Fitting the yield curve

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

Time series morphological analysis applied to biomedical signals events detection

Dissertation submitted in the fufillment of the requirements for the Degree of Master in Biomedical Engineering

Complexity Simplicity Simplexity

“In the midst of order, there is chaos; but in the midst of chaos, there is order”, John Gribbin wrote in his book Deep Simplicity (p.76). In this dialectical spirit, we discuss the generative tension between complexity and simplicity in the theory and practice of management and organization. Complexity theory suggests that the relationship between complex environments and complex organizations advanced by the well-known Ashby’s law, may be reconsidered: only simple organization provides enough space for individual agency to match environmental turbulence in the form of complex organizational responses. We suggest that complex organizing may be paradoxically facilitated by a simple infrastructure, and that the theory of organizations may be viewed as resulting from the interplay between simplicity and complexity.

Molecular simulation of gas adsorption equilibria in nanoporous materials

This work is divided into two distinct parts. The first part consists of the study of the metal organic framework UiO-66Zr, where the aim was to determine the force field that best describes the adsorption equilibrium properties of two different gases, methane and carbon dioxide. The other part of the work focuses on the study of the single wall carbon nanotube topology for ethane adsorption; the aim was to simplify as much as possible the solid-fluid force field model to increase the computational efficiency of the Monte Carlo simulations. The choice of both adsorbents relies on their potential use in adsorption processes, such as the capture and storage of carbon dioxide, natural gas storage, separation of components of biogas, and olefin/paraffin separations. The adsorption studies on the two porous materials were performed by molecular simulation using the grand canonical Monte Carlo (μ,V,T) method, over the temperature range of 298-343 K and pressure range 0.06-70 bar. The calibration curves of pressure and density as a function of chemical potential and temperature for the three adsorbates under study, were obtained Monte Carlo simulation in the canonical ensemble (N,V,T); polynomial fit and interpolation of the obtained data allowed to determine the pressure and gas density at any chemical potential. The adsorption equilibria of methane and carbon dioxide in UiO-66Zr were simulated and compared with the experimental data obtained by Jasmina H. Cavka et al. The results show that the best force field for both gases is a chargeless united-atom force field based on the TraPPE model. Using this validated force field it was possible to estimate the isosteric heats of adsorption and the Henry constants. In the Grand-Canonical Monte Carlo simulations of carbon nanotubes, we conclude that the fastest type of run is obtained with a force field that approximates the nanotube as a smooth cylinder; this approximation gives execution times that are 1.6 times faster than the typical atomistic runs.

A new MDA-SOA based framework for intercloud interoperability

Cloud computing has been one of the most important topics in Information Technology which aims to assure scalable and reliable on-demand services over the Internet. The expansion of the application scope of cloud services would require cooperation between clouds from different providers that have heterogeneous functionalities. This collaboration between different cloud vendors can provide better Quality of Services (QoS) at the lower price. However, current cloud systems have been developed without concerns of seamless cloud interconnection, and actually they do not support intercloud interoperability to enable collaboration between cloud service providers. Hence, the PhD work is motivated to address interoperability issue between cloud providers as a challenging research objective. This thesis proposes a new framework which supports inter-cloud interoperability in a heterogeneous computing resource cloud environment with the goal of dispatching the workload to the most effective clouds available at runtime. Analysing different methodologies that have been applied to resolve various problem scenarios related to interoperability lead us to exploit Model Driven Architecture (MDA) and Service Oriented Architecture (SOA) methods as appropriate approaches for our inter-cloud framework. Moreover, since distributing the operations in a cloud-based environment is a nondeterministic polynomial time (NP-complete) problem, a Genetic Algorithm (GA) based job scheduler proposed as a part of interoperability framework, offering workload migration with the best performance at the least cost. A new Agent Based Simulation (ABS) approach is proposed to model the inter-cloud environment with three types of agents: Cloud Subscriber agent, Cloud Provider agent, and Job agent. The ABS model is proposed to evaluate the proposed framework.

Éléments pour une approche de la philosophie orteguienne de la crise

La thèse que nous soutenons et que nous nous proposons de démontrer dans cet article est que la crise, chez Ortega y Gasset, loin d’instituer une rupture dans le processus de l’histoire, et de menacer ainsi sa continuité, en est la condition de possibilité. L’hypothèse que nous nous proposons de vérifier est que l’idée même d’un « sens » de l’histoire – nous reviendrons sur la manière bien particulière dont le philosophe madrilène entend cette expression – est garantie par la crise. Nous explorerons pour cela très précisément la tension qui réside entre l’affirmation ortéguienne selon laquelle la crise est le moteur de l’histoire d’une part, et la description à laquelle procède le philosophe madrilène de l’homme en crise comme acteur de l’histoire paralysé d’autre part.