Brownian motion with drift threshold model

In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

Fiabilidade e gestão soft da manutenção das fragatas da classe Vasco da Gama

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção de grau de Mestre em Engenharia Mecânica

China's space program : a new tool for PRC "soft power" in international relations?

When China launched an anti-satellite (ASAT) weapon in January 2007 to destroy one of its inactive weather satellites, most reactions from academics and U.S. space experts focused on a potential military “space race” between the United States and China. Overlooked, however, is China’s growing role as global competitor on the non-military side of space. China’s space program goes far beyond military counterspace applications and manifests manned space aspirations, including lunar exploration. Its pursuit of both commercial and scientific international space ventures constitutes a small, yet growing, percentage of the global space launch and related satellite service industry. It also highlights China’s willingness to cooperate with nations far away from Asia for political and strategic purposes. These partnerships may constitute a challenge to the United States and enhance China’s “soft power” among key American allies and even in some regions traditionally dominated by U.S. influence (e.g., Latin America and Africa). Thus, an appropriate U.S. response may not lie in a “hard power” counterspace effort but instead in a revival of U.S. space outreach of the past, as well as implementation of more business-friendly export control policies.

Development of new methodologies in sample treatment for proteomics workflow based on enzymatic probe sonication technology and mass spectrometry

Thesis submitted to the Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia, for the degree of Doctor of Philosophy in Biochemistry

Long-term behaviour of railway transitions under dynamic loading application to soft soil sites

Dissertação para obtenção do Grau de Doutor em Engenharia Civil

O quinto elemento da política externa portuguesa e o conceito de soft power

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Ciência Política e Relações Internacionais, na área de especialização em Globalização e Ambiente

Fiscal multipliers in Portugal using a threshold approach

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

Gestão soft da manutenção de automotoras UQE-S3500: aplicação de modelos de risco proporcionais

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia e Gestão Industrial.

Soft biomaterials as a substitute for the Nucleus Pulposus

One of the largest health problems faced worldwide, when evaluated by direct (clinical) as well indirect cost (absenteeism), is the degeneration of the intervertebral disc (IVD) that leads to back pain and, potentially disability and individual´s quality of life decreasing. The intervertebral disc is a mechanical and biological complex structure, formed by a tough outer layer of fibrocartilage called Annulus Fibrosus (AF),which surrounds a soft, elastic and gelatinous core called Nucleus Pulposus (NP). These two structures are completed by two upper and lower encasing layer called Vertebral Endplates (VEP). The degeneration of the IVD is marked by the dehydration of the Nucleus Pulposus, reducing the hydrostatic pressure inside the nucleus, resulting in a loss of capability to support compressive forces, during the active period, and to regain height during the resting period. This situation will compromise the role of shock absorber by the NP and transfers these forces to the AF. This transfer will result in cracks on the AF, deteriorating the IVD, allowing the ingrowth of vessels and nerves. This project was based on the developing a protocol to test suitable NP replacements, in hope to future assessment of discrete mechanical values and characteristics for an NP replacement. For this, Nucleus pulposus samples from goat, encapsulated Hydromed gel denominated “Raviolis” and Chitosan gels, produced via wet route using an ammonium environment, were confined compressed. Chitosan was rheologically tested and swelling capability of all the three type of materials was assessed. Results showed that the Nucleus Pulposus and “Raviolis” have similar mechanical behavior, being able to swell and “build up” hydrostatic pressure after a compression stage, while the Chitosan gel did not showed that ability. Therefore, “Raviolis” are a more suitable candidate to replace the NP than Chitosan gels. It was also observed that confined compression is the key test to perform on any possible candidate to replace the NP.

Fiscal policy under financial stress: A threshold VAR approach

The purpose of the project is to measure the impact of fiscal policy on the Portuguese GDP and how it may vary according to the state of the financial market. A Threshold VAR model is presented in which the two regimes are found using a financial stress index that divides the economy into a situation of financial stress and financial stability.

Evaluation of mechanical soft-abrasive blasting and chemical cleaning methods on alkyd-paint graffiti made on carbonate stones

In the context of this dissertation several studies were developed resulting in submission and publication “Evaluation of mechanical soft-abrasive blasting and chemical cleaning methods on alkyd-paint graffiti made on calcareous stones” to Journal of Cultural Heritage. (http://dx.doi.org/10.101 /j.culher.2014.10.004)