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.

Study of membrane emulsification process as a pre-step for the microencapsulation of lipid compounds by spray drying

Dissertation presented to Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa for obtaining the master degree in Membrane Engineering

Spray coating of oxide and chalcogenide semiconductor layers for TFT application

This work documents the deposition and optimization of semiconductor thin films using chemical spray coating technique (CSC) for application on thin-film transistors (TFTs), with a low-cost, simple method. CSC setup was implemented and explored for industrial application, within Holst Centre, an R&D center in the Netherlands. As zinc oxide had already been studied within the organization, it was used as a standard material in the initial experiments, obtaining typical mobility values of 0.14 cm2/(V.s) for unpatterned TFTs. Then, oxide X layer characteristics were compared for films deposited with CSC at 40°C and spin-coating. The mobility of the spin-coated TFTs was 103 cm2/(V.s) higher, presumably due to the lack of uniformity of spray-coated film at such low temperatures. Lastly, tin sulfide, a relatively unexplored material, was deposited by CSC in order to obtain functional TFTs and explore the device’s potential for working as a phototransistor. Despite the low mobilities of the devices, a sensitive photodetector was made, showing drain current variation of nearly one order of magnitude under yellow light. CSC technique’s simplicity and versatility was confirmed, as three different semiconductors were successfully implemented into functional devices.

Critical reappraisal of Late Mesozoic-Cenozoic Central and North Atlantic, Caribbean and Mediterranean evolution

(l) The Pacific basin (Pacific area) may be regarded as moving eastwards like a double zip fastener relative to the continents and their respective plates (Pangaea area): opening in the East and closing in the West. This movement is tracked by a continuous mountain belt, the collision ages of which increase westwards. (2) The relative movements between the Pacific area and the Pangaea area in the W-EfE-W direction are generated by tidal forces (principle of hypocycloid gearing), whereby the lower mantle and the Pacific basin or area (Pacific crust = roof of the lower mantle?) rotate somewhat faster eastwards around the Earth's spin axis relative to the upper mantle/crust system with the continents and their respective plates (Pangaea area) (differential rotation). (3) These relative West to East/East to West displacements produce a perpetually existing sequence of distinct styles of opening and closing oeean basins, exemplified by the present East to West arrangement of ocean basins around the globe (Oceanic or Wilson Cycle: Rift/Red Sea style; Atlantic style; Mediterranean/Caribbean style as eastwards propagating tongue of the Pacific basin; Pacific style; Collision/Himalayas style). This sequence of ocean styles, of which the Pacific ocean is a part, moves eastwards with the lower mantle relative to the continents and the upper-mantle/crust of the Pangaea area. (4) Similarly, the collisional mountain belt extending westwards from the equator to the West of the Pacific and representing a chronological sequence of collision zones (sequential collisions) in the wake of the passing of the Pacific basin double zip fastener, may also be described as recording the history of oceans and their continental margins in the form of successive Wilson Cycles. (5) Every 200 to 250 m.y. the Pacific basin double zip fastener, the sequence of ocean styles of the Wilson Cycle and the eastwards growing collisional mountain belt in their wake complete one lap around the Earth. Two East drift lappings of 400 to 500 m.y. produce a two-lap collisional mountain belt spiral around a supercontinent in one hemisphere (North or South Pangaea). The Earth's history is subdivided into alternating North Pangaea growth/South Pangaea breakup eras and South Pangaea growth/North Pangaea breakup eras. Older North and South Pangaeas and their collisional mountain belt spirals may be reconstructed by rotating back the continents and orogenic fragments of a broken spiral (e.g. South Pangaea, Gondwana) to their previous Pangaea growth era orientations. In the resulting collisional mountain belt spiral, pieced together from orogenic segments and fragments, the collision ages have to increase successively towards the West. (6) With its current western margin orientated in a West-East direction North America must have collided during the Late Cretaceous Laramide orogeny with the northern margin of South America (Caribbean Andes) at the equator to the West of the Late Mesozoic Pacific. During post-Laramide times it must have rotated clockwise into its present orientation. The eastern margin of North America has never been attached to the western margin of North Africa but only to the western margin of Europe. (7) Due to migration eastwards of the sequence of ocean styles of the Wilson Cycle, relative to a distinct plate tectonic setting of an ocean, a continent or continental margin, a future or later evolutionary style at the Earth's surface is always depicted in a setting simultaneously developed further to the West and a past or earlier style in a setting simultaneously occurring further to the East. In consequence, ahigh probability exists that up to the Early Tertiary, Greenland (the ArabiaofSouth America?) occupied a plate tectonic setting which is comparable to the current setting of Arabia (the Greenland of Africa?). The Late Cretaceous/Early Tertiary Eureka collision zone (Eureka orogeny) at the northern margin of the Greenland Plate and on some of the Canadian Arctic Islands is comparable with the Middle to Late Tertiary Taurus-Bitlis-Zagros collision zone at the northern margin of the Arabian Plate.

