Tool for discovering sequential patterns in financial markets

The goal of this thesis is the study of a tool that can help analysts in finding sequential patterns. This tool will have a focus on financial markets. A study will be made on how new and relevant knowledge can be mined from real life information, potentially giving investors, market analysts, and economists new basis to make informed decisions. The Ramex Forum algorithm will be used as a basis for the tool, due to its ability to find sequential patterns in financial data. So that it further adapts to the needs of the thesis, a study of relevant improvements to the algorithm will be made. Another important aspect of this algorithm is the way that it displays the patterns found, even with good results it is difficult to find relevant patterns among all the studied samples without a proper result visualization component. As such, different combinations of parameterizations and ways to visualize data will be evaluated and their influence in the analysis of those patterns will be discussed. In order to properly evaluate the utility of this tool, case studies will be performed as a final test. Real information will be used to produce results and those will be evaluated in regards to their accuracy, interest, and relevance.

Quality of process modeling using BPMN: a model-driven approach

Dissertação para obtenção do Grau de Doutor em Engenharia Informática

Combining open and closed world reasoning for the semantic web

Dissertação para obtenção do Grau de Doutor em Informática

Modelling and Forecasting Mortality Patterns

Thesis submitted in partial fulfillment of the requirements for the Degree of Doctor of Statistics and Information Management

Mining protein structure data

The principal topic of this work is the application of data mining techniques, in particular of machine learning, to the discovery of knowledge in a protein database. In the first chapter a general background is presented. Namely, in section 1.1 we overview the methodology of a Data Mining project and its main algorithms. In section 1.2 an introduction to the proteins and its supporting file formats is outlined. This chapter is concluded with section 1.3 which defines that main problem we pretend to address with this work: determine if an amino acid is exposed or buried in a protein, in a discrete way (i.e.: not continuous), for five exposition levels: 2%, 10%, 20%, 25% and 30%. In the second chapter, following closely the CRISP-DM methodology, whole the process of construction the database that supported this work is presented. Namely, it is described the process of loading data from the Protein Data Bank, DSSP and SCOP. Then an initial data exploration is performed and a simple prediction model (baseline) of the relative solvent accessibility of an amino acid is introduced. It is also introduced the Data Mining Table Creator, a program developed to produce the data mining tables required for this problem. In the third chapter the results obtained are analyzed with statistical significance tests. Initially the several used classifiers (Neural Networks, C5.0, CART and Chaid) are compared and it is concluded that C5.0 is the most suitable for the problem at stake. It is also compared the influence of parameters like the amino acid information level, the amino acid window size and the SCOP class type in the accuracy of the predictive models. The fourth chapter starts with a brief revision of the literature about amino acid relative solvent accessibility. Then, we overview the main results achieved and finally discuss about possible future work. The fifth and last chapter consists of appendices. Appendix A has the schema of the database that supported this thesis. Appendix B has a set of tables with additional information. Appendix C describes the software provided in the DVD accompanying this thesis that allows the reconstruction of the present work.

Miocene catfishes (Ariidae,Bagridae) from Lisbon: a Nilotic (or Sudanian) type fauna

Miocene catfishes from Lisbon are dealt with. Two distinct sets of pectoral and dorsal pterygiophores are described. That from the Langhian V-b is referred to Arius sp. probably close to A. heudeloti. Another ser from the uppermost Burdigalian V-a may be ascribed to a bagrid, cf. Chrysichthys sp., identified for the first time in this region. The catfish and Lates association is sctrikingly similar to African, nilotic or sudanian ones as far as freshwaters are concerned. In marine, coastal environments, stenotherm warm-water forms (Polynemids, large barracudas and several sharks) indicate, as a model, faunas like chose from Cape Verde to northern Angola. There is some gradation for brackish waters (fig. 1). Catfishes and Lates probably migrated into the Iberian Peninsule in the lower Miocene. They are unknown after Langhian V-b except for a reappearance of Arius in the middle Tortonian VII-b. Decreasing temperatures and aridity account for local extinction at least in freshwaters. Expansion of these fishes have been made easier owing to the displacement of land masses chat narrowed or closed the marine waterway between Europe and Africa. Salinity tolerance is not necessarily the sole explanation for migration. Catfishes plus Lates associations colonized inland waters from both sides of the Paleomediterranean. Local extinction may have weighed more in the development of modern distribution patterns than migration.

Water treatments in semi-closed cooling circuits and their impact on the quality of effluents discharged by CERN

Dissertação apresentada à Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia do Ambiente, Gestão de Sistemas Ambientais

Water treatments in semi-closed cooling circuits and their impact on the quality of effluents discharged by CERN

Mestrado integrado em Engenharia do Ambiente, perfil: Gestão de Sistemas Ambientais

Knowledge discovery from trajectories

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

Analysis of support for modularity in object teams based on design patterns

Dissertação de Mestrado em Engenharia Informática

Patterns of Associational Life in Western Europe, 1800-2000

Thesis submitted for assessment with a view to obtaining the degree of Doctor of Political and Social Science of the European University Institute

A qualitative assessment of modularity in CaesarJ components based on implementations of design patterns

Tese de Mestrado em Engenharia Informática

Wetland Habitat Studies using various Classification Techniques on Multi-Spectral Landsat Imagery: Case study: Tram chim National Park, Dong Thap Vietnam

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

Assessing organizations collaboration readiness: a behavioral approach

Dissertation presented at the Faculty of Sciences and Technology of the New University of Lisbon to obtain the degree of Doctor in Electrical Engineering, specialty of Robotics and Integrated Manufacturing

Miocene c4tfishes (Ariidae, Bagridae) from Lisbon: a Nilotic (or Sudanian) type fauna

Miocene catfishes from Lisbon are dealt with. Two distinct sets of pectoral and dorsal pterygiophores are described. That from the Langhian V-b is referred to Arius sp. probably close to A. Beudeloti. Another set from the uppermost Burdigalian V-a may be ascribed to a bagtid, cf, Chrysichthys sp., identified for the first time in this region. The catfish and Lates association is strikingly similar to African, nilotic or sudanian ones as far as freshwaters are concerned. In marine, coastal environments, stenotherm warm-water forms (Polynemids, large barracudas and several sharks) indicate, as a model, faunas like those from Cape Verde to northern Angola. There is some gradation for brackish waters (fig. 1). Catfishes and Lates probably migrated into the Iberian Peninsule in the lower Miocene. They are unknown after Langhian V-b except for a reappearance of Arius in the middle Tortonian VII-b. Decreasing temperatures and aridity account for local extinction at least in freshwaters. Expansion of these fishes have been made easier owing to the displacement of land masses that narrowed or closed the marine waterway between Europe and Africa. Salinity tolerance is not necessarily the sole explanation for migration. Catfishes plus Lates associations colonized inland waters from both sides of the Paleomediterranean. Local extinction may have weighed more in the development of modern distribution patterns than migration.