Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.

Natural hydraulic lime (nhl3.5) mortars with scrap tire rubber

The use of wastes and industrial by-products as building materials is an important issue in order to decrease costs with waste management and the embodied energy of building products. In this study scrap tire rubber was used as additional aggregate of mortars based on natural hydraulic lime NHL 3.5 and natural sand. Different particle size fractions and proportions of scrap tire rubber were used: a mix obtained directly from industry and separated fine, medium and coarse fractions; 0 %, 18 %, 36 % and 54 % of the weight of binder, corresponding to 2.5 %, 5 % and 7.5 % of the weight of sand. As mortars based on NHL specifications became stricter with the current version of EN 459–1:2015, the influence of the rubber’s additions on the mortars’ fresh state, mechanical and physical performance is presented in this work: flow table consistency, water retention, dynamic elasticity modulus, flexural and compressive strength, open porosity and bulk density, capillary absorption, drying and thermal conductivity are studied. The use of the rubber mix coming from the waste tire industry seems advantageous and may open possibilities for use as raw material by the mortars industry.

Artificial thymus: a tissue engineering strategy

The thymus is the central organ responsible for the generation of T lymphocytes (1). Various diseases cause the thymus to produce in- sufficient T cells, which can lead to immune-suppression (2). Since T cells are essential for the protection against pathogens, it is crucial to promote de novo differentiation of T cells on diseased individuals. The available clinical solutions are: 1) one protocol involving the transplant of thymic stroma from unrelated children only applicable for athymic children (3); 2) for patients with severe peripheral T cell depletion and reduced thymic activity, the administration of stimu- lating molecules stimulating the activity of the endogenous thymus (4). A scaffold (CellFoam) was suggested to support thymus regen- eration in vivo (5), although this research was discontinued. Herein, we propose an innovative strategy to generate a bioartificial thymus. We use a polycaprolactone nanofiber mesh (PCL-NFM) seeded and cultured with human thymic epithelial cells (hTECs). The cells were obtained from infant thymus collected during pediatric cardio-tho- racic surgeries. We report new data on the isolation and characterization of those cells and their interaction with PCL-NFM, by expanding hTECs into relevant numbers and by optimizing cell seeding methods.

As possíveis alterações microclimáticas devido a formação do lago artificial da hidrelétrica de Tucuruí -PA

Existem muitas preocupações ecológicas do impacto que a construção de grandes lagos na Amazônia podem provocar, principalmente relacionadas ao microclima. Este estudo visa aumentar o conhecimento científico sobre a distribuição de chuvas antes e depois da formação do lago artificial da UHE Tucuruí-PA. Foram utilizados dados diários de precipitação dos períodos de 1972 a 1983 (pré-enchimento) e de 1984 a 1996 (pós-enchimento) para as cidades de Tucuruí e Marabá-PA. Comparando-se os totais mensais (pré e pós-enchimento), não se observam diferenças estatisticamente significantes (foram aplicados os testes de Fisher e Man-Whitney). Analisando-se a ocorrência de dias com precipitação superior a 5 e 25 mm.dia-1, também não se observam diferenças estatisticamente significativas. Há um leve aumento do número de dias com chuvas leves no final período sêco após a formação do lago, talvez devido a alta evaporação do lago artificial. Também não se observou modificações do início ou final da estação chuvosa.

Rapid assessment of fruit-color selection by birds using artificial fruits at local scale in Central Amazonia

Modeling clays have been used in several ecological experiments and have proved to be an important tool to variables control. The objective of our study was to determine if fruit color in isolated and grouped displays influences the fruit selection by birds in the field using artificial fruits. Data were collected in six plots distributed homogeneously in 3 km long trails with a minimum distance of 0.5 km. We used a paired experimental design to establish our experiments, so that all treatments were available to the local bird community in each plot. Overall, red was more pecked than brown and white. Isolated red and brown displays were significantly more pecked than others display. Even though our study was conducted in small spatial scales, artificial fruits appeared to be efficient in register fruit consumption attempts by bird. Although inconclusive about selective forces that sharp the dynamics of fruit color polymorphisms and choice by frugivorous birds, our findings corroborate recent studies wherein birds showed preferences by high- over low-contrast fruit signals.

Associação da medroxiprogesterona ao protocolo Ovsynch para inseminação artificial em tempo fixo de búfalas cíclicas (Bubalus bubalis) criadas na Amazônia Oriental

O presente estudo visou avaliar os efeitos da associação da medroxiprogesterona (análogo sintético da progesterona) ao protocolo Ovsynch sobre o crescimento folicular, a ovulação e a taxa de concepção de búfalas criadas na Amazônia Oriental (Tracuateua-PA). Vinte e sete fêmeas adultas (G1 n=14 e G2 n=13), cíclicas, sem bezerro ao pé e com ECC 3,5 foram submetidas a Ovsynch. Os animais do G2 receberam 60 mg de medroxiprogesterona entre D0 e D7 (D0=início do tratamento). A ultra-sonografia ovariana foi realizada nos D 0, 7, 9 e 10. O contingente de folículos pequenos diferiu no D7 (G1: 4,57±0,60 versus G2: 6,54±0,67; P=0,05). Tempo e tratamento influenciaram o diâmetro folicular no D7. O crescimento do folículo dominante entre D7 e D9 foi maior nos animais tratados (G1: 2,05±0,49 mm/dia versus 3,48±0,41 mm/dia; P<0,05). Mais animais do G1 ovularam precocemente (35,71% versus 30,77%), porém isso não afetou as taxas de concepção (G1: 50,00% e G2: 30,77%; P>0,05). Os achados sugerem que a medroxiprogesterona (1) aumenta recrutamento folicular e retarda o crescimento dos folículos com diâmetro maior que 5,0 mm entre D0 e D7; (2) sua retirada incrementa em 1,7 vezes o crescimento folicular do D7 ao D9; (3) pode contribuir para a ovulação de folículos maiores e, em tese, para maior formação de tecido luteínico; (4) não promove ovulação precoce após o Ovsynch; (5) não eleva as taxas de concepção após sincronização de fêmeas cíclicas e com bom escore corporal, devendo ser avaliada para uso em fêmeas acíclicas ou com ECC mais baixo.

