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.

How to optimize Lipton’s business model in order to stimulate tea consumption in Portugal and increase Lipton Leaf tea market share?: The importance of distribution and sales channels management in a B2B2C market

Field Lab Entrepreneurial Innovative Ventures

Location analysis of city sections: socio-demographic segmentation and restaurant potentiality estimation : a case study of Lisbon

One of the objectives of this study is to perform classification of socio-demographic components for the level of city section in City of Lisbon. In order to accomplish suitable platform for the restaurant potentiality map, the socio-demographic components were selected to produce a map of spatial clusters in accordance to restaurant suitability. Consequently, the second objective is to obtain potentiality map in terms of underestimation and overestimation in number of restaurants. To the best of our knowledge there has not been found identical methodology for the estimation of restaurant potentiality. The results were achieved with combination of SOM (Self-Organized Map) which provides a segmentation map and GAM (Generalized Additive Model) with spatial component for restaurant potentiality. Final results indicate that the highest influence in restaurant potentiality is given to tourist sites, spatial autocorrelation in terms of neighboring restaurants (spatial component), and tax value, where lower importance is given to household with 1 or 2 members and employed population, respectively. In addition, an important conclusion is that the most attractive market sites have shown no change or moderate underestimation in terms of restaurants potentiality.

Oysters return to the Tagus estuary through an ecological model

Dissertation submitted to the Faculty of Sciences and Technology of New University of Lisbon for obtaining the degree of Master in Environmental Management Systems

Estimation and hypothesis testing in mixed linear models

Dissertação apresentada para obtenção do Grau de Doutor em Matemática, Estatística, pela Universidade Nova de Lisboa, faculdade de Ciências e Tecnologia

Iberian peninsula ecosystem carbon fluxes: a model-data integration study

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

SOLAP+: extending the interaction model

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

Hospital Efficiency: Directed internship: Deloitte & NOVA SBE

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 RBC model with a rich fiscal sector

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

Business model optimization of Prego Gourmet

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

Credit risk stress testing: The Portuguese environment, macroeconomic scenarios and the estimation of losses for corporate sectors

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

Lean construction in rehabilitation works – suitability analysis and contribution for the definition of an implementation model

Proceedings IGLC-19, July 2011, Lima, Perú

Supply chain integration model: practices and customer values

Dissertation to obtain PhD in Industrial Engineering

An ANP model to support decision-making in a Portuguese pharmaceutical supply chain

Dissertação para obtenção do Grau de Mestre em Engenharia e Gestão Industrial

Dependence of IVIM-DWI estimations on acquisition parameters

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica