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.

Zonal distribution of gold and platinium group elements in the Mondunguara deposits Mozambique

The Mondunguara copper mines are situated in mountainous terrain in west-central Mozambique. The mineralization consists of chalcopyrite, pyrrhotite, common pcntlandite, cobaltpentlandite, pyrite and several minor oxides and sulphides in tabular ore bodies deeping steep to the north. Gold was known to occur in small quantities but no systematic sampling and analysis for precious clements was ever done. Mineralogical and geological evidence has shown that the ores are magmatic in origin and were derived from gabbro-peridotitic magma dykes saturated in sulphides when intruded. The ore bodies show a clear zonation. Platinum group elements as well as pure gold are associated with high temperature hexagonal pyrrhotite. This pyrrhotite being of no use is generally discarded to the tailing dumps. Late hydrothermal phases are enriched in native silver, silver tellurides as well as electrum.

Paleoclimatic and paleobiological correlations by mammal faunas from Southern America and SW Europe

Proceedings of the 1" R.C.A.N.S. Congress, Lisboa, October 1992

Paleoambiental reconstruction based on mineralogical data of quaternary littoral deposits occuring at Cortegaça and Maceda beaches (Ovar, Portugal)

The main goal of the present work is the use of mineralogical data corresponding to sediment fine fractions (silt and clay) of Quaternary littoral deposits for the definition of a more detailed vertical zonography and to discriminate the most significant morphoclimatic changes concerned with sediment source areas and sediment deposition areas. The analysis of the available mineralogical data reveals a vertical evolution of the mineral composition. The following aspects deserve particular reference: 1) fine fractions (<38 nm) are composed of quartz and phyllosilicates associated to feldspars, prevailing over other minerals; however in certain sections iron hydroxides and evaporitic minerals occur in significant amounts; 2) clay fractions (<2 nm) show a general prevalence of illite associated with kaolinite and oscillations, in relative terms, of kaolinite and illite contents. Qualitative and quantitative lateral and vertical variations of clay and non clay minerals allow the discrimination of sedimentary sequences and the establishment of the ritmicity and periodicity of the morphoclimatic Quaternary episodes that occurred in the Cortegaça and Maceda beaches. To each one of the sedimentary sequences corresponds, in a first stage, a littoral environment that increasingly became more continental. Climate would be mild to cold, sometimes with humidity - aridity oscillations. Warmer and moister episodes alternated with cooler and dryer ones.

Late Quaternary warm marine mollusks from Santa Maria (Azores); paleoecologic and paleobiogeographic considerations

The sub-fossil fauna from the Late Quaternary marine deposits of Santa Maria is made of more than 50 species of gastropods and bivalves, 19 of them collected recently and for the first time in the northern coast of the island (Lagoinhas Bay). The sub-fossil shells are found in deposits of beach sands, situated 2-3 meters above the present low tide. The carbonated sands from the basal part of the succession yield an autochthonous association of borers dominated by the bivalve Myoforceps aristata (Dillwin, 1817). Upwards, the marine sands contain concentrations of beach drift shells, including well-preserved supratidal and intertidal gastropods, among them a large number of Rissoidae. The bivalve fauna is dominated by disarticulated valves of Ervilia castanea (Montagu, 1803), a small infaunal coloniser of mobile sandy substrates. The composition of the fauna is made essentially of West European species, many of them common to the West Coast of Portugal. However, a few "warm guests" with West African or Caribbean affinities were also found, suggesting a close relation with some of the "Tyrrhenian" warm associations found in the Western Mediterranean.