Reducing the number of membership functions in linguistic variables

Dissertation presented at Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia in fulfilment of the requirements for the Masters degree in Mathematics and Applications, specialization in Actuarial Sciences, Statistics and Operations Research

Stratigraphic interpretation of Well-Log data of the Athabasca Oil Sands of Alberta Canada through Pattern recognition and Artificial Intelligence

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

Fuzzy clustering não supervisionado na detecção automática de regiões de upwelling a partir de mapas de temperatura da superfície oceânica

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

Wetland Habitat Studies using various Classification Techniques on Multi-Spectral Landsat Imagery: Case study: Tram chim National Park, Dong Thap Vietnam

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

Unsupervised automatic music genre classification

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

A study on parallel versus sequential relational fuzzy clustering methods

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Algorithms for time series clustering applied to biomedical signals

Thesis submitted in the fulfillment of the requirements for the Degree of Master in Biomedical Engineering

Exploraty Multivariate Statistical Methods Applied to Pharmaceutical Industry CRM Data

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

Algorithms for information extraction and signal annotation on long-term biosignals using clustering techniques

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Clustering medical tourism in Algarve: setting the first steps for the the health authority

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Criação de clusters de clientes de um banco através do self-organizing maps hierárquico: comparação entre HSOM e SOM

Trabalho de Projeto apresentado como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Functional brain perfusion evaluation with Arterial Spin Labeling at 3 Tesla

Dissertation submitted in Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa for the degree of Master of Biomedical Engineering

Hierarchical Reinforcement Learning in Behavior and the Brain

Dissertation presented to obtain the Ph.D degree in Biology, Neuroscience

A clustering approach for vehicle routing problems with hard time windows

Dissertação para obtenção do Grau de Mestre em Logica Computicional

Pair trading: Clustering based on principal component analysis

This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.