14 resultados para improved principal components analysis (IPCA) algorithm
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Presented at Faculdade de Ciências e Tecnologias, Universidade de Lisboa, to obtain the Master Degree in Conservation and Restoration of Textiles
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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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.
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Eight depositional sequences (DS) delimited by regional disconformities had been recognized in the Miocene of Lisbon and Setúbal Peninsula areas. In the case of the western coast of the Setúbal Peninsula, outcrops consisting of Lower Burdigalian to Lower Tortonian sediments were studied. The stratigraphic zonography and the environmental considerations are mainly supported on data concerning to foraminifera, ostracoda, vertebrates and palynomorphs. The first mineralogical and geochemical data determined for Foz da Fonte, Penedo Sul and Penedo Norte sedimentary sequences are presented. These analytical data mainly correspond to the sediments' fine fractions. Mineralogical data are based on X-ray diffraction (XRD), carried out on both the less than 38 nm and 2 nm fractions. Qualitative and semi-quantitative determinations of clay and non-clay minerals were obtained for both fractions. The clay minerals assemblages complete the lithostratigraphic and paleoenvironmental data obtained by stratigraphic and palaeontological studies. Some palaeomagnetic and isotopic data are discussed and correlated with the mineralogical data. Multivariate data analysis (Principal Components Analysis) of the mineralogical data was carried out using both R-mode and Q-mode factor analysis.
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática
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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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Pine forests constitute some of the most important renewable resources supplying timber, paper and chemical industries, among other functions. Characterization of the volatiles emitted by different Pinus species has proven to be an important tool to decode the process of host tree selection by herbivore insects, some of which cause serious economic damage to pines. Variations in the relative composition of the bouquet of semiochemicals are responsible for the outcome of different biological processes, such as mate finding, egg-laying site recognition and host selection. The volatiles present in phloem samples of four pine species, P. halepensis, P. sylvestris, P. pinaster and P. pinea, were identified and characterized with the aim of finding possible host-plant attractants for native pests, such as the bark beetle Tomicus piniperda. The volatile compounds emitted by phloem samples of pines were extracted by headspace solid-phase micro extraction, using a 2 cm 50/30 mm divinylbenzene/carboxen/polydimethylsiloxane table flex solid-phase microextraction fiber and its contents analyzed by high-resolution gas chromatography, using flame ionization and a non polar and chiral column phases. The components of the volatile fraction emitted by the phloem samples were identified by mass spectrometry using time-of-flight and quadrupole mass analyzers. The estimated relative composition was used to perform a discriminant analysis among pine species, by means of cluster and principal component analysis. It can be concluded that it is possible to discriminate pine species based on the monoterpenes emissions of phloem samples.
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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies
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Dissertação apresentada para a obtenção do grau de Doutor em Conservação e Restauro pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia
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Annals of Microbiology, 59 (4) 705-713 (2009)
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Dissertation presented to obtain a Master degree in Biotechnology
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Dissertation submitted in the fufillment of the requirements for the Degree of Master in Biomedical Engineering
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The main objective of this survey was to perform descriptive analysis of crime evolution in Portugal between 1995 and 2013. The main focus of this survey was to analyse spatial crime evolution patterns in Portuguese NUTS III regions. Most important crime types have been included into analysis. The main idea was to uncover relation between local patterns and global crime evolution; to define regions which have contributed to global crime evolution of some specific crime types and to define how they have contributed. There were many statistical reports and scientific papers which have analysed some particular crime types, but one global spatial-temporal analysis has not been found. Principal Component Analysis and multidimensional descriptive data analysis technique STATIS have been the base of the analysis. The results of this survey has shown that strong spatial and temporal crime patterns exist. It was possible to describe global crime evolution patterns and to define crime evolution patterns in NUTS III regions. It was possible to define three to four groups of crimes where each group shows similar spatial crime dynamics.
Analysis of metabolic flux distributions in relation to the extracellular environment in Avian cells
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Continuous cell lines that proliferate in chemically defined and simple media have been highly regarded as suitable alternatives for vaccine production. One such cell line is the AG1.CR.pIX avian cell line developed by PROBIOGEN. This cell line can be cultivated in a fully scalable suspension culture and adapted to grow in chemically defined, calf serum free, medium [1]–[5]. The medium composition and cultivation strategy are important factors for reaching high virus titers. In this project, a series of computational methods was used to simulate the cell’s response to different environments. The study is based on the metabolic model of the central metabolism proposed in [1]. In a first step, Metabolic Flux Analysis (MFA) was used along with measured uptake and secretion fluxes to estimate intracellular flux values. The network and data were found to be consistent. In a second step, Flux Balance Analysis (FBA) was performed to access the cell’s biological objective. The objective that resulted in the best predicted results fit to the experimental data was the minimization of oxidative phosphorylation. Employing this objective, in the next step Flux Variability Analysis (FVA) was used to characterize the flux solution space. Furthermore, various scenarios, where a reaction deletion (elimination of the compound from the media) was simulated, were performed and the flux solution space for each scenario was calculated. Growth restrictions caused by essential and non-essential amino acids were accurately predicted. Fluxes related to the essential amino acids uptake and catabolism, the lipid synthesis and ATP production via TCA were found to be essential to exponential growth. Finally, the data gathered during the previous steps were analyzed using principal component analysis (PCA), in order to assess potential changes in the physiological state of the cell. Three metabolic states were found, which correspond to zero, partial and maximum biomass growth rate. Elimination of non-essential amino acids or pyruvate from the media showed no impact on the cell’s assumed normal metabolic state.