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.

The contribution of multitemporal information from multispectral satellite images for automatic land cover classification at the national scale

Thesis submitted to the Instituto Superior de Estatística e Gestão de Informação da Universidade Nova de Lisboa in partial fulfillment of the requirements for the Degree of Doctor of Philosophy in Information Management – Geographic Information Systems

Model driven development implementation of a control systems user interfaces specification tool

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

Iberian peninsula ecosystem carbon fluxes: a model-data integration study

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente pela Universidade Nova de Lisboa,Faculdade de Ciências e Tecnologia

Quality of process modeling using BPMN: a model-driven approach

Dissertação para obtenção do Grau de Doutor em Engenharia Informática

Fostering e-participation sustainability through a BPM-driven semantic model

According to a recent Eurobarometer survey (2014), 68% of Europeans tend not to trust national governments. As the increasing alienation of citizens from politics endangers democracy and welfare, governments, practitioners and researchers look for innovative means to engage citizens in policy matters. One of the measures intended to overcome the so-called democratic deficit is the promotion of civic participation. Digital media proliferation offers a set of novel characteristics related to interactivity, ubiquitous connectivity, social networking and inclusiveness that enable new forms of societal-wide collaboration with a potential impact on leveraging participative democracy. Following this trend, e-Participation is an emerging research area that consists in the use of Information and Communication Technologies to mediate and transform the relations among citizens and governments towards increasing citizens’ participation in public decision-making. However, despite the widespread efforts to implement e-Participation through research programs, new technologies and projects, exhaustive studies on the achieved outcomes reveal that it has not yet been successfully incorporated in institutional politics. Given the problems underlying e-Participation implementation, the present research suggested that, rather than project-oriented efforts, the cornerstone for successfully implementing e-Participation in public institutions as a sustainable added-value activity is a systematic organisational planning, embodying the principles of open-governance and open-engagement. It further suggested that BPM, as a management discipline, can act as a catalyst to enable the desired transformations towards value creation throughout the policy-making cycle, including political, organisational and, ultimately, citizen value. Following these findings, the primary objective of this research was to provide an instrumental model to foster e-Participation sustainability across Government and Public Administration towards a participatory, inclusive, collaborative and deliberative democracy. The developed artefact, consisting in an e-Participation Organisational Semantic Model (ePOSM) underpinned by a BPM-steered approach, introduces this vision. This approach to e-Participation was modelled through a semi-formal lightweight ontology stack structured in four sub-ontologies, namely e-Participation Strategy, Organisational Units, Functions and Roles. The ePOSM facilitates e-Participation sustainability by: (1) Promoting a common and cross-functional understanding of the concepts underlying e-Participation implementation and of their articulation that bridges the gap between technical and non-technical users; (2) Providing an organisational model which allows a centralised and consistent roll-out of strategy-driven e-Participation initiatives, supported by operational units dedicated to the execution of transformation projects and participatory processes; (3) Providing a standardised organisational structure, goals, functions and roles related to e-Participation processes that enhances process-level interoperability among government agencies; (4) Providing a representation usable in software development for business processes’ automation, which allows advanced querying using a reasoner or inference engine to retrieve concrete and specific information about the e-Participation processes in place. An evaluation of the achieved outcomes, as well a comparative analysis with existent models, suggested that this innovative approach tackling the organisational planning dimension can constitute a stepping stone to harness e-Participation value.

Model morphisms (MoMo) to enable language independent information models and interoperable business networks

MSc. Dissertation presented at Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa to obtain the Master degree in Electrical and Computer Engineering

SOLAP+: extending the interaction model

Thesis submitted to Faculdade de Ciências e Tecnologia of the Universidade Nova de Lisboa, in partial fulfillment of the requirements for the degree of Master in Computer Science

Landslide susceptibility assessment in Karanganyar regency - Indonesia - Comparison of knowledge-based and Data-driven Models

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

A framework for efficient model transformations

The reported productivity gains while using models and model transformations to develop entire systems, after almost a decade of experience applying model-driven approaches for system development, are already undeniable benefits of this approach. However, the slowness of higher-level, rule based model transformation languages hinders the applicability of this approach to industrial scales. Lower-level, and efficient, languages can be used but productivity and easy maintenance seize to exist. The abstraction penalty problem is not new, it also exists for high-level, object oriented languages but everyone is using them now. Why is not everyone using rule based model transformation languages then? In this thesis, we propose a framework, comprised of a language and its respective environment, designed to tackle the most performance critical operation of high-level model transformation languages: the pattern matching. This framework shows that it is possible to mitigate the performance penalty while still using high-level model transformation languages.

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.

