Quadratic programming versus second order con programming in portfolio optimization

Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.

Intention recognition, commitment and their roles in the evolution of cooperation

Dissertação para obtenção do Grau de Doutor em Informática

The African studies course of the Instituto de Estudos Superiores Militares. An analysis of the correlations and conflictive character inside the triangle - Development, environment and security - in Africa’s Nigeria

Relatório de Estágio de Mestrado em Ciência Política e Relações Internacionais Globalização e Ambiente

Machine ethics via logic programming

Machine ethics is an interdisciplinary field of inquiry that emerges from the need of imbuing autonomous agents with the capacity of moral decision-making. While some approaches provide implementations in Logic Programming (LP) systems, they have not exploited LP-based reasoning features that appear essential for moral reasoning. This PhD thesis aims at investigating further the appropriateness of LP, notably a combination of LP-based reasoning features, including techniques available in LP systems, to machine ethics. Moral facets, as studied in moral philosophy and psychology, that are amenable to computational modeling are identified, and mapped to appropriate LP concepts for representing and reasoning about them. The main contributions of the thesis are twofold. First, novel approaches are proposed for employing tabling in contextual abduction and updating – individually and combined – plus a LP approach of counterfactual reasoning; the latter being implemented on top of the aforementioned combined abduction and updating technique with tabling. They are all important to model various issues of the aforementioned moral facets. Second, a variety of LP-based reasoning features are applied to model the identified moral facets, through moral examples taken off-the-shelf from the morality literature. These applications include: (1) Modeling moral permissibility according to the Doctrines of Double Effect (DDE) and Triple Effect (DTE), demonstrating deontological and utilitarian judgments via integrity constraints (in abduction) and preferences over abductive scenarios; (2) Modeling moral reasoning under uncertainty of actions, via abduction and probabilistic LP; (3) Modeling moral updating (that allows other – possibly overriding – moral rules to be adopted by an agent, on top of those it currently follows) via the integration of tabling in contextual abduction and updating; and (4) Modeling moral permissibility and its justification via counterfactuals, where counterfactuals are used for formulating DDE.

Specification of software architecture reconfiguration

In the past years, Software Architecture has attracted increased attention by academia and industry as the unifying concept to structure the design of complex systems. One particular research area deals with the possibility of reconfiguring architectures to adapt the systems they describe to new requirements. Reconfiguration amounts to adding and removing components and connections, and may have to occur without stopping the execution of the system being reconfigured. This work contributes to the formal description of such a process. Taking as a premise that a single formalism hardly ever satisfies all requirements in every situation, we present three approaches, each one with its own assumptions about the systems it can be applied to and with different advantages and disadvantages. Each approach is based on work of other researchers and has the aesthetic concern of changing as little as possible the original formalism, keeping its spirit. The first approach shows how a given reconfiguration can be specified in the same manner as the system it is applied to and in a way to be efficiently executed. The second approach explores the Chemical Abstract Machine, a formalism for rewriting multisets of terms, to describe architectures, computations, and reconfigurations in a uniform way. The last approach uses a UNITY-like parallel programming design language to describe computations, represents architectures by diagrams in the sense of Category Theory, and specifies reconfigurations by graph transformation rules.

Design and implementation of a behaviorally typed programming system for web services

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática.

Efficient middleware for database replication

Dissertação de Mestrado em Engenharia Informática

Type System for the ComponentJ Programming Language

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

Consistent state software transactional memory

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática

Derivation methods for hybrid knowledge bases with rules and ontologies

Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

Factorization by invariant embedding of elliptic problems: circular and star-shaped domains

Dissertação apresentada para obtenção do grau de Doutor em Matemática na especialidade de Equações Diferenciais, pela Universidade Nova de Lisboa,Faculdade de Ciências e Tecnologia

Waste recovery into activated carbon for water purification from heavy metals

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia Química Pela Universidade Nova de Lisboa,Faculdade de Ciências e Tecn

Gender and reproductive autonomy : are there second-class citizens in Europe?

EUROPEAN MASTER’S DEGREE IN HUMAN RIGHTS AND DEMOCRATISATION Academic Year 2007/2008

A formação de professores para o ensino da Matemática no ensino básico a alunos com deficiência visual

Resumo: Este estudo surge no âmbito do Mestrado em Reabilitação na Especialidade de Deficiência Visual ministrado em conjunto pelas Faculdades de Ciências Médicas e Motricidade Humana. Na dissertação intitulada Formação de Professores para o Ensino da Matemática no Ensino Básico a Alunos com DV foi desenvolvida uma investigação, incidindo sobre a temática atrás referida. Na primeira parte apresenta-se uma revisão de literatura, onde se exploram vários conceitos relevantes como a deficiência visual, o currículo de matemática no Ensino Básico, as adaptações curriculares dos alunos com DV, as tecnologias de apoio e a Formação dos Professores, entre outros. Na segunda parte apresentam-se as fundamentações teóricas que subjazem à escolha da metodologia de investigação e instrumentação bem como a descrição dos procedimentos de investigação. Participaram neste estudo 52 professores de Matemática dos três ciclos do ensino básico, que tinham alunos cegos ou com baixa visão nas suas turmas. Os dados foram recolhidos através de um questionário aplicados aos professores. Na terceira parte apresentam-se alguns resultados desta pesquisa. Relativamente à Formação de Professores, sendo N= 52, no que diz respeito à Deficiência Visual, a maioria dos professores (58%) diz não ter conhecimento da mesma e 40% dos professores diz ter algum conhecimento sobre a deficiência visual. Destes professores, grande parte referiu não considerar suficiente a informação recebida, pelo que concluímos ser pertinente a proposta de cursos versando a formação de professores em Deficiência Visual. Conclui-se também que os professores sentem dificuldades com os materiais e equipamentos disponíveis embora refiram que tivessem tido alguma informação sobre os mesmos.----------------------------------------- ABSTRACT: This study is the subject of the Master Course on the Specialty of Visual impaired given by both the Faculties of Ciências Médicas and Motricidade Humana. In the dissertation, the title of Which is Vocational Training of Teachers for the Mathematies teaching in the Basic Compulsory education to students with Visual impaired inside of the thematic behind referred. In the first part it is presented a literature revision, where some concepts are explored like the visual impaired, the curriculum of mathematics in the Basic Compulsory Education, the curriculum adaptations to the pupils with visual impaired, the technologies of support and the vocational training of the teachers, among others. In the second part we can recognize the theoretical recitals that support the choice of the research methodology and the whole instrumens meedes as well as the description of the research procedures. 52 professors of Mathematics from the three cycles of basic compulsory education participated in this study, they had blind pupils or with low vision in their classes. The data had been collected through a questionnaire applied to the teachers. In the third part, we come to some results of this research. In what concerns the vocational training of the teachers being N= 52, the majority of them (58%) says not to have knowledge of it and 40% of them says that they have some knowledge on the visual impaired. Among, a great part mentioned not having received sufficient information, as we conclude to be pertinent the proposal of courses makina the vocational training of teachers in visual impaired a reality. One also concludes that the teachers have difficulties with the materials and available equipment even though they mention to have had some information about them.

Negative non-ground queries in well founded semantics

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