Zinc oxide as an ozone sensor

Journal of Applied Physics, Vol. 96, nº3

Effect of different dopant elements on the properties of ZnO thin films

Vacuum, Vol. 64

Critical reappraisal of Late Mesozoic-Cenozoic Central and North Atlantic, Caribbean and Mediterranean evolution

(l) The Pacific basin (Pacific area) may be regarded as moving eastwards like a double zip fastener relative to the continents and their respective plates (Pangaea area): opening in the East and closing in the West. This movement is tracked by a continuous mountain belt, the collision ages of which increase westwards. (2) The relative movements between the Pacific area and the Pangaea area in the W-E/E-W direction are generated by tidal forces (principle of hypocycloid gearing), whereby the lower mantle and the Pacific basin or area (Pacific crust = roof of the lower mantle?) rotate somewhat faster eastwards around the Earth's spin axis relative to the upper mantle/crust system with the continents and their respective plates (Pangaea area) (differential rotation). (3) These relative West to East/East to West displacements produce a perpetually existing sequence of distinct styles of opening and closing ocean basins, exemplified by the present East to West arrangement of ocean basins around the globe (Oceanic or Wilson Cycle: Rift/Red Sea style; Atlantic style; Mediterranean/Caribbean style as eastwards propagating tongue of the Pacific basin; Pacific style; Collision/Himalayas style). This sequence of ocean styles, of which the Pacific ocean is a part, moves eastwards with the lower mantle relative to the continents and the upper-mantle/crust of the Pangaea area. (4) Similarly, the collisional mountain belt extending westwards from the equator to the West of the Pacific and representing a chronological sequence of collision zones (sequential collisions) in the wake of the passing of the Pacific basin double zip fastener, may also be described as recording the history of oceans and their continental margins in the form of successive Wilson Cycles. (5) Every 200 to 250 m.y. the Pacific basin double zip fastener, the sequence of ocean styles of the Wilson Cycle and the eastwards growing collisional mountain belt in their wake complete one lap around the Earth. Two East drift lappings of 400 to 500 m.y. produce a two-lap collisional mountain belt spiral around a supercontinent in one hemisphere (North or South Pangaea). The Earth's history is subdivided into alternating North Pangaea growth/South Pangaea breakup eras and South Pangaea growth/North Pangaea breakup eras. Older North and South Pangaeas and their collisional mountain belt spirals may be reconstructed by rotating back the continents and orogenic fragments of a broken spiral (e.g. South Pangaea, Gondwana) to their previous Pangaea growth era orientations. In the resulting collisional mountain belt spiral, pieced together from orogenic segments and fragments, the collision ages have to increase successively towards the West. (6) With its current western margin orientated in a West-East direction North America must have collided during the Late Cretaceous Laramide orogeny with the northern margin of South America (Caribbean Andes) at the equator to the West of the Late Mesozoic Pacific. During post-Laramide times it must have rotated clockwise into its present orientation. The eastern margin of North America has never been attached to the western margin of North Africa but only to the western margin of Europe. (7) Due to migration eastwards of the sequence of ocean styles of the Wilson Cycle, relative to a distinct plate tectonic setting of an ocean, a continent or continental margin, a future or later evolutionary style at the Earth's surface is always depicted in a setting simultaneously developed further to the West and a past or earlier style in a setting simultaneously occurring further to the East. In consequence, ahigh probability exists that up to the Early Tertiary, Greenland (the ArabiaofSouth America?) occupied a plate tectonic setting which is comparable to the current setting of Arabia (the Greenland of Africa?). The Late Cretaceous/Early Tertiary Eureka collision zone (Eureka orogeny) at the northern margin of the Greenland Plate and on some of the Canadian Arctic Islands is comparable with the Middle to Late Tertiary Taurus-Bitlis-Zagros collision zone at the northern margin of the Arabian Plate.

