Flexible multivariate GARCH modeling with an application to international stock markets

This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.

Constraint-based modeling of minimum set covering: application to species differentation

Work presented in the context of the European Master in Computational Logics, as partial requisit for the graduation as Master in Computational Logics

Experimental and modeling studies on reverse electrodialysis for sustainable power generation

A potentially renewable and sustainable source of energy is the chemical energy associated with solvation of salts. Mixing of two aqueous streams with different saline concentrations is spontaneous and releases energy. The global theoretically obtainable power from salinity gradient energy due to World’s rivers discharge into the oceans has been estimated to be within the range of 1.4-2.6 TW. Reverse electrodialysis (RED) is one of the emerging, membrane-based, technologies for harvesting the salinity gradient energy. A common RED stack is composed by alternately-arranged cation- and anion-exchange membranes, stacked between two electrodes. The compartments between the membranes are alternately fed with concentrated (e.g., sea water) and dilute (e.g., river water) saline solutions. Migration of the respective counter-ions through the membranes leads to ionic current between the electrodes, where an appropriate redox pair converts the chemical salinity gradient energy into electrical energy. Given the importance of the need for new sources of energy for power generation, the present study aims at better understanding and solving current challenges, associated with the RED stack design, fluid dynamics, ionic mass transfer and long-term RED stack performance with natural saline solutions as feedwaters. Chronopotentiometry was used to determinate diffusion boundary layer (DBL) thickness from diffusion relaxation data and the flow entrance effects on mass transfer were found to avail a power generation increase in RED stacks. Increasing the linear flow velocity also leads to a decrease of DBL thickness but on the cost of a higher pressure drop. Pressure drop inside RED stacks was successfully simulated by the developed mathematical model, in which contribution of several pressure drops, that until now have not been considered, was included. The effect of each pressure drop on the RED stack performance was identified and rationalized and guidelines for planning and/or optimization of RED stacks were derived. The design of new profiled membranes, with a chevron corrugation structure, was proposed using computational fluid dynamics (CFD) modeling. The performance of the suggested corrugation geometry was compared with the already existing ones, as well as with the use of conductive and non-conductive spacers. According to the estimations, use of chevron structures grants the highest net power density values, at the best compromise between the mass transfer coefficient and the pressure drop values. Finally, long-term experiments with natural waters were performed, during which fouling was experienced. For the first time, 2D fluorescence spectroscopy was used to monitor RED stack performance, with a dedicated focus on following fouling on ion-exchange membrane surfaces. To extract relevant information from fluorescence spectra, parallel factor analysis (PARAFAC) was performed. Moreover, the information obtained was then used to predict net power density, stack electric resistance and pressure drop by multivariate statistical models based on projection to latent structures (PLS) modeling. The use in such models of 2D fluorescence data, containing hidden, but extractable by PARAFAC, information about fouling on membrane surfaces, considerably improved the models fitting to the experimental data.

Genetic diversity and epidemiology of antimicrobial resistant Streptococcus pneumoniae isolates

Dissertation presented to obtain a Ph.D. degree in Biology, speciality in Microbiology, by Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Comments on ‘‘Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions

Applied Mathematical Modelling, Vol.33

A new least-squares approach to differintegration modeling

Signal Processing, Vol. 86, nº 10

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

Estrogen receptor dependent genetic and epigenetic factors of tamoxifen resistance

