Development of new membranes based on ionic liquid materials for gas separation

In the field of energy, natural gas is an essential bridge to a clean, low carbon, renewable energy era. However, natural gas processing and transportation regulation require the removal of contaminant compounds such as carbon dioxide (CO2). Regarding clean air, the increasing atmospheric concentrations of greenhouse gases, specifically CO2, is of particular concern. Therefore, new costeffective, high performance technologies for carbon capture have been researched and the design of materials with the ability to efficiently separate CO2 from other gases is of vital importance.(...)

Predicting market movement with Artificial Neural Networks

This paper presents an application of an Artificial Neural Network (ANN) to the prediction of stock market direction in the US. Using a multilayer perceptron neural network and a backpropagation algorithm for the training process, the model aims at learning the hidden patterns in the daily movement of the S&P500 to correctly identify if the market will be in a Trend Following or Mean Reversion behavior. The ANN is able to produce a successful investment strategy which outperforms the buy and hold strategy, but presents instability in its overall results which compromises its practical application in real life investment decisions.

Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.