State detection in a financial portfolio: a self-organizing maps approach for financial time series

This study analyses financial data using the result characterization of a self-organized neural network model. The goal was prototyping a tool that may help an economist or a market analyst to analyse stock market series. To reach this goal, the tool shows economic dependencies and statistics measures over stock market series. The neural network SOM (self-organizing maps) model was used to ex-tract behavioural patterns of the data analysed. Based on this model, it was de-veloped an application to analyse financial data. This application uses a portfo-lio of correlated markets or inverse-correlated markets as input. After the anal-ysis with SOM, the result is represented by micro clusters that are organized by its behaviour tendency. During the study appeared the need of a better analysis for SOM algo-rithm results. This problem was solved with a cluster solution technique, which groups the micro clusters from SOM U-Matrix analyses. The study showed that the correlation and inverse-correlation markets projects multiple clusters of data. These clusters represent multiple trend states that may be useful for technical professionals.

ClearPhoto - augmented photography

The widespread use of mobile devices has made known to the general public new areas that were hitherto confined to specialized devices. In general, the smartphone came to give all users the ability to execute multiple tasks, and among them, take photographs using the integrated cameras. Although these devices are continuously receiving improved cameras, their manufacturers do not take advantage of their full potential, since the operating systems normally offer simple APIs and applications for shooting. Therefore, taking advantage of this environment for mobile devices, we find ourselves in the best scenario to develop applications that help the user obtaining a good result when shooting. In an attempt to provide a set of techniques and tools more applied to the task, this dissertation presents, as a contribution, a set of tools for mobile devices that provides information in real-time on the composition of the scene before capturing an image. Thus, the proposed solution gives support to a user while capturing a scene with a mobile device. The user will be able to receive multiple suggestions on the composition of the scene, which will be based on rules of photography or other useful tools for photographers. The tools include horizon detection and graphical visualization of the color palette presented on the scenario being photographed. These tools were evaluated regarding the mobile device implementation and how users assess their usefulness.

Design of a CMOS amplifier for breast cancer detection

A transimpedance amplifier (TIA) is used, in radiation detectors like the positron emission tomography(PET), to transform the current pulse produced by a photo-sensitive device into an output voltage pulse with a desired amplitude and shape. The TIA must have the lowest noise possible to maximize the output. To achieve a low noise, a circuit topology is proposed where an auxiliary path is added to the feedback TIA input, In this auxiliary path a differential transconductance block is used to transform the node voltage in to a current, this current is then converted to a voltage pulse by a second feedback TIA complementary to the first one, with the same amplitude but 180º out of phase with the first feedback TIA. With this circuit the input signal of the TIA appears differential at the output, this is used to try an reduced the circuit noise. The circuit is tested with two different devices, the Avalanche photodiodes (APD) and the Silicon photomultiplier (SIPMs). From the simulations we find that when using s SIPM with Rx=20kΩ and Cx=50fF the signal to noise ratio is increased from 59 when using only one feedback TIA to 68.3 when we use an auxiliary path in conjunction with the feedback TIA. This values where achieved with a total power consumption of 4.82mv. While the signal to noise ratio in the case of the SIPM is increased with some penalty in power consumption.

The brushstroke and materials of Amadeo de Souza-Cardoso combined in an authentication tool

Nowadays, authentication studies for paintings require a multidisciplinary approach, based on the contribution of visual features analysis but also on characterizations of materials and techniques. Moreover, it is important that the assessment of the authorship of a painting is supported by technical studies of a selected number of original artworks that cover the entire career of an artist. This dissertation is concerned about the work of modernist painter Amadeo de Souza-Cardoso. It is divided in three parts. In the first part, we propose a tool based on image processing that combines information obtained by brushstroke and materials analysis. The resulting tool provides qualitative and quantitative evaluation of the authorship of the paintings; the quantitative element is particularly relevant, as it could be crucial in solving authorship controversies, such as judicial disputes. The brushstroke analysis was performed by combining two algorithms for feature detection, namely Gabor filter and Scale Invariant Feature Transform. Thanks to this combination (and to the use of the Bag-of-Features model), the proposed method shows an accuracy higher than 90% in distinguishing between images of Amadeo’s paintings and images of artworks by other contemporary artists. For the molecular analysis, we implemented a semi-automatic system that uses hyperspectral imaging and elemental analysis. The system provides as output an image that depicts the mapping of the pigments present, together with the areas made using materials not coherent with Amadeo’s palette, if any. This visual output is a simple and effective way of assessing the results of the system. The tool proposed based on the combination of brushstroke and molecular information was tested in twelve paintings obtaining promising results. The second part of the thesis presents a systematic study of four selected paintings made by Amadeo in 1917. Although untitled, three of these paintings are commonly known as BRUT, Entrada and Coty; they are considered as his most successful and genuine works. The materials and techniques of these artworks have never been studied before. The paintings were studied with a multi-analytical approach using micro-Energy Dispersive X-ray Fluorescence spectroscopy, micro-Infrared and Raman Spectroscopy, micro-Spectrofluorimetry and Scanning Electron Microscopy. The characterization of Amadeo’s materials and techniques used on his last paintings, as well as the investigation of some of the conservation problems that affect these paintings, is essential to enrich the knowledge on this artist. Moreover, the study of the materials in the four paintings reveals commonalities between the paintings BRUT and Entrada. This observation is supported also by the analysis of the elements present in a photograph of a collage (conserved at the Art Library of the Calouste Gulbenkian Foundation), the only remaining evidence of a supposed maquete of these paintings. The final part of the thesis describes the application of the image processing tools developed in the first part of the thesis on a set of case studies; this experience demonstrates the potential of the tool to support painting analysis and authentication studies. The brushstroke analysis was used as additional analysis on the evaluation process of four paintings attributed to Amadeo, and the system based on hyperspectral analysis was applied on the painting dated 1917. The case studies therefore serve as a bridge between the first two parts of the dissertation.

