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.

Applications of Fourier methods to the analysis of some stochastic processes

Dissertação de Doutoramento em Matemática: Processos Estocásticos

La biochronologie des Mammifères néogènes d'Europe. L'échelle MN, son application à la succession des faunes du Portugal

Similarly to other organisms, Vertebrates changed during the Cenozoic Era. Mammals are the only ones to change quickly; their well mineralised bones and teeth are often fossilised. They are highly diverse and even isolated teeth can be identified. They are thus a good tool for establishing a biochronological framewoork. Among Mammals, Rodents with a short lifetime evolve more quickly than the large Mammals. In Europe, the first elaborated zonation was investigated by the Regional Committee on Neogene Stratigraphy and issued as the MN Zonation (Mammals Neogene) by Mein, 1976. During the following years, progress in knowledge lead to new charts. The latest one resulted from collective work (de Bruijn et al., 1992). Bîochronology gives relative data; if we desire to have numerical age estimates, we must correlate these results with radiometrie data, marine biostratigraphîcal units or the Geomagnetic Polarity Time Scale. For Europe, these results are summarised by Steininger et al. (1989-1996) and Steininger (1999). After some recents developments on MN Zonation, here is discussed the succession of Neogene small mammals Portuguese localities. Fortunately these localities are in majority inbedded in marine context. Their assigment to MN Zones is proposed and correlations with the spanish Aragonian Scale (Daams el al., 1999) are also suggested. In fact, some differences appear between Portugal and Aragonian assemblages, probably for ecological reasons. Therefore, the MN zonation is always useful for short and long distance biochronological correlations.

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

A proof system for lock-free concurrency

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Lá fora um lugar para existir/Abroad a place where to exist

A exposição “Artistas Portugueses - Lá Fora” pretende mostrar uma parte significativa da produção de artes plásticas que resultou de processos de migração que tiveram origem em território português. Integra uma multiplicidade de situações temporais e sociais que, para serem lidas, necessitam de alguma contextualização. Trata-se, tal como no caso da emigração económica, de uma emigração de sobrevivência, sendo que aqui o sentido do termo sobrevivência assume uma dimensão mais existencial. Para elas, partir quer dizer, ao mesmo tempo, resistir enquanto ser humano e existir enquanto criador. The exhibition “ABROAD” aims to show a significant part of the Fine Arts production resulting from migration procedures starting from the Portuguese territory. It comprises multiple periods of time and social situations which, in order to be comprehended, need to be contextualized. This is, just like in the case of economic emigration, an emigration for survival even if in this context the meaning of the Word survival assumes an existential dimension. For those people to leave means, simultaneously, to resist as a human being and to exist as a creator.

A nanopore-based stochastic detection method: Single molecule characterisation of nanoparticles using ()- hemolysin

Dissertation presented to obtain the Ph.D degree in Chemistry.