Resumo: A decisão da terapêutica hormonal no tratamento do cancro da mama baseiase na determinação do receptor de estrogénio alfa por imunohistoquímica (IHC). Contudo, a presença deste receptor não prediz a resposta em todas as situações, em parte devido a limitações do método IHC. Investigámos se a expressão dos genes ESR1 e ESR2, bem como a metilação dos respectivos promotores, pode estar relacionada com a evolução desfavorável de uma proporção de doentes tratados com tamoxifeno assim como com a perda dos receptores de estrogénio alfa (ERα) e beta (ERß). Amostras de 211 doentes com cancro da mama diagnosticado entre 1988 e 2004, fixadas em formalina e preservadas em parafina, foram utilizadas para a determinação por IHC da presença dos receptores ERα e ERß. O mRNA total do gene ESR1 e os níveis específicos do transcrito derivado do promotor C (ESR1_C), bem como dos transcritos ESR2_ß1, ESR2_ß2/cx, and ESR2_ß5 foram avaliados por Real-time PCR. Os promotores A e C do gene ESR1 e os promotores 0K e 0N do gene ESR2 foram investigados por análise de metilação dos dinucleotidos CpG usando bisulfite-PCR para análise com enzimas de restrição, ou para methylation specific PCR. Atendendo aos resultados promissores relacionados com a metilação do promotor do gene ESR1, complementamos o estudo com um método quantitativo por matrix-assisted laser desorption/ionization time-of-flight mass spectrometry (MALDI-TOF MS) suportado pelo software Epityper para a medição da metilação nos promotores A e C. Fez-se a avaliação da estabilidade do mRNA nas linhas celulares de cancro da mama MCF-7 e MDA-MB-231 tratadas com actinomicina D. Baixos níveis do transcrito ESR1_C associaram-se a uma melhor sobrevivência global (p = 0.017). Níveis elevados do transcrito ESR1_C associaram-se a uma resposta inferior ao tamoxifeno (HR = 2.48; CI 95% 1.24-4.99), um efeito mais pronunciado em doentes com tumores de fenótipo ERα/PgR duplamente positivo (HR = 3.41; CI 95% 1.45-8.04). A isoforma ESR1_C mostrou ter uma semi-vida prolongada, bem como uma estrutura secundária da região 5’UTR muito mais relaxada em comparação com a isoforma ESR1_A. A análise por Western-blot mostrou que ao nível da 21 proteína, a selectividade de promotores é indistinguivel. Não se detectou qualquer correlação entre os níveis das isoformas do gene ESR2 ou entre a metilação dos promotores do gene ESR2, e a detecção da proteína ERß. A metilação do promotor C do gene ESR1, e não do promotor A, foi responsável pela perda do receptor ERα. Estes resultados sugerem que os níveis do transcrito ESR1_C sejam usados como um novo potencial marcador para o prognóstico e predição de resposta ao tratamento com tamoxifeno em doentes com cancro da mama. Abstract: The decision of endocrine breast cancer treatment relies on ERα IHC-based assessment. However, ER positivity does not predict response in all cases in part due to IHC methodological limitations. We investigated whether ESR1 and ESR2 gene expression and respective promoter methylation may be related to non-favorable outcome of a proportion of tamoxifen treated patients as well as to ERα and ERß loss. Formalin-fixed paraffin-embedded breast cancer samples from 211 patients diagnosed between 1988 and 2004 were submitted to IHC-based ERα and ERß protein determination. ESR1 whole mRNA and promoter C specific transcript levels, as well as ESR2_ß1, ESR2_ß2/cx, and ESR2_ß5 transcripts were assessed by real-time PCR. ESR1 promoters A and C, and ESR2 promoters 0N and 0K were investigated by CpG methylation analysis using bisulfite-PCR for restriction analysis, or methylation specific PCR. Due to the promising results related to ESR1 promoter methylation, we have used a quantification method by matrixassisted laser desorption/ionization time-of-flight mass spectrometry (MALDITOF MS) together with Epityper software to measure methylation at promoters A and C. mRNA stability was assessed in actinomycin D treated MCF-7 and MDA-MB-231 cells. ERα protein was quantified using transiently transfected breast cancer cells. Low ESR1_C transcript levels were associated with better overall survival (p = 0.017). High levels of ESR1_C transcript were associated with non-favorable response in tamoxifen treated patients (HR = 2.48; CI 95% 1.24-4.99), an effect that was more pronounced in patients with ERα/PgR double-positive tumors (HR = 3.41; CI 95% 1.45-8.04). The ESR1_C isoform had a prolonged mRNA half-life and a more relaxed 5’UTR structure compared to ESR1_A isoform. Western-blot analysis showed that at protein level, the promoter selectivity is undistinguishable. There was no correlation between levels of ESR2 isoforms or ESR2 promoter methylation and ERß protein staining. ESR1 promoter C CpG methylation and not promoter A was responsible for ERα loss. We propose ESR1_C levels as a putative novel marker for breast cancer prognosis and prediction of tamoxifen response.

Time-domain optimization of amplifiers based on distributed genetic algorithms

Thesis presented in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the subject of Electrical and Computer Engineering

Modelação de equações estruturais para avaliar e monitorizar o estado de condição de um sistema mecânico.

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

Building information modeling: oportunidades e desafios para projectistas e donos de obra em Portugal

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Civil-Perfil de Construção

Genetic diversity of arginine catabolic mobile element in Staphylococcus epidermidis

PLos One, 4(11): ARTe7722

A calculus for modeling and analyzing conversations in service-oriented computing

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

The genetic basis of morphological change in convergent evolution of natural populations: identifying candidate genes behind convergent evolution in blind cavefish astyanax mexicanus

Dissertation presented to obtain the Ph.D. degree in Biology at the Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa.

Behavioral and synaptic circuit analysis in models of neuropsychiatric disorders: Dissecting the in vivo role of the postsynaptic density proteins nArgBP2 and Shank3 using genetic engineered mice

Dissertation presented to obtain the Ph.D degree in Biology