Hybrid investment strategy active portfolio management – US stock market

This thesis aims to develop an alternative active managed portfolio strategy based on companies‟ Fundamental and Technical Analysis and analyze its finals results. There is a big distinction between the two approaches and the main objective is to understand if it is possible to take advantage of both. With this in mind a Hybrid investment strategy for the US stock market, due to its dimension and liquidity, which was able to outperform the S&P 500 index, the benchmark, during both Bear and Bull Markets between 2000 and 2015.

A CMMI-compliant requirements management and development process

Requirements Engineering has been acknowledged an essential discipline for Software Quality. Poorly-defined processes for eliciting, analyzing, specifying and validating requirements can lead to unclear issues or misunderstandings on business needs and project’s scope. These typically result in customers’ non-satisfaction with either the products’ quality or the increase of the project’s budget and duration. Maturity models allow an organization to measure the quality of its processes and improve them according to an evolutionary path based on levels. The Capability Maturity Model Integration (CMMI) addresses the aforementioned Requirements Engineering issues. CMMI defines a set of best practices for process improvement that are divided into several process areas. Requirements Management and Requirements Development are the process areas concerned with Requirements Engineering maturity. Altran Portugal is a consulting company concerned with the quality of its software. In 2012, the Solution Center department has developed and applied successfully a set of processes aligned with CMMI-DEV v1.3, what granted them a Level 2 maturity certification. For 2015, they defined an organizational goal of addressing CMMI-DEV maturity level 3. This MSc dissertation is part of this organization effort. In particular, it is concerned with the required process areas that address the activities of Requirements Engineering. Our main goal is to contribute for the development of Altran’s internal engineering processes to conform to the guidelines of the Requirements Development process area. Throughout this dissertation, we started with an evaluation method based on CMMI and conducted a compliance assessment of Altran’s current processes. This allowed demonstrating their alignment with the CMMI Requirements Management process area and to highlight the improvements needed to conform to the Requirements Development process area. Based on the study of alternative solutions for the gaps found, we proposed a new Requirements Management and Development process that was later validated using three different approaches. The main contribution of this dissertation is the new process developed for Altran Portugal. However, given that studies on these topics are not abundant in the literature, we also expect to contribute with useful evidences to the existing body of knowledge with a survey on CMMI and requirements engineering trends. Most importantly, we hope that the implementation of the proposed processes’ improvements will minimize the risks of mishandled requirements, increasing Altran’s performance and taking them one step further to the desired maturity level.

Information technology service management: an experimental approach towards IT service prediction

Dissertation presented to obtain a Masters degree in Computer Science

Risk management of new product development process

Dissertation submitted to Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa for the achievement of Integrated Master´s degree in Industrial Management Engineering

Social BPM – The role of social networks in business process management

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

The role of management accounting in the process of innovation: A field work perspective

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

Customer Lifetime Value: a framework for application in the insurance industry - Building a Business Process to Generate and Maintain an Automatic Estimation Agent

Research Project submited as partial fulfilment for the Master Degree in Statistics and Information Management

The use of analytical hierarchy process in spatial decision support system for land use management

Geographic information systems give us the possibility to analyze, produce, and edit geographic information. Furthermore, these systems fall short on the analysis and support of complex spatial problems. Therefore, when a spatial problem, like land use management, requires a multi-criteria perspective, multi-criteria decision analysis is placed into spatial decision support systems. The analytic hierarchy process is one of many multi-criteria decision analysis methods that can be used to support these complex problems. Using its capabilities we try to develop a spatial decision support system, to help land use management. Land use management can undertake a broad spectrum of spatial decision problems. The developed decision support system had to accept as input, various formats and types of data, raster or vector format, and the vector could be polygon line or point type. The support system was designed to perform its analysis for the Zambezi river Valley in Mozambique, the study area. The possible solutions for the emerging problems had to cover the entire region. This required the system to process large sets of data, and constantly adjust to new problems’ needs. The developed decision support system, is able to process thousands of alternatives using the analytical hierarchy process, and produce an output suitability map for the problems faced.

Foresight methodologies to understand changes in the labour process. Experience from Portugal

The foresight and scenario building methods can be an interesting reference for social sciences, especially in terms of innovative methods for labour process analysis. A scenario – as a central concept for the prospective analysis – can be considered as a rich and detailed portrait of a plausible future world. It can be a useful tool for policy-makers to grasp problems clearly and comprehensively, and to better pinpoint challenges as well as opportunities in an overall framework. The features of the foresight methods are being used in some labour policy making experiences. Case studies developed in Portugal will be presented, and some conclusions will be drawn in order to organise a set of principles for foresight analysis applied to the European project WORKS on the work organisation re-structuring in the knowledge society, and on the work design methods for new management structures of virtual organisations.

Land use/ land cover change and its impact on soil erosion process in Begnas Tal Rupa Tal watershed using geospatial tools, Kaski district, Nepal

Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

Learning to manage in knowledge-based organizations: the role of learning logs or portfolios

Paper presented at the 8th European Conference on Knowledge Management, Barcelona, 6-7 Sep. 2008 URL: http://www.academic-conferences.org/eckm/eckm2007/eckm07-home.htm

The European challenge of KM and innovation: a skills and competence portfolio for the knowledge worker in SME's

This chapter appears in Innovations of Knowledge Management edited by Montano, D. Copyright 2004, IGI Global, www.igi-global.com. Posted by permission of the publisher.

A process-based control for evolvable production systems

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

An information model for lean, agile, resilient and green supply chain management

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

Municipal solid waste management system: decision support through systems analysis

Thesis submitted to the Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia for the degree of Doctor of Philosophy in Environmental Engineering