Generic life cycle assessment of the Jatropha biodiesel system

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Energia e Bioenergia

Determinants of Portuguese bank’s provisioning policies: Discretionary behaviour of generic and specific allowances

In this paper we test for the impact of the regulatory environment on a bank’s discretionary provisioning practices. We develop a model that structures the dynamics of the provision policy for the two classes of provisions: generic provisions and specific provisions. The model is tested using a comprehensive database of all financial institutions operating in Portugal for 1990-2000. This unique dataset comprises banks subject to the Portuguese rules as well as bank subsidiaries subject to their home-country regulation and we were able to identify distinct behaviours between them. Our results show the importance of handling he two types of provisions separately. They support the hypothesis that banks have a discretionary behaviour in setting up their provisions, and find evidence of income smoothing and capital management. We also find that the regulatory regime impacts on discretionary provisioning policies because banks when forced to increase one type of provision react by reducing the iscretionary component of the other, a finding we designated as a substitution effect.

The patent expiry as a major inflection point in a branded Rx drug's life and strategies to counter generic competition - exemplified at Pfizer's blockbuster drug Lipitor in the USA

A large number of expensive, but highly profitable branded prescription drugs will go off-patent in the USA between 2011 and 2015. Their revenues are crucial to fund the immense costs associated with the development of an innovative drug. The rising cost pressure on pharmaceutical stakeholders has increased the demand for more affordable medications, as provided by the branded drug's generic counterpart. Yet, research based incumbents are moving beyond the traditional late lifecycle strategies and deploy more aggressive tactics in order to protect their brands, as seen with Pfizer's Lipitor!. It is doubtful, whether these efforts will help the blockbuster business model to resist current market conditions.

Semantics of logic programs with explicit negation

After a historical introduction, the bulk of the thesis concerns the study of a declarative semantics for logic programs. The main original contributions are: ² WFSX (Well–Founded Semantics with eXplicit negation), a new semantics for logic programs with explicit negation (i.e. extended logic programs), which compares favourably in its properties with other extant semantics. ² A generic characterization schema that facilitates comparisons among a diversity of semantics of extended logic programs, including WFSX. ² An autoepistemic and a default logic corresponding to WFSX, which solve existing problems of the classical approaches to autoepistemic and default logics, and clarify the meaning of explicit negation in logic programs. ² A framework for defining a spectrum of semantics of extended logic programs based on the abduction of negative hypotheses. This framework allows for the characterization of different levels of scepticism/credulity, consensuality, and argumentation. One of the semantics of abduction coincides with WFSX. ² O–semantics, a semantics that uniquely adds more CWA hypotheses to WFSX. The techniques used for doing so are applicable as well to the well–founded semantics of normal logic programs. ² By introducing explicit negation into logic programs contradiction may appear. I present two approaches for dealing with contradiction, and show their equivalence. One of the approaches consists in avoiding contradiction, and is based on restrictions in the adoption of abductive hypotheses. The other approach consists in removing contradiction, and is based in a transformation of contradictory programs into noncontradictory ones, guided by the reasons for contradiction.

Experimental design methodologies for the identification of Michaelis-Menten type kinetics

