Target-specific multiphysics modeling for thermal medicine applications

Dissertation to obtain the degree of Doctor of Philosophy in Biomedical Engineering

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

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

Production optimization of rotavirus-like particles: a system biology approach

Dissertation presented to obtain a Ph.D. degree in Engineering and Technology Sciences, Systems Biology at the Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa

A lightweight distributed super peer election algorithm for unstructured dynamic P2P systems

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

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Quadratic programming versus second order con programming in portfolio optimization

Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.