Electron driven reactions in sulphur containing biological prototypes

The interaction of ionising radiation with living tissues may direct or indirectly generate several secondary species with relevant genotoxic potential. Due to recent findings that electrons with energies below the ionisation threshold can effectively damage DNA, radiation-induced damage to biological systems has increasingly come under scrutiny. The exact physico-chemical processes that occur in the first stages of electron induced damage remain to be explained. However, it is also known that free electrons have a short lifetime in the physiological medium. Hence, electron transfer processes studies represent an alternative approach through which the role of "bound" electrons as a source of damage to biological tissues can be further explored. The thesis work consists of studying dissociative electron attachment (DEA) and electron transfer to taurine and thiaproline. DEA measurements were executed in Siedlce University with Prof. Janina Kopyra under COST action MP1002 (Nanoscale insights in ion beam cancer therapy). The electron transfer experiments were conducted in a crossed atom(potassium)-molecule beam arrangement. In these studies the anionic fragmentation patterns were obtained. The results of both mechanisms are shown to be significantly different, unveiling that the damaging potential of secondary electrons can be underestimated. In addition, sulphur atoms appear to strongly influence the dissociation process, demonstrating that certain reactions can be controlled by substitution of sulphur at specific molecular sites.

Strengthening to seismic action of reinforced columns with rectangular cross-section

The first part of this research work regards the assessment of the mathematical modelling of reinforced concrete columns confined with carbon fibre (CFRP) sheets under axial loading. The purpose was to evaluate existing analytical models, contribute to possible improvements and choose the best model(s) to be part of a new model for the prediction of the behaviour of confined columns under bending and compression. For circular columns, a wide group of authors have proposed several models specific for FRP-confined concrete. The analysis of some of the existing models was carried out by comparing these with several tested columns. Although several models predict fairly the peak load only few can properly estimate the load-strain and dilation behaviour of the columns. Square columns confined with CFRP show a more complex interpretation of their behaviour. Accordingly, the analysis of two experimental programs was carried out to propose new modelling equations for the whole behaviour of columns. The modelling results show that the analytical curves are in general agreement with the presented experimental curves for a wide range of dimensions. An analysis similar to the one done for circular columns was this turn carried out for square columns. Few models can fairly estimate the whole behaviour of the columns and with less accuracy at all levels when compared with circular columns. The second part of this study includes seven experimental tests carried out on reinforced concrete rectangular columns with rounded corners, different damage condition and with confinement and longitudinal strengthening systems. It was concluded that the use of CFRP confinement is viable and of effective performance enhancement alone and combined with other techniques, maintaining a good ductile behaviour for established threshold displacements. As regards the use of external longitudinal strengthening combined with CFRP confinement, this system is effective for the performance enhancement and viable in terms of execution. The load capacity was increased significantly, preserving also in this case a good ductile behaviour for threshold displacements. As to the numerical nonlinear modelling of the tested columns, the results show a variation of the peak load of 1% to 10% compared with tests results. The good results are partly due to the inclusion of the concrete constitutive model by Mander et al. modified by Faustino, Chastre & Paula taking into account the confinement effect. Despite the reasonable approximation to tests results, the modelling results showed higher unloading, which leads to an overestimate dissipated energy and residualdisplacement.

Proving a market for a startup befor scaling using the hypothesis-driven entrepreneurship process

The year is 2015 and the startup and tech business ecosphere has never seen more activity. In New York City alone, the tech startup industry is on track to amass $8 billion dollars in total funding – the highest in 7 years (CB Insights, 2015). According to the Kauffman Index of Entrepreneurship (2015), this figure represents just 20% of the total funding in the United States. Thanks to platforms that link entrepreneurs with investors, there are simply more funding opportunities than ever, and funding can be initiated in a variety of ways (angel investors, venture capital firms, crowdfunding). And yet, in spite of all this, according to Forbes Magazine (2015), nine of ten startups will fail. Because of the unpredictable nature of the modern tech industry, it is difficult to pinpoint exactly why 90% of startups fail – but the general consensus amongst top tech executives is that “startups make products that no one wants” (Fortune, 2014). In 2011, author Eric Ries wrote a book called The Lean Startup in attempts to solve this all-too-familiar problem. It was in this book where he developed the framework for The Hypothesis-Driven Entrepreneurship Process, an iterative process that aims at proving a market before actually launching a product. Ries discusses concepts such as the Minimum Variable Product, the smallest set of activities necessary to disprove a hypothesis (or business model characteristic). Ries encourages acting briefly and often: if you are to fail, then fail fast. In today’s fast-moving economy, an entrepreneur cannot afford to waste his own time, nor his customer’s time. The purpose of this thesis is to conduct an in-depth of analysis of Hypothesis-Driven Entrepreneurship Process, in order to test market viability of a reallife startup idea, ShowMeAround. This analysis will follow the scientific Lean Startup approach; for the purpose of developing a functional business model and business plan. The objective is to conclude with an investment-ready startup idea, backed by rigorous entrepreneurial study.