Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Modelling and optimization of the ion exchange membrane bioreactor for removal of anionic pollutants from drinking water streams

Dissertação para obtenção do Grau de Doutor em Engenharia Química, especialidade de Engenharia Bioquímica

Constraint-based modelling of mixed microbial populations: Application to polyhydroxyalkanoates production

Dissertação para obtenção do Grau de Doutor em Engenharia Química e Bioquímica

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.

Reconfigurable photonic logic architecture

The amorphous silicon photo-sensor studied in this thesis, is a double pin structure (p(a-SiC:H)-i’(a-SiC:H)-n(a-SiC:H)-p(a-SiC:H)-i(a-Si:H)-n(a-Si:H)) sandwiched between two transparent contacts deposited over transparent glass thus with the possibility of illumination on both sides, responding to wave-lengths from the ultra-violet, visible to the near infrared range. The frontal il-lumination surface, glass side, is used for light signal inputs. Both surfaces are used for optical bias, which changes the dynamic characteristics of the photo-sensor resulting in different outputs for the same input. Experimental studies were made with the photo-sensor to evaluate its applicability in multiplexing and demultiplexing several data communication channels. The digital light sig-nal was defined to implement simple logical operations like the NOT, AND, OR, and complex like the XOR, MAJ, full-adder and memory effect. A pro-grammable pattern emission system was built and also those for the validation and recovery of the obtained signals. This photo-sensor has applications in op-tical communications with several wavelengths, as a wavelength detector and to execute directly logical operations over digital light input signals.