Dinâmica de sistemas dissipativos e não-autónomos com uma coordenada angular

Estudamos a dinâmica de sistemas não-autónomos periódicos que têm como espaço de fases o cilindro. Sempre que o sistema for dissipativo a aplicação de Poincaré tem um atractor. Procuramos condições para que este atractor seja ou não homeomorfo ao círculo. Motivados pelos resultados obtidos por M. Levi e independentemente por Q. Min, S. Xian e Z. Jinyan estudamos aplicações à equação do pêndulo forçado com atrito. Encontramos relações com a trabalho de R. A. Smith que utilizamos no estudo de sistemas de osciladores acoplados e equações ordinárias de ordem n.

Controlo de posição angular de uma máquina eléctrica de relutância comutada 8/6

Dissertação para obtenção do grau de Doutor em Engenharia Electrotécnica - Energia pela Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa

Momentum risk: An approach following the correlations between active stocks

The momentum anomaly has been widely documented in the literature. However, there are still many issues where there is no consensus and puzzles left unexplained. One is that strategies based on momentum present a level of risk that is inconsistent with the diversification that it offers. Moreover, recent studies indicate that this risk is variable over time and mostly strategy-specific. This work project hypothesises and proves that this evidence is explained by the portfolio constitution of the momentum strategy over time, namely the covariance and correlation between companies in the top and down deciles and across them.

Desenvolvimento e implementação de técnicas avançadas usando desvios com aplicação a calibrações no domínio de metrologia angular

O trabalho desenvolvido no decurso da elaboração da dissertação aqui apresentada decorreu no departamento de Metrologia do Instituto Português da Qualidade no âmbito de estágio. O tema que foi abordado está inserido na área de Metrologia Angular, onde a grandeza que se mede é o ângulo plano. Por esse facto os dois equipamentos de medição principais que foram utilizados foram o autocolimador e a mesa rotativa. O objectivo principal do trabalho visou a utilização de novas técnicas de avaliação de dados, que consistiu na separação dos erros do autocolimador e da mesa rotativa, quando a calibrar o autocolimador e trabalhá-los separadamente com o propósito de verificar se as incertezas são mais baixas relativamente aos métodos clássicos de calibração e assim garantir uma maior exactidão nos resultados. Este trabalho implicou a implementação de uma nova técnica de medição, assim como a implementação de um novo processo de obtenção dos dados. Estas técnicas baseiam-se em aplicar certos desvios aos dois sistemas que vão permitir a construção dos erros separadamente, tanto do autocolimador como da mesa rotativa, e que vai permitir, deste modo, que não seja necessário recorrer a padrões externos. A obtenção desses erros foi construída utilizando as Transformadas de Fourier Discretas, pois através destas é possível recuperar/gerar valores que entretanto se perderam, ou não foram possíveis de adquirir. Com o trabalho realizado, o laboratório implementou um novo método de calibração do sistema composto pelos instrumentos de medição, autocolimador e mesa rotativa, garantindo que os erros estão em conformidade

Alpha generation with Twitter’s daily momentum

This thesis does not set out to focus on the dynamics relationship between Twitter and stock prices, but instead tries to understand if using relevant information extracted from tweets has the power to increase investors’ stock picking ability, and generate alpha in portfolio’s choice relative to a benchmark. Despite the short period analyzed, it gives promising results that the sentiment analysis performed by Social Market Analytics Inc. applied to an equity portfolio, is able to generate positive abnormal returns, statistically significant in and out of sample.

Introducing risk parity on momentum and carry portfolios

The momentum and carry anomalies have been extensively documented in the literature. However, there are still many issues relating to the risks associated to them that are left unexplained. One is the fact that an investor holds for too long the most volatile assets, both under momentum and carry strategies. Therefore, they present a level of risk and a probability of extreme events to happen inconsistent. This work project hypothesizes and proves the introduction of risk parity rules on the weights of the portfolios do increase risk rewarding of carry strategies. However, it fails under momentum strategies.

