective of this work project is to analyse and discuss the importance of the “Cost to Serve” as a differentiation key factor, by accessing cost to serve customers of a Portuguese subsidiary of a multinational company, which is operating in the sector of fast moving consumer goods (FMCG) – Unilever – Jerónimo Martins (UJM). I will also suggest and quantify key proposals to decrease costs and increase customers’ value. Hence, the scope of this work project is focused on logistics and distribution processes of the company supply chain.

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

On the pricing of bivariate options in the presence of a discrete dividend payment

A Work Project, presented as part of the requirements for the Award of a Master's Double Degree in Finance from the NOVA School of Business and Economics / Masters Degree in Economics from Insper

The accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend

This project characterizes the accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend. A description of the escrowed dividend model is provided, and a comparison between this model and the benchmark model is realized. It is concluded that options on stocks with either low volatility, low dividend yield, low ex-dividend to maturity ratio or that are deep in or out of the money are reasonably priced with the escrowed dividend model.