Credit Scoring: Aplicação da regressão logística vs redes neuronais artificiais na avaliação do risco de crédito no mercado Cabo-verdiano

Dissertação apresentada como requisito parcial de obtenção do grau de Mestre em Estatística e Gestão de Informação

Numerical Method to Predict Void Formation during The Liquid Composite Molding Process

Void formation during the injection phase of the liquid composite molding process can be explained as a consequence of the non-uniformity of the flow front progression. This is due to the dual porosity within the fiber perform (spacing between the fiber tows is much larger than between the fibers within in a tow) and therefore the best explanation can be provided by a mesolevel analysis, where the characteristic dimension is given by the fiber tow diameter of the order of millimeters. In mesolevel analysis, liquid impregnation along two different scales; inside fiber tows and within the open spaces between the fiber tows must be considered and the coupling between the flow regimes must be addressed. In such cases, it is extremely important to account correctly for the surface tension effects, which can be modeled as capillary pressure applied at the flow front. Numerical implementation of such boundary conditions leads to illposing of the problem, in terms of the weak classical as well as stabilized formulation. As a consequence, there is an error in mass conservation accumulated especially along the free flow front. A numerical procedure was formulated and is implemented in an existing Free Boundary Program to reduce this error significantly.

Application of the EcoBlock method to eco-design - electric hand dryers versus paper towels

Sustainable Construction, Materials and Practice, p. 426-432

Implementação do modelo de Credit Var aplicado a uma carteira de crédito

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Matemática e Aplicações - Actuariado, Estatística e Investigação Operacional

Preparation of gas-filled porous microparticles (GPPs) and microbubbles (MBs) by PGSS method

Dissertation to obtain the Master Degree in Biotechnology

The sum-of-the-parts method: An international application

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

What is the best accounting method for financial assets?

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

Credit risk stress testing: The Portuguese environment, macroeconomic scenarios and the estimation of losses for corporate sectors

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

Testing for volatility persistence change: The effect of the credit crisis on the Portuguese banks

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

Speed control of induction machine based on direct torque control method

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Credit risk of financial institutions

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

Credit cycle identification: A Markov-switching application

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

A nanopore-based stochastic detection method: Single molecule characterisation of nanoparticles using ()- hemolysin

Dissertation presented to obtain the Ph.D degree in Chemistry.

Credit default swap (CDS) prediction model & trading strategy

This project focuses on the study of different explanatory models for the behavior of CDS security, such as Fixed-Effect Model, GLS Random-Effect Model, Pooled OLS and Quantile Regression Model. After determining the best fitness model, trading strategies with long and short positions in CDS have been developed. Due to some specifications of CDS, I conclude that the quantile regression is the most efficient model to estimate the data. The P&L and Sharpe Ratio of the strategy are analyzed using a backtesting analogy, where I conclude that, mainly for non-financial companies, the model allows traders to take advantage of and profit from arbitrages.

Almirante: Evaluating the board game: Board game, startup, discounted cash flow, venture capital method, real options

This thesis evaluates a start-up company (Jogos Almirante Lda) whose single asset is a board game named Almirante. It aims to conclude whether it makes sense to create a company or just earn copyrights. The thesis analyzes the board game’s market, as part of the general toy’s market, from which some data exists: European countries as well as the USA. In this work it is analyzed the several ways to finance a start-up company and then present an overview of the valuation of the Jogos Almirante based on three different methods: Discounted Cash Flow, Venture Capital Method and Real Options.