L’hospitalié est un moment d’interaction culturelle

Espacio y hospitalidad, KHÔRA II-3, 2004, Junho, org. Danielle Provansal, (19-26)

Simulation of the velocity field in compound channel flow using different closure models

1st European IAHR Congress,6-4 May, Edinburg, Scotland

Mathematical modelling of shallow flows: closure models drawn from grain-scale mechanics of sediment transport and flow hydrodynamics

Canadian Journal of Civil Engineering 36(10) 1605–16

What is the value of value-at-risk after all?: A conditional approach using quantile regressions

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

An application of reliability-based robustness assessment of steel moment resisting frame structures under post-mainshock cascading events

The paper presented herein proposes a reliability-based framework for quantifying the structural robustness considering the occurrence of a major earthquake (mainshock) and subsequent cascading hazard events, such as aftershocks that are triggered by the mainshock. These events can significantly increase the probability of failure of buildings, especially for structures that are damaged during the mainshock. The application of the proposed framework is exemplified through three numerical case studies. The case studies correspond to three SAC steel moment frame buildings of 3-, 9-, and 20- stories, which were designed to pre-Northridge codes and standards. Twodimensional nonlinear finite element models of the buildings are developed using the Open System for Earthquake Engineering Simulation framework (OpenSees), using a finite-length plastic hinge beam model and a bilinear constitutive law with deterioration, and are subjected to multiple mainshock-aftershock seismic sequences. For the three buildings analyzed herein, it is shown that the structural reliability under a single seismic event can be significantly different from that under a sequence of seismic events. The reliability-based robustness indicator used shows that the structural robustness is influenced by the extent by which a structure can distribute damage.

Stops and bonanzas in the EU: Does being part of the Euro Area make a difference?

In this paper, we investigate whether being part of the euro area influences the conditional probability of going through a sudden stop or a bonanza of capital flows. Our sample period is from 1995 until 2014. We identify these two phenomena and we evaluate which push and pull factors help predict the conditional probability of experiencing one of them. We find that most countries had significant capital inflows until 2008 and that there were more sudden stops during the recent financial crisis than in any other moment in our sample. The factors that better help forecast the conditional probability of a sudden stop are global uncertainty (represented by the push factor “Volatility Index”), and the domestic economic activity (pull factors “GDP growth” and “consumer confidence”). An indicator of country risk (pull factor “change in credit rating”) is the most significant one for predicting bonanzas. Ultimately, we find no evidence that being part of the euro area influences the conditional probability of going through a sudden stop or a bonanza.

Millennium BCP: Optimization of the branches closure process

Nowadays, a significant number of banks in Portugal are facing a bank-branch restructuring problem, and Millennium BCP is not an exception. The closure of branches is a major component of profit maximization through the reduction in operational and personnel costs but also an opportunity to approach the idea of “baking of future” and start thinking on the benefits of the digital era. This dissertation centers on a current high-impact organizational problem addressed by the company and consists in a proposal of optimization to the model that Millennium BCP uses. Even though measures of performance are usually considered the most important elements in evaluating the viability of branches, there is evidence suggesting that other general factors can be important to assess branch potential, such as the influx on branches, business dimensions of a branch and its location, which will be addressed in this project.