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.

An analysis of teachers' environmental concerns: use of a conceptual change model

Tese de doutoramento em Ciências da Educação

Evolução tectónica mesozóica da Bacia Lusitaniana

The evolution of the Lusitanian Basin, localized on the western Iberian margin, is closely associated with the first opening phases of the North Atlantic. It persisted from the Late Triassic to the Early Cretaceous, more precisely until the end of the Early Aptian, and its evolution was conditioned by inherited structures from the variscan basement. The part played by the faults that establish its boundaries, as regards the geometric and kinematic evolution and the organization of the sedimentary bodies, is discussed here, as well as with respect to important faults transversal to the Basin. A basin evolution model is proposed consisting of four rifting episodes which show: i) periods of symmetrical (horst and graben organization) and asymmetrical (half graben organization) geometric evolution; ii) diachronous fracturing; iii) rotation of the main extensional direction; iv) rooting in the variscan basement of the main faults of the basin (predominantly thick skinned style). The analysis and regional comparison, particularly with the Algarve Basin, of the time intervals represented by important basin scale hiatuses near to the renovation of the rifting episodes, have led to assume the occurrence of early tectonic inversions (Callovian–Oxfordian and Tithonian–Berriasian). The latter, however, had a subsequent evolution distinct from the first: there is no subsidence renovation, which is discussed here, and it is related to a magmatic event. Although the Lusitanian Basin is located on a rift margin which is considered non-volcanic, the three magmatic cycles as defined by many authors, particularly the second (approx. 130 to 110 My ?), performed a fundamental part in the mobilization of the Hettangian evaporites, resulting in the main diapiric events of the Lusitanian Basin. The manner and time in which the basin definitely ends its evolution (Early Aptian) is discussed here. Comparisons are established with other west Iberian margin basins and with Newfoundland basins. A model of oceanization of this area of the North Atlantic is also presented, consisting of two events separated by approximately 10 My, and of distinct areas separated by the Nazaré fault. The elaboration of this synthesis was based on: - information contained in previously published papers (1990 – 2000); - field-work carried out over the last years, the results of which have not yet been published; - information gathered from the reinterpretation of geological mapping and geophysical (seismic and well logs) elements, and from generic literature concerning the Mesozoic of the west iberian margin.

Synechocystis ferredoxin/ferredoxin-NADP+-reductase/NADP+ complex: Structural model obtained by NMR-restrained docking

FEBS Letters 579 (2005) 4585–4590

Oysters return to the Tagus estuary through an ecological model

Dissertation submitted to the Faculty of Sciences and Technology of New University of Lisbon for obtaining the degree of Master in Environmental Management 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

Spatial data infrastructures model for developing countries: A case study of Nigeria

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

Framework for a business interoperability quotient measurement model

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova da Lisboa para obtenção do grau de Mestre em Engenharia e Gestão Industrial (MEGI)

The influence of geometric factors on the wall shear stress distribution in realistic human coronary arteries

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Biomédica. A presente dissertação foi desenvolvida no Erasmus Medical Center em Roterdão, Holanda

Exposição de pequenos animais à hiperóxia: um modelo para estudo do papel do músculo liso na hiper reactividade brônquica = Hyperoxia - a model to syudy the role of airway smooth muscle on bronchial hyperresponsiveness

Revista Portuguesa de Pneumologia. VIII(3): 223-235.

Location model for CCA-treated - wood waste remediation units

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

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

A conceptual model for sheet-flow drawn from rapid granular flow theories

33rd IAHR Congress: Water Engineering for a Sustainable Environment

Petri net model decomposition - a model based approach supporting distributed execution

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia Electrotécnica, Especialidade de Sistemas Digitais, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

EcoTerra Model - application of environmental fiscal reform in local government financing in Portugal

Critical Issues in Environmental Taxation: International and Comparative Perspectives: Volume VI, 699-715