8 resultados para constrained clustering


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

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Dissertação para obtenção do Grau de Mestre em Engenharia Informática

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Thesis submitted in the fulfillment of the requirements for the Degree of Master in Biomedical Engineering

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Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

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

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Dissertação para obtenção do Grau de Mestre em Logica Computicional

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Diffusion Kurtosis Imaging (DKI) is a fairly new magnetic resonance imag-ing (MRI) technique that tackles the non-gaussian motion of water in biological tissues by taking into account the restrictions imposed by tissue microstructure, which are not considered in Diffusion Tensor Imaging (DTI), where the water diffusion is considered purely gaussian. As a result DKI provides more accurate information on biological structures and is able to detect important abnormalities which are not visible in standard DTI analysis. This work regards the development of a tool for DKI computation to be implemented as an OsiriX plugin. Thus, as OsiriX runs under Mac OS X, the pro-gram is written in Objective-C and also makes use of Apple’s Cocoa framework. The whole program is developed in the Xcode integrated development environ-ment (IDE). The plugin implements a fast heuristic constrained linear least squares al-gorithm (CLLS-H) for estimating the diffusion and kurtosis tensors, and offers the user the possibility to choose which maps are to be generated for not only standard DTI quantities such as Mean Diffusion (MD), Radial Diffusion (RD), Axial Diffusion (AD) and Fractional Anisotropy (FA), but also DKI metrics, Mean Kurtosis (MK), Radial Kurtosis (RK) and Axial Kurtosis (AK).The plugin was subjected to both a qualitative and a semi-quantitative analysis which yielded convincing results. A more accurate validation pro-cess is still being developed, after which, and with some few minor adjust-ments the plugin shall become a valid option for DKI computation

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This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.