Experimental study of proton induced nuclear reactions in 6,7 Li

This work presents the results of the experimental study of proton induced nuclear reactions in lithium, namely the 7Li(p,α) 4He, 6Li(p,α) 3He and 7Li(p,p)7Li reactions. The amount of 7Li and 6Li identified as primordial and observed in very old stars of the Milky Way galactic halo strongly deviates from the predictions of primordial nucleosynthesis and stellar evolution models which depend, among other factors, on the cross sections of reactions like 7Li(p,α) 4He and 6Li(p,α) 3He. These discrepancies have triggered a large amount of research in the fields of stellar evolution, cosmology, pre-galactic evolution and low energy nuclear reactions. Focusing on nuclear reactions, this work has measured the 7Li(p,α) 4He and 6Li(p,α) 3He reactions cross sections (expressed in terms of the astrophysical S -factor) with higher accuracy, and the electron screening effects in these reactions for different environments (insulators and metallic targets). The 7Li(p,α) 4He angular distributions were also measured. These measurementstook place in two laboratory facilities, in the framework of the LUNA (Laboratory for Undergroud Nuclear Astrophysics) international collaboration, namely the Laboratorio ´ de Feixe de Ioes ˜ in ITN (Instituto Tecnologico ´ e Nuclear) Sacavem, ´ Portugal, and the Dynamitron-TandemLaboratorium in Ruhr-Universitat¨ Bochum, Germany. The ITN target chamber was modified to measure these nuclear reactions, with the design and construction of new components, the addition of one turbomolecular pump and a cold finger. The 7Li(p,α) 4He and 6Li(p,α) 3He reactions were measured concurrently with seven and four targets, respectively. These targets were produced in order to obtain adequate and stable lithium depth profiles. In metallic environments, the measured electron screening potential energies are much higher than the predictions of atomic-physics models. The Debye screening model applied to the metallic conduction electrons is able to explain these high values. It is a simple model, but also very robust. Concerning primordial nucleosynthesis and stellar evolution models, these results are very important as they show that laboratory measurements are well controlled, and the model inputs from these cross sections are therefore correct. In this work the 7Li(p,p)7Li differential cross section was also measured, which is useful to describe the 7Li(p,α) 4He entrance channel.

Stratigraphie du Dogger et crise lusitanienne dans la Serra de Candeeiros

New elements about the stratigraphy of the Serra de Candeeiros Dogger and Lower «Lusitanian» are presented. The Lower Aalenian was recognized for the first time. Bathonian (more than 50 metres thick) is dated on brachiopods and foraminifera. It corresponds to a series of massive micritic, biodetritical, coral-reef, chaetetid, bryozoa and oolitic-limestones. Callovian (120 m) begins by whitish or yellowish limestones with ammonites and brachiopods of the Gracilis zone. It is followed by regressive limestone sequences ending with thick oncolitic layers. The «Lusitanian» base is formed by greyish lagoon brackish limestones; it lies unconformably on the Dogger, with or without angular and/or cartographic unconformity. This radical facies change is related to tectonic deformation of several blocks between the Nazaré and Tagus faults during Oxfordian times.

Estudos estruturais em ferredoxinas por ressonância magnética nuclear

Dissertação apresentada para obtenção do Grau de Doutor em Química, especialidade Química Inorgânica, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Simulation of the velocity field in compound channel flow using different closure models

1st European IAHR Congress,6-4 May, Edinburg, Scotland

A conceptual model for sheet-flow drawn from rapid granular flow theories

33rd IAHR Congress: Water Engineering for a Sustainable Environment

Organised turbulence over mobile and immobile hydraulically rough boundaries

33rd IAHR Congress: Water Engineering for a Sustainable Environment

4Sensing - decentralized processing for participatory sensing data

Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática.

Perceptions of organizational virtuousness and happiness and predictors of organizational citizenship behaviors

Journal of Business Ethics, Vol. 93 Issue 2, p214-235

Interacção térmica de edíficios altos com o vento atmosférico

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Engenharia Mecânica.