Evolution of Iberia during the Cenozoic with special emphasis on the formation of the Betic Cordillera and its relation with the western Mediterranean

The extensional process affecting Iberia during the Triassic and Jurassic times change from the end of the Cretaceous and, throughout the Palaeocene, the displacement between the African and European plates was clearly convergent and part of the future Internal Zone of the Betic Cordillera was affected. To the west, the Atlantic continued to open as a passive margin and, to the north, no significant deformation occurred. During the Eocene, the entire Iberian plate was subjected to compression. which caused major deformations in the Pyrenees and also in the Alpujarride and Nevado-Filabride, Internal Betic, complexes. In the Oligocene continued this situation, but in addition, the new extensional process ocurring in the western Mediterranean area, together with the constant eastward drift of Iberia due to Atlantic opening, compressed the eastern sector of Iberia, giving rise to the structuring of the Iberian Cordillera. The Neogene was the time when the Betic Cordillera reached its fundamental features with the westward displacement of the Betic-Rif Internal Zone, expelled by the progressive opening of the Algerian Basin, opening prolonged till the Alboran Sea. From the late Miocene onwards, all Iberia was affected by a N-S to NNW-SSE compression, combined in many points by a near perpendicular extension. Specially in eastern and southern Iberia a radial extension superposed these compression and extension.

Late Quaternary warm marine mollusks from Santa Maria (Azores); paleoecologic and paleobiogeographic considerations

The sub-fossil fauna from the Late Quaternary marine deposits of Santa Maria is made of more than 50 species of gastropods and bivalves, 19 of them collected recently and for the first time in the northern coast of the island (Lagoinhas Bay). The sub-fossil shells are found in deposits of beach sands, situated 2-3 meters above the present low tide. The carbonated sands from the basal part of the succession yield an autochthonous association of borers dominated by the bivalve Myoforceps aristata (Dillwin, 1817). Upwards, the marine sands contain concentrations of beach drift shells, including well-preserved supratidal and intertidal gastropods, among them a large number of Rissoidae. The bivalve fauna is dominated by disarticulated valves of Ervilia castanea (Montagu, 1803), a small infaunal coloniser of mobile sandy substrates. The composition of the fauna is made essentially of West European species, many of them common to the West Coast of Portugal. However, a few "warm guests" with West African or Caribbean affinities were also found, suggesting a close relation with some of the "Tyrrhenian" warm associations found in the Western Mediterranean.

Preparação e caracterização de micropartículas de polissacáridos para libertação controlada de fármacos anticancerígenos no cólon

Dissertação para a obtenção do Grau de Mestre em Engenharia Química e Bioquímica

Heavy-metal resistance in Marinobacter aquaeolei 617 insights into copper resistance

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

Adaptation from standing genetic variation and from mutation

Dissertation presented to obtain the Ph.D degree in Evolutionary Biology

Towards cryogenic liquid –vapor energy storage units for space applications

Dissertation to obtain the Doctoral degree in Physics Engineering

Natural hydraulic lime mortars: influence of the aggregates

3rd Historic Mortars Conference, 11-14 September 2013, Glasgow, Scotland

Revestimentos hidrofóbicos

Dissertação para obtenção do Grau de Mestre em Engenharia de Materiais