Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.

Development of biocompatible and “smart” porous structures using CO2-assisted processes

Dissertação apresentada para a obtenção do grau de Doutor em Engenharia Química, especialidade Engenharia da Reacção Química, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

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

Microeukaryoticdiversity in the extreme environments of the Iberian PyriteBelt: a comparison between universal and fungi-specific primer sets, temperature gradient gel electrophoresis and cloning

FEMS Microbiology Ecology, Vol. 57, nº 1

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.

Preliminary study on the production of functionally graded materials by friction stir processing

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

Advanced image processing techniques for detection and quantification of drusen

Dissertation presented to obtain the degree of Doctor of Philosophy in Electrical Engineering, speciality on Perceptional Systems, by the Universidade Nova de Lisboa, Faculty of Sciences and Technology

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

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

Correction of spatial distortion in magnetic resonance imaging

Dissertation to Obtain the Degree of Master in Biomedical Engineering

Automated segmentation, tracking and evaluation of bacteria in microscopy images

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

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

Obesity and socioeconomic gradient

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics 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