Patterns of Associational Life in Western Europe, 1800-2000

Thesis submitted for assessment with a view to obtaining the degree of Doctor of Political and Social Science of the European University Institute

Development and implementation of strategies for the incorporation of reinforcing elements in aluminium alloys by solid state processing

Dissertação para obtenção do Grau de Mestre em Engenharia Mecânica

Extension and patterning of the vertebrate body

Dissertation presented to obrain the Ph.D degree in Biology. Developmental Biology

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.