Methodological framework for detection of harmonisation breaking in service environments

As the complexity of markets and the dynamicity of systems evolve, the need for interoperable systems capable of strengthening enterprise communication effectiveness increases. This is particularly significant when it comes to collaborative enterprise networks, like manufacturing supply chains, where several companies work, communicate, and depend on each other, in order to achieve a specific goal. Once interoperability is achieved, that is once all network parties are able to communicate with and understand each other, organisations are able to exchange information along a stable environment that follows agreed laws. However, as markets adapt to new requirements and demands, an evolutionary behaviour is triggered giving space to interoperability problems, thus disrupting the sustainability of interoperability and raising the need to develop monitoring activities capable of detecting and preventing unexpected behaviour. This work seeks to contribute to the development of monitoring techniques for interoperable SOA-based enterprise networks. It focuses on the automatic detection of harmonisation breaking events during real-time communications, and strives to develop and propose a methodological approach to handle these disruptions with minimal or no human intervention, hence providing existing service-based networks with the ability to detect and promptly react to interoperability issues.

Reactive electron scattering from biomolecules and technologically relevant molecules

The role of a set of gases relevant within the context of biomolecules and technologically relevant molecules under the interaction of low-energy electrons was studied in an effort to contribute to the understanding of the underlying processes yielding negative ion formation. The results are relevant within the context of damage to living material exposed to energetic radiation, to the role of dopants in the ion-molecule chemistry processes, to Electron Beam Induced Deposition (EBID) and Ion Beam Induced Deposition (IBID) techniques. The research described in this thesis addresses dissociative electron attachment (DEA) and electron transfer studies involving experimental setups from the University of Innsbruck, Austria and Universidade Nova de Lisboa, Portugal, respectively. This thesis presents DEA studies, obtained by a double focusing mass spectrometer, of dimethyl disulphide (C2H6S2), two isomers, enflurane and isoflurane (C3F5Cl5) and two chlorinated ethanes, pentachloroethane (C2HCl5) and hexachloroethane (C2Cl6), along with quantum chemical calculations providing information on the molecular orbitals as well as thermochemical thresholds of anion formation for enflurane, isoflurane, pentachloroethane and hexachloroethane. The experiments represent the most accurate DEA studies to these molecules, with significant differences from previous work reported in the literature. As far as electron transfer studies are concerned, negative ion formation in collisions of neutral potassium atoms with N1 and N3 methylated pyrimidine molecules were obtained by time-of-flight mass spectrometry (TOF). The results obtained allowed to propose concerted mechanisms for site and bond selective excision of bonds.

Electron driven reactions in sulphur containing biological prototypes

The interaction of ionising radiation with living tissues may direct or indirectly generate several secondary species with relevant genotoxic potential. Due to recent findings that electrons with energies below the ionisation threshold can effectively damage DNA, radiation-induced damage to biological systems has increasingly come under scrutiny. The exact physico-chemical processes that occur in the first stages of electron induced damage remain to be explained. However, it is also known that free electrons have a short lifetime in the physiological medium. Hence, electron transfer processes studies represent an alternative approach through which the role of "bound" electrons as a source of damage to biological tissues can be further explored. The thesis work consists of studying dissociative electron attachment (DEA) and electron transfer to taurine and thiaproline. DEA measurements were executed in Siedlce University with Prof. Janina Kopyra under COST action MP1002 (Nanoscale insights in ion beam cancer therapy). The electron transfer experiments were conducted in a crossed atom(potassium)-molecule beam arrangement. In these studies the anionic fragmentation patterns were obtained. The results of both mechanisms are shown to be significantly different, unveiling that the damaging potential of secondary electrons can be underestimated. In addition, sulphur atoms appear to strongly influence the dissociation process, demonstrating that certain reactions can be controlled by substitution of sulphur at specific molecular sites.

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.

Analysis of classification algorithms for crop detection using LANDSAT 8 images

Remote sensing - the acquisition of information about an object or phenomenon without making physical contact with the object - is applied in a multitude of different areas, ranging from agriculture, forestry, cartography, hydrology, geology, meteorology, aerial traffic control, among many others. Regarding agriculture, an example of application of this information is regarding crop detection, to monitor existing crops easily and help in the region’s strategic planning. In any of these areas, there is always an ongoing search for better methods that allow us to obtain better results. For over forty years, the Landsat program has utilized satellites to collect spectral information from Earth’s surface, creating a historical archive unmatched in quality, detail, coverage, and length. The most recent one was launched on February 11, 2013, having a number of improvements regarding its predecessors. This project aims to compare classification methods in Portugal’s Ribatejo region, specifically regarding crop detection. The state of the art algorithms will be used in this region and their performance will be analyzed.