Brownian motion with drift threshold model

In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

Neural mechanisms of stimulus generalization in auditory fear conditioning

Dissertation presented to obtain the Ph.D degree in Neuroscience Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa

Fiscal multipliers in Portugal using a threshold approach

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

Fiscal policy under financial stress: A threshold VAR approach

The purpose of the project is to measure the impact of fiscal policy on the Portuguese GDP and how it may vary according to the state of the financial market. A Threshold VAR model is presented in which the two regimes are found using a financial stress index that divides the economy into a situation of financial stress and financial stability.

Functional MRI of stimulus interference on auditory processing in normal listeners and tinnitus patients

We are constantly immersed in stimuli. Upon reaching our senses, stimuli are processed within various brain systems along various pathways into the brain, and eventually turned into a percept. However, there are percepts that do not result from responses to external source stimuli. A particular case of this situation is the auditory percept known as tinnitus. Tinnitus can be seen as a task-irrelevant auditory percept, commonly reported to interfere with normal daily tasks. This is known from reports made by tinnitus sufferers that refer to their phantom percept as distracting, and that it diverts their focus from the task-relevant stimuli.(...)