Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.

Microeukaryoticdiversity in the extreme environments of the Iberian PyriteBelt: a comparison between universal and fungi-specific primer sets, temperature gradient gel electrophoresis and cloning

FEMS Microbiology Ecology, Vol. 57, nº 1

Obesity and socioeconomic gradient

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

An economic appraisal of the wealth-health gradient

In this study we aim to investigate the health discrepancies arising from unequal economic status, known as the “wealth-health gradient”. Our sample comprises 47,163 individuals from 14 European countries in the SHARE Wave 4 (2011), representing the population aged 50 and older. Through a cross-sectional OLS regression model, we have tested the impact of country-level indicators to infer their effect on personal health and on the magnitude of the gradient. The results find that private expenditure yields, on average, a higher, but fast decreasing, health benefit than public expenditure; and that income inequality is irrelevant for reducing health inequalities.

Aceleração GPU da animação de superfícies deformáveis

Dissertação de Mestrado em Engenharia Informática

Development of biocompatible and “smart” porous structures using CO2-assisted processes

Dissertação apresentada para a obtenção do grau de Doutor em Engenharia Química, especialidade Engenharia da Reacção Química, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

The influence of geometric factors on the wall shear stress distribution in realistic human coronary arteries

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Biomédica. A presente dissertação foi desenvolvida no Erasmus Medical Center em Roterdão, Holanda

Two distinct arabinofuranosidases contribute to arabino-oligosaccharide degradation in Bacillus subtilis.

Microbiology 154 (2008) 2719-2729

Growth of phototrophic biofilms from limestone monuments under laboratory conditions

International Biodeterioration & Biodegradation,xxx (2009) 1–8

Reproducing stone monument photosynthetic-based colonization under laboratory conditions

Science of the total environment 405(2008) 278-285

Palaeontological data about the climatic trends from Chattian to present along the Northeastern Atlantic frontage

Climatic changes that affected the Northeastern Atlantic frontage are analyzed on the basis of the evolution of faunas and floras from the late Oligocene onwards. The study deals with calcareous nannoplankton, marine micro- and macrofaunas, some terrestrial vertebrates and vegetal assemblages. The climate, first tropical, underwent a progressive cooling (North-South thermic gradient). Notable climatic deteriorations (withdrawal towards the South or disappearance of taxa indicative of warm climate and appearance of "cold" taxa) are evidenced mainly during the Middle Miocene and the late Pliocene. Faunas and floras of modern pattern have regained, after the Pleistocene glaciations, a new climatic ranging of a temperate type in the northern part.

Evolução cenozóica da área de Longroiva-Vilariça (NE Portugal)

In the Longroiva-Vilariça area, the identification of Cenozoic lithostratigraphic units, the sedimentology and the characterization of its geometric relations with tectonic structures allowed the interpretation of the palaeogeographic main stages: 1) the greenwhitish Vilariça Arkoses (Middle Eocene to Oligocene ?) represent proximal sediments of a very low gradient drainage towards the eastern Spanish Tertiary Duero Basin; 2)Quintãs Formation (late Miocene ?) are brown-reddish coloured piedmont alluvial deposits, correlative of important vertical displacement (western tectonic block relative uplift) along the NNE-SSW indent-linked strike-slip Bragança-Vilariça-Longroiva fault zone, interpreted as a reactivated deep hercynian fracture, with left-lateral movement; 3) the red Sampaio Formation (Gelasian-early Pleistocene ?)was interpreted as downhill conglomeratic deposits related with important overtrusting along this fault zone (the definition of the present-day narrow graben configuration) and correlative of the atlantic hydrographic incision stage beginning; 4) conglomeratic terraces (middle and late Pleistocene ?); 5) alluvial plains and colluvial deposits (Holocene).

Preliminary study on the production of functionally graded materials by friction stir processing

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

Palynologic data from Aquitaine (SW France) Middle Miocene Sables Fauves Formation. Climatic evolution

Climatic reconstructions based on palynological data from Aquitaine outcrops emphasize an important degradation phase during the Lower Serravallian. Climatic and environmental changes can be related to sea-level variations (Bur 5 / Lan 1, Lan 2 / Ser 1 and Ser 2 cycles). Transgressive phases feature warmer conditions and more open environments whereas regressive phases are marked by a cooler climate and an extent of the forest cover. From Langhian to Middle Serravallian, a general cooling is highlighted, with disappearance of most megathermic taxa and a transition from warm and dry climate to warm-temperate and much more humid conditions. Conclusions are consistent with studies on bordering areas and place the major degradation phase around 14 My. The palynologic data allow filling a gap in the climatic evolution of Southern France, as a connection between Lower and Upper Miocene, both well recorded. These results document, on Western Europe scale, latitudinal climatic gradient across Northern hemisphere while featuring a transition between Mediterranean area and northeastern Atlantic frontage.

Advanced image processing techniques for detection and quantification of drusen

Dissertation presented to obtain the degree of Doctor of Philosophy in Electrical Engineering, speciality on Perceptional Systems, by the Universidade Nova de Lisboa, Faculty of Sciences and Technology