Simulação de escoamentos fluviais com estruturas verticais nas margens do leito principal

Dissertação para obtenção do Grau de Mestre em Engenharia Civil – Perfil de Estruturas

Principal component analysis of the yield curve

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

THE U.S. and European M&A cycles: A Markov switching and state space approach

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

Credit cycle identification: A Markov-switching application

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

O Conselho Nacional das Mulheres Portuguesas: A Principal Associação de Mulheres da Primeira Metade do Século XX (1914-1947)

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Estudos sobre as Mulheres

Correction of the anisotropy in resistivity: application to pore pressure prediction

Dissertação para obtenção do Grau de Mestre em Engenharia Geológica (Georrecursos)

Schottky principal G-bundles over compact Riemann surfaces

Fundação para a Ciência e a Tecnologia (FCT)- PhD grant SFRH/BD/37151/2007; projects PTDC/MAT/099275/2008; PTDC/MAT/119689/2010; PTDC/MAT/120411/2010; PTDC/MAT-GEO/0675/2012

Comportamento de Lutzomyia longipalpis, vetor principal da leishmaniose visceral americana, em Campo Grande, Estado do Mato Grosso do Sul

O município de Campo Grande, Estado de Mato Grosso do Sul, Brasil, apresenta ocorrência de casos humanos e caninos de leishmaniose visceral desde 2002 e é classificado como área com transmissão intensa. O estudo foi realizado no período de maio de 2003 a abril de 2005, em parceria com a Fundação Nacional de Saúde e a Secretaria de Saúde do Estado, com o objetivo de conhecer o comportamento e a sazonalidade da espécie Lutzomyia longipalpis. As capturas foram realizadas com armadilhas luminosas, tipo CDC, em doze estações distribuídas na zona urbana. As estações com maior densidade situam-se na parte sul da cidade e a abundância relativa aumentou durante, ou logo após, as precipitações pluviométricas. Nos meses frios e secos a quantidade foi reduzida e a abundância relativa foi maior no peridomicílio. A borrifação com alphacypermetrina, em intervalos de quatro meses, contribuiu para a diminuição do vetor em três das quatro estações borrifadas e, das oito que não sofreram intervenção química, cinco tiveram aumento.

Emmanuel Dias: o principal artífice do combate à doença de Chagas nas Américas

Comemora-se em 2008 o centenário de nascimento do Dr. Emmanuel Dias, cuja vida foi intensamente dedicada ao estudo, reconhecimento e controle da doença de Chagas. Esta súmula se incorpora às diversas homenagens feitas no Brasil e no Exterior, resgatando alguns elementos históricos na trajetória do cientista e o enorme impacto social resultante direta e indiretamente de seu trabalho. Afilhado e assistente de Carlos Chagas, Emmanuel foi considerado por Chagas Filho como o mais profícuo dos seguidores de seu pai. Em trinta anos de atividades, Dias iniciou-se como brilhante protozoologista depois passando ao enfrentamento da doença humana. Trabalhou intensivamente em diagnóstico, epidemiologia, clinica e controle. Idealizou estratégias de prospecção, mapeou a doença nas Américas, participou diretamente da sistematização da cardiopatia crônica e descreveu o primeiro inseticida eficaz contra os triatomíneos, também formatando a estratégia de seu controle. Mais ainda, estendeu suas atividades para toda a área endêmica, divulgando a doença e seu controle, de um lado, e impulsionando autoridades sanitárias e centros de decisão com vistas a implantação de ações, de outro. De seu trabalho resultaram programas nacionais e regionais que reduziram significativamente a transmissão da doença humana em todo o Continente. Foi recentemente considerado como o cientista que teve o maior impacto no enfrentamento desta tripanossomíase, em todos os tempos.

Pair trading: Clustering based on principal component analysis

This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.

Predicting market direction with hidden Markov models

This paper develops the model of Bicego, Grosso, and Otranto (2008) and applies Hidden Markov Models to predict market direction. The paper draws an analogy between financial markets and speech recognition, seeking inspiration from the latter to solve common issues in quantitative investing. Whereas previous works focus mostly on very complex modifications of the original hidden markov model algorithm, the current paper provides an innovative methodology by drawing inspiration from thoroughly tested, yet simple, speech recognition methodologies. By grouping returns into sequences, Hidden Markov Models can then predict market direction the same way they are used to identify phonemes in speech recognition. The model proves highly successful in identifying market direction but fails to consistently identify whether a trend is in place. All in all, the current paper seeks to bridge the gap between speech recognition and quantitative finance and, even though the model is not fully successful, several refinements are suggested and the room for improvement is significant.

Pilot study with a glutamine-supplemented enteral formula in critically ill infants

Seriously ill infants often display protein-calorie malnutrition due to the metabolic demands of sepsis and respiratory failure. Glutamine has been classified as a conditionally essential amino acid, with special usefulness in critical patients. Immunomodulation, gut protection, and prevention of protein depletion are mentioned among its positive effects in such circumstances. With the intent of evaluating the tolerance and clinical impact of a glutamine supplement in seriously ill infants, a prospective randomized study was done with nine patients. Anthropometric and biochemical determinations were made, and length of stay in the intensive care unit (ICU), in the hospital, and under artificial ventilation, and septic morbidity and mortality were tabulated. Infants in the treatment group (n=5) were enterally administered 0.3 g/kg of glutamine, whereas controls received 0.3 g/kg of casein during a standard period of five days. Septic complications occurred in 75% of the controls (3/4) versus 20% of the glutamine-treated group (1/5, p<=0.10), and two patients in the control group died of bacterial infections (50% vs. 0%, p<=0.10). Days in the ICU, in the hospital, and with ventilation numerically favored glutamine therapy, although without statistical significance. The supplements were usually well tolerated, and no patient required discontinuation of the program. The conclusion was that glutamine supplementation was safe and tended to be associated with less infectious morbidity and mortality in this high-risk population.

Design formula for the flexural strengthening of RC beams using prestressed CFRP reinforcement

Applying a certain prestress level to the carbon fiber reinforced polymer (CFRP) reinforcement according to either externally bonded reinforcing (EBR) or near surface mounted (NSM) techniques can mobilize the strengthening potentialities of this high tensile strength composite material. For the prediction of the flexural behavior of reinforced concrete (RC) structures strengthened with prestressed EBR or NSM CFRPs, however, simplified analytical and design formulations still need to be developed as a guidance for engineers to design this type of strengthened structures by hand calculation without any programming help. Hence, the current work aims to briefly explain a developed simplified analytical approach, with a design framework, to predict the flexural behavior of RC beams flexurally strengthened with either prestressed EBR or NSM CFRP reinforcements. Moreover, an upper limit for the prestress level is proposed in order to optimize the ductility performance of the NSM prestressing technique. The good predictive performance of the analytical approaches was appraised by simulating the results of experimental programs composed of RC beams strengthened with prestressed NSM CFRP reinforcements.