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.

A lightweight distributed super peer election algorithm for unstructured dynamic P2P systems

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

Patterns in financial markets: Dynamic time warping

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

Study of the electromyographic signal dynamic behavior in Amyotrophic Lateral Sclerosis (ALS)

Amyotrophic Lateral Sclerosis (ALS) is a neurodegenerative disease characterized by motor neurons degeneration, which reduces muscular force, being very difficult to diagnose. Mathematical methods are used in order to analyze the surface electromiographic signal’s dynamic behavior (Fractal Dimension (FD) and Multiscale Entropy (MSE)), evaluate different muscle group’s synchronization (Coherence and Phase Locking Factor (PLF)) and to evaluate the signal’s complexity (Lempel-Ziv (LZ) techniques and Detrended Fluctuation Analysis (DFA)). Surface electromiographic signal acquisitions were performed in upper limb muscles, being the analysis executed for instants of contraction for ipsilateral acquisitions for patients and control groups. Results from LZ, DFA and MSE analysis present capability to distinguish between the patient group and the control group, whereas coherence, PLF and FD algorithms present results very similar for both groups. LZ, DFA and MSE algorithms appear then to be a good measure of corticospinal pathways integrity. A classification algorithm was applied to the results in combination with extracted features from the surface electromiographic signal, with an accuracy percentage higher than 70% for 118 combinations for at least one classifier. The classification results demonstrate capability to distinguish members between patients and control groups. These results can demonstrate a major importance in the disease diagnose, once surface electromyography (sEMG) may be used as an auxiliary diagnose method.

A type system for access control in an object-oriented language

Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

Multi-region routing

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

Production of recombinant protein hLIF in static and dynamic systems of animal cell culture

Thesis for the Degree of Master of Science in Biotechnology Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

A pattern language for parallelizing irregular algorithms

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática

Optimization of multi-stage amplifiers in deep-submicron CMOS using a distributed/parallel genetic algorithm

IEEE International Symposium on Circuits and Systems, pp. 724 – 727, Seattle, EUA

Multi-bit sigma-delta modulators with enhanced dynamic-range using non-linear DAC for hearing aids

15th IEEE International Conference on Electronics, Circuits and Systems, Malta

An implementation of dynamic fully compressed suffix trees

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática

Including context in a routing algorithm for the internet of things

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática

Simple and stable dynamic traffic engineering for provider scale ethernet

Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

A middleware for service oriented computing in dynamic environments

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática

Static laws in dynamic environments (bridging science to legislation)

Proceedings of the First International Conference on Coastal Conservation and Management in the Atlantic and Mediterranean, p. 193-200