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.

Mediated catalysis of Paracoccus pantotrophus cytochrome c peroxidase by P. pantotrophus pseudoazurin: kinetics of intermolecular electron transfer

J Biol Inorg Chem (2007) 12:691–698 DOI 10.1007/s00775-007-0219-9

Cytochrome c nitrite reductase from desulfovibrio desulfuricans ATCC 27774

The Journal of Biological Chemistry Vol. 278, No. 19, Issue of May 9, pp. 17455–17465, 2003

In-situ X-ray diffraction studies during growth of Ni-Ti shape memory alloy films and their complementary ex-situ characterization

Shape Memory Alloy (SMA) Ni-Ti films have attracted much interest as functional and smart materials due to their unique properties. However, there are still important issues unresolved like formation of film texture and its control as well as substrate effects. Thus, the main challenge is not only the control of the microstructure, including stoichiometry and precipitates, but also the identification and control of the preferential orientation since it is a crucial factor in determining the shape memory behaviour. The aim of this PhD thesis is to study the optimisation of the deposition conditions of films of Ni-Ti in order to obtain the material fully crystallized at the end of the deposition, and to establish a clear relationship between the substrates and texture development. In order to achieve this objective, a two-magnetron sputter deposition chamber has been used allowing to heat and to apply a bias voltage to the substrate. It can be mounted into the six-circle diffractometer of the Rossendorf Beamline (ROBL) at the European Synchrotron Radiation Facility (ESRF), Grenoble, France, enabling an in-situ characterization by X-ray diffraction(XRD) of the films during their growth and annealing. The in-situ studies enable us to identify the different steps of the structural evolution during deposition with a set of parameters as well as to evaluate the effect of changing parameters on the structural characteristics of the deposited film. Besides the in-situ studies, other complementary ex-situ characterization techniques such as XRD at a laboratory source, Rutherford backscattering spectroscopy(RBS), Auger electron spectroscopy (AES), cross-sectional transmission electron microscopy (X-TEM), scanning electron microscopy (SEM), and electrical resistivity (ER) measurements during temperature cycling have been used for a fine structural characterization. In this study, mainly naturally and thermally oxidized Si(100) substrates, TiN buffer layers with different thicknesses (i.e. the TiN topmost layer crystallographic orientation is thickness dependent) and MgO(100) single crystals were used as substrates. The chosen experimental procedure led to a controlled composition and preferential orientation of the films. The type of substrate plays an important role for the texture of the sputtered Ni-Ti films and according to the ER results, the distinct crystallographic orientations of the Ni-Ti films influence their phase transformation characteristics.

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

Multi-bit sigma-delta modulators with enhanced dynamic-range using non-linear DAC for hearing aids

15th IEEE International Conference on Electronics, Circuits and Systems, Malta

Non-linear time series models

The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.

A new CuZ active form in the catalytic reduction of N2O by nitrous oxide reductase from Pseudomonas nautica

J Biol Inorg Chem (2010) 15:967–976 DOI 10.1007/s00775-010-0658-6

Buy, sell and chatter: A case analysis of a Lisbon flea market

This thesis aims explore the sociocultural as well as economic significance of the modern-day flea market, as a form of alternative marketplace system. More specifically, the main goal of the research is to determine the motivation for participation in flea markets of different participants, from vendors to consumers, using an interactionist perspective. By studying these groups in details, I seek to explore the embeddedness of social aspects in economic activity and vice versa. The basic assumption is to put aside the previous notions of the flea market as a second-order system with implied inferiority, and to explore the potential of the flea market to both challenge and complement more formal marketplace systems, by comparing and contrasting the flea market with market venues that belong to the formal sector. Feira da Ladra in Lisbon, Portugal, the oldest a hugely successful flea market in Europe, was chosen to be the research site, where its economic participants were studied in details in various exchanges, using naturalistic observations, semi-structured interviews and a sociocultural perspective.