The main objective of this work was to investigate the application of experimental design techniques for the identification of Michaelis-Menten kinetic parameters. More specifically, this study attempts to elucidate the relative advantages/disadvantages of employing complex experimental design techniques in relation to equidistant sampling when applied to different reactor operation modes. All studies were supported by simulation data of a generic enzymatic process that obeys to the Michaelis-Menten kinetic equation. Different aspects were investigated, such as the influence of the reactor operation mode (batch, fed-batch with pulse wise feeding and fed-batch with continuous feeding) and the experimental design optimality criteria on the effectiveness of kinetic parameters identification. The following experimental design optimality criteria were investigated: 1) minimization of the sum of the diagonal of the Fisher information matrix (FIM) inverse (A-criterion), 2) maximization of the determinant of the FIM (D-criterion), 3) maximization of the smallest eigenvalue of the FIM (E-criterion) and 4) minimization of the quotient between the largest and the smallest eigenvalue (modified E-criterion). The comparison and assessment of the different methodologies was made on the basis of the Cramér-Rao lower bounds (CRLB) error in respect to the parameters vmax and Km of the Michaelis-Menten kinetic equation. In what concerns the reactor operation mode, it was concluded that fed-batch (pulses) is better than batch operation for parameter identification. When the former operation mode is adopted, the vmax CRLB error is lowered by 18.6 % while the Km CRLB error is lowered by 26.4 % when compared to the batch operation mode. Regarding the optimality criteria, the best method was the A-criterion, with an average vmax CRLB of 6.34 % and 5.27 %, for batch and fed-batch (pulses), respectively, while presenting a Km’s CRLB of 25.1 % and 18.1 %, for batch and fed-batch (pulses), respectively. As a general conclusion of the present study, it can be stated that experimental design is justified if the starting parameters CRLB errors are inferior to 19.5 % (vmax) and 45% (Km), for batch processes, and inferior to 42 % and to 50% for fed-batch (pulses) process. Otherwise equidistant sampling is a more rational decision. This conclusion clearly supports that, for fed-batch operation, the use of experimental design is likely to largely improve the identification of Michaelis-Menten kinetic parameters.

Evolução tectónica mesozóica da Bacia Lusitaniana

The evolution of the Lusitanian Basin, localized on the western Iberian margin, is closely associated with the first opening phases of the North Atlantic. It persisted from the Late Triassic to the Early Cretaceous, more precisely until the end of the Early Aptian, and its evolution was conditioned by inherited structures from the variscan basement. The part played by the faults that establish its boundaries, as regards the geometric and kinematic evolution and the organization of the sedimentary bodies, is discussed here, as well as with respect to important faults transversal to the Basin. A basin evolution model is proposed consisting of four rifting episodes which show: i) periods of symmetrical (horst and graben organization) and asymmetrical (half graben organization) geometric evolution; ii) diachronous fracturing; iii) rotation of the main extensional direction; iv) rooting in the variscan basement of the main faults of the basin (predominantly thick skinned style). The analysis and regional comparison, particularly with the Algarve Basin, of the time intervals represented by important basin scale hiatuses near to the renovation of the rifting episodes, have led to assume the occurrence of early tectonic inversions (Callovian–Oxfordian and Tithonian–Berriasian). The latter, however, had a subsequent evolution distinct from the first: there is no subsidence renovation, which is discussed here, and it is related to a magmatic event. Although the Lusitanian Basin is located on a rift margin which is considered non-volcanic, the three magmatic cycles as defined by many authors, particularly the second (approx. 130 to 110 My ?), performed a fundamental part in the mobilization of the Hettangian evaporites, resulting in the main diapiric events of the Lusitanian Basin. The manner and time in which the basin definitely ends its evolution (Early Aptian) is discussed here. Comparisons are established with other west Iberian margin basins and with Newfoundland basins. A model of oceanization of this area of the North Atlantic is also presented, consisting of two events separated by approximately 10 My, and of distinct areas separated by the Nazaré fault. The elaboration of this synthesis was based on: - information contained in previously published papers (1990 – 2000); - field-work carried out over the last years, the results of which have not yet been published; - information gathered from the reinterpretation of geological mapping and geophysical (seismic and well logs) elements, and from generic literature concerning the Mesozoic of the west iberian margin.

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.

Component-based software engineering: a quantitative approach

Dissertação apresentada para a obtenção do Grau de Doutor em Informática pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Molybdenum-containing proteins from Sulphate Reducing Bacteria: studying proteins with novel cofactors and revealing new features of old enzymes

Dissertação apresentada para a obtenção do Grau de Doutor em Bioquímica, especialidade de Bioquímica-Física pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Spatial operators for collaborative map handling

MSC Dissertation in Computer Engineering

Extensible metadata repository for information systems

Thesis submitted to Faculdade de Ciências e Tecnologia of the Universidade Nova de Lisboa, in partial fulfillment of the requirements for the degree of Master in Computer Science

Low-voltage low-power CMOS analogue circuits for Gaussian and uniform noise generation

IEEE International Symposium on Circuits and Systems, MAY 25-28, 2003, Bangkok, Thailand. (ISI Web of Science)

