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).

Continuous improvement logidtics project: A study on the increase of the finished goods warehouse of Unilever at Sta. Iria

This project is called Improvement Logistics Project and aims to study an opportunity of expansion of the output in 80% of the Unilever warehouse at Sta. Iria via an increase in exportations for the next two years. This has been done using the Distibuidora Luís Simões tariff rates as basis of comparison for the as-is and to-be situations. For this matter, an allocation of all the costs of the warehouse is prepared and described with the goal of comparing the differences with and without expansion. The results show that a better outcome is achieved with the investment, but the warehouse is yet to prove its efficiency against the distribution company.

DYNAMOD – A dynamic agent based modelling framework for digital businesses

Digital Businesses have become a major driver for economic growth and have seen an explosion of new startups. At the same time, it also includes mature enterprises that have become global giants in a relatively short period of time. Digital Businesses have unique characteristics that make the running and management of a Digital Business much different from traditional offline businesses. Digital businesses respond to online users who are highly interconnected and networked. This enables a rapid flow of word of mouth, at a pace far greater than ever envisioned when dealing with traditional products and services. The relatively low cost of incremental user addition has led to a variety of innovation in pricing of digital products, including various forms of free and freemium pricing models. This thesis explores the unique characteristics and complexities of Digital Businesses and its implications on the design of Digital Business Models and Revenue Models. The thesis proposes an Agent Based Modeling Framework that can be used to develop Simulation Models that simulate the complex dynamics of Digital Businesses and the user interactions between users of a digital product. Such Simulation models can be used for a variety of purposes such as simple forecasting, analysing the impact of market disturbances, analysing the impact of changes in pricing models and optimising the pricing for maximum revenue generation or a balance between growth in usage and revenue generation. These models can be developed for a mature enterprise with a large historical record of user growth rate as well as for early stage enterprises without much historical data. Through three case studies, the thesis demonstrates the applicability of the Framework and its potential applications.

Contribution to a strategic plan for the implementation of continuous improvement process in an MRO

This Work Project studies the Continuous Improvement and Processes (CIP) department at TAP Maintenance & Engineering. The project has the objective to provide insights to align the activities of the department with the strategy of the organization. For such, two focuses were taken: (i) an internal analysis which highlighted a need for transversal change to ensure the adoption of Continuous Improvement at TAP, and (ii) a process which outlined objectives and projects to be pursued to prioritize CIP’s activities in accordance with the organization’s goals. The outcome includes (a) important recommendations concerning strategic planning and competition evaluation and (b) a process’ output that reflects a balance among factors influencing the priority of projects.

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.

Nestle's dynamic forecasting process: Anticipating risks and opportunities

Nestlé’s Dynamic Forecasting Process: Anticipating Risks and Opportunities This Work Project discusses the Nestlé’s Dynamic Forecasting Process, implemented within the organization as a way of reengineering its performance management concept and processes, so as to make it more flexible and capable to react to volatile business conditions. When stressing the importance of demand planning to reallocate resources and enhance performance, Nescafé Dolce Gusto comes as way of seeking improvements on this forecasts’ accuracy and it is thus, by providing a more accurate model on its capsules’ sales, as well as recommending adequate implementations that positively contribute to the referred Planning Process, that value is brought to the Project