State detection in a financial portfolio: a self-organizing maps approach for financial time series

This study analyses financial data using the result characterization of a self-organized neural network model. The goal was prototyping a tool that may help an economist or a market analyst to analyse stock market series. To reach this goal, the tool shows economic dependencies and statistics measures over stock market series. The neural network SOM (self-organizing maps) model was used to ex-tract behavioural patterns of the data analysed. Based on this model, it was de-veloped an application to analyse financial data. This application uses a portfo-lio of correlated markets or inverse-correlated markets as input. After the anal-ysis with SOM, the result is represented by micro clusters that are organized by its behaviour tendency. During the study appeared the need of a better analysis for SOM algo-rithm results. This problem was solved with a cluster solution technique, which groups the micro clusters from SOM U-Matrix analyses. The study showed that the correlation and inverse-correlation markets projects multiple clusters of data. These clusters represent multiple trend states that may be useful for technical professionals.

An agent based architecture for material handling systems

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Location analysis of city sections: socio-demographic segmentation and restaurant potentiality estimation : a case study of Lisbon

One of the objectives of this study is to perform classification of socio-demographic components for the level of city section in City of Lisbon. In order to accomplish suitable platform for the restaurant potentiality map, the socio-demographic components were selected to produce a map of spatial clusters in accordance to restaurant suitability. Consequently, the second objective is to obtain potentiality map in terms of underestimation and overestimation in number of restaurants. To the best of our knowledge there has not been found identical methodology for the estimation of restaurant potentiality. The results were achieved with combination of SOM (Self-Organized Map) which provides a segmentation map and GAM (Generalized Additive Model) with spatial component for restaurant potentiality. Final results indicate that the highest influence in restaurant potentiality is given to tourist sites, spatial autocorrelation in terms of neighboring restaurants (spatial component), and tax value, where lower importance is given to household with 1 or 2 members and employed population, respectively. In addition, an important conclusion is that the most attractive market sites have shown no change or moderate underestimation in terms of restaurants potentiality.

Democratic dialogue and collective learning in the context of self-managed teams

This paper provides a longitudinal, empirical view of the multifaceted and reciprocal processes of organizational learning in a context of self-managed teams. Organizational learning is seen as a social construction between people and actions in a work setting. The notion of learning as situated (Brown & Duguid 1989, Lave& Wenger 1991, Gherardi & al. 1998, Easterby-Smith & Araujo 1999, Abma 2003) opens up the possibility for placing the focus of research on learning in the community rather than in individual learning processes. Further, in studying processes in their social context, we cannot avoid taking power relations into consideration (Contu & Willmott 2003). The study is based on an action research with a methodology close to the ‘democratic dialogue’ presented by Gustavsen (2001). This gives a ground for research into how the learning discourse developed in the case study organization over a period of 5 years, during which time the company abandoned a middle management level of hierarchy and the teams had to figure out how to work as self-managed units. This paper discusses the (re)construction of power relations and its role in organizational learning. Power relations are discussed both in vertical and horizontal work relations. A special emphasis is placed on the dialectic between managerial aims and the space for reflection on the side of employees. I argue that learning is crucial in the search for the limits for empowerment and that these limits are negotiated both in actions and speech. This study unfolds a purpose-oriented learning process, constructing an open dialogue, and describes a favourable context for creative, knowledge building communities.

Self-organization and complexity theory to support evolvable production 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

Digital-domain self-calibration technique for video-rate pipeline A/D converters using Gaussian white noise

Electronics Letters Vol.38, nº 19

Visualization of clusters in geo-referenced data using three-dimensional self-organizing maps

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

Aprendizagem autónoma (self-directed learning): relatório de um atelier pedagógico

Educação Médica. 1994, 5(3):178-181.

CARTO-SOM - Cartogram creation using self-organizing maps

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

Exploratory geospatial data analysis using self-organizing maps

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

New simple digital self-calibration technique for pipeline ADCs using the internal thermal noise

IEEE International Symposium on Circuits and Systems, pp. 232 – 235, Seattle, EUA

Efficient digital self-calibration of video-rate pipeline ADCs using white gaussian noise

Proceedings of IEEE, ISCAS 2003, Vol.I, pp. 877-880

Utilização do algoritmo Self-Organizing Map na caracterização de organizações públicas portuguesas.

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

Natural and amyloid self-assembly of S100 proteins: structural basis of functional diversity

The S100 proteins are 10-12 kDa EF-hand proteins that act as central regulators in a multitude of cellular processes including cell survival, proliferation, differentiation and motility. Consequently, many S100 proteins are implicated and display marked changes in their expression levels in many types of cancer, neurodegenerative disorders, inflammatory and autoimmune diseases. The structure and function of S100 proteins are modulated by metal ions via Ca2+ binding through EF-hand motifs and binding of Zn2+ and Cu2+ at additional sites, usually at the homodimer interfaces. Ca2+ binding modulates S100 conformational opening and thus promotes and affects the interaction with p53, the receptor for advanced glycation endproducts and Toll-like receptor 4, among many others. Structural plasticity also occurs at the quaternary level, where several S100 proteins self-assemble into multiple oligomeric states, many being functionally relevant. Recently, we have found that the S100A8/A9 proteins are involved in amyloidogenic processes in corpora amylacea of prostate cancer patients, and undergo metal-mediated amyloid oligomerization and fibrillation in vitro. Here we review the unique chemical and structural properties of S100 proteins that underlie the conformational changes resulting in their oligomerization upon metal ion binding and ultimately in functional control. The possibility that S100 proteins have intrinsic amyloid-forming capacity is also addressed, as well as the hypothesis that amyloid self-assemblies may, under particular physiological conditions, affect the S100 functions within the cellular milieu.

Caracterização da situação orçamental no poder local em indicadores orçamentais e self-organizing map.

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