Contributos para a avaliação económica de medicamentos em Portu

RESUMO: A importância da avaliação económica na área da saúde tem sido crescente ao longo das últimas três décadas. É um campo de análise multi-disciplinar pelo qual se têm vindo a interessar investigadores de todo o mundo e onde, naturalmente, a economia da saúde tem contributos significativos para dar. Contudo, é uma área ainda relativamente inexplorada em termos de investigação metodológica em Portugal. Espera-se com este trabalho colmatar algumas das lacunas existentes e lançar pontes para investigação futura. Neste estudo pretendem-se desenvolver contributos autónomos, numa óptica de resolução de problemas concretos, para a avaliação económica de medicamentos em Portugal. Em primeiro lugar abordou-se a importância da estimação dos custos nos estudos de avaliação económica em saúde. Em segundo lugar determinou-se o custo de um doente com esclerose múltipla, por nível de severidade em Portugal com recurso à metodologia de estudos custo da doença. Em terceiro lugar, aplicando a mesma metodologia, determinou-se o custo de um doente com psoríase, por nível de severidade, em Portugal. Em quarto lugar mediu-se o impacto da psoríase na qualidade de vida relacionada com a saúde dos indivíduos afectados através de dois instrumentos genéricos de medição da qualidade de vida relacionada com a saúde (SF-36 e EQ-5D) e de dois instrumentos específicos (DLQI e PDI). Em quinto lugar, foi feita a adaptação de um modelo sobre a prevenção do tromboembolismo venoso em cirurgia ortopédica ao contexto nacional com recurso a dados recolhidos numa amostra de hospitais portugueses. Foi ainda apresentada uma estimativa do impacto orçamental decorrente da inclusão, ou não, de um novo medicamento na prática nacional. ABSTRACT: The importance of economic evaluation in the health care sector has been growing in the last three decades. It is a multidisciplinary field of research that attracts attention from researchers working all over the world. It is should be noted that health economics can contribute significantly to the development of this area. However, in Portugal is difficult to find methodological contributes in this field of research. With this work one hope to be able to overcome some of the existing shortcomings. This study seeks to develop independent contributions for the economic evaluation of pharmaceuticals in Portugal, aiming to help to solve existing problems. Firstly, one approached the importance of the accurate estimation of costs in economic evaluations of pharmaceuticals. Secondly, the cost of patient with multiple sclerosis was estimated, by severity level, in Portugal, using a cost of illness methodology. In third place, employing the same methodology, the cost of patient with psoriasis by severity level was estimated for Portugal. In fourth place, the impact of psoriasis in the quality of life related to health was ascertained by two generic measures (SF-36 and EQ-5D) and two specific measures (DLQI and PDI). Lastly, a model on the prevention of venous thromboembolism in orthopedic surgery was adapted for Portugal through the inclusion of data collected in a sample of Portuguese hospita

Design of New Materials for Passive Vibration Control

The objective of this contribution is to extend the models of cellular/composite material design to nonlinear material behaviour and apply them for design of materials for passive vibration control. As a first step a computational tool allowing determination of optimised one-dimensional isolator behaviour was developed. This model can serve as a representation for idealised macroscopic behaviour. Optimal isolator behaviour to a given set of loads is obtained by generic probabilistic metaalgorithm, simulated annealing. Cost functional involves minimization of maximum response amplitude in a set of predefined time intervals and maximization of total energy absorbed in the first loop. Dependence of the global optimum on several combinations of leading parameters of the simulated annealing procedure, like neighbourhood definition and annealing schedule, is also studied and analyzed. Obtained results facilitate the design of elastomeric cellular materials with improved behaviour in terms of dynamic stiffness for passive vibration control.

Developing Libraries Using Software Transactional Memory

Software transactional memory is a promising programming model that adapts many concepts borrowed from the databases world to control concurrent accesses to main memory (RAM) locations. This paper discusses how to support apparently irreversible operations, such as memory allocation and deallocation, within software libraries that will be used in (software memory) transactional contexts, and propose a generic and elegant approach based on a handler system, which provide the means to create and execute compensation actions at key moments during the life-time of a transaction.