Abstract computation in schizophrenia detection through artificial neural network based systems

Schizophrenia stands for a long-lasting state of mental uncertainty that may bring to an end the relation among behavior, thought, and emotion; that is, it may lead to unreliable perception, not suitable actions and feelings, and a sense of mental fragmentation. Indeed, its diagnosis is done over a large period of time; continuos signs of the disturbance persist for at least 6 (six) months. Once detected, the psychiatrist diagnosis is made through the clinical interview and a series of psychic tests, addressed mainly to avoid the diagnosis of other mental states or diseases. Undeniably, the main problem with identifying schizophrenia is the difficulty to distinguish its symptoms from those associated to different untidiness or roles. Therefore, this work will focus on the development of a diagnostic support system, in terms of its knowledge representation and reasoning procedures, based on a blended of Logic Programming and Artificial Neural Networks approaches to computing, taking advantage of a novel approach to knowledge representation and reasoning, which aims to solve the problems associated in the handling (i.e., to stand for and reason) of defective information.

Thrombophilia screening: An artificial neural network approach

Thrombotic disorders have severe consequences for the patients and for the society in general, being one of the main causes of death. These facts reveal that it is extremely important to be preventive; being aware of how probable is to have that kind of syndrome. Indeed, this work will focus on the development of a decision support system that will cater for an individual risk evaluation with respect to the surge of thrombotic complaints. The Knowledge Representation and Reasoning procedures used will be based on an extension to the Logic Programming language, allowing the handling of incomplete and/or default data. The computational framework in place will be centered on Artificial Neural Networks.

Artificial neural networks in diagnosis of liver diseases

Liver diseases have severe patients’ consequences, being one of the main causes of premature death. These facts reveal the centrality of one`s daily habits, and how important it is the early diagnosis of these kind of illnesses, not only to the patients themselves, but also to the society in general. Therefore, this work will focus on the development of a diagnosis support system to these kind of maladies, built under a formal framework based on Logic Programming, in terms of its knowledge representation and reasoning procedures, complemented with an approach to computing grounded on Artificial Neural Networks.

Logic programming and artificial neural networks in breast cancer detection

About 90% of breast cancers do not cause or are capable of producing death if detected at an early stage and treated properly. Indeed, it is still not known a specific cause for the illness. It may be not only a beginning, but also a set of associations that will determine the onset of the disease. Undeniably, there are some factors that seem to be associated with the boosted risk of the malady. Pondering the present study, different breast cancer risk assessment models where considered. It is our intention to develop a hybrid decision support system under a formal framework based on Logic Programming for knowledge representation and reasoning, complemented with an approach to computing centered on Artificial Neural Networks, to evaluate the risk of developing breast cancer and the respective Degree-of-Confidence that one has on such a happening.

Solving large 0–1 multidimensional knapsack problems by a new simplified binary artificial fish swarm algorithm

The artificial fish swarm algorithm has recently been emerged in continuous global optimization. It uses points of a population in space to identify the position of fish in the school. Many real-world optimization problems are described by 0-1 multidimensional knapsack problems that are NP-hard. In the last decades several exact as well as heuristic methods have been proposed for solving these problems. In this paper, a new simpli ed binary version of the artificial fish swarm algorithm is presented, where a point/ fish is represented by a binary string of 0/1 bits. Trial points are created by using crossover and mutation in the different fi sh behavior that are randomly selected by using two user de ned probability values. In order to make the points feasible the presented algorithm uses a random heuristic drop item procedure followed by an add item procedure aiming to increase the profit throughout the adding of more items in the knapsack. A cyclic reinitialization of 50% of the population, and a simple local search that allows the progress of a small percentage of points towards optimality and after that refines the best point in the population greatly improve the quality of the solutions. The presented method is tested on a set of benchmark instances and a comparison with other methods available in literature is shown. The comparison shows that the proposed method can be an alternative method for solving these problems.

A structured inventory of spiders (Arachnida, Araneae) in natural and artificial forest gaps at Porto Urucu, Western Brazilian Amazonia

A preliminary survey of the spider fauna in natural and artificial forest gap formations at “Porto Urucu”, a petroleum/natural gas production facility in the Urucu river basin, Coari, Amazonas, Brazil is presented. Sampling was conducted both occasionally and using a protocol composed of a suite of techniques: beating trays (32 samples), nocturnal manual samplings (48), sweeping nets (16), Winkler extractors (24), and pitfall traps (120). A total of 4201 spiders, belonging to 43 families and 393 morphospecies, were collected during the dry season, in July, 2003. Excluding the occasional samples, the observed richness was 357 species. In a performance test of seven species richness estimators, the Incidence Based Coverage Estimator (ICE) was the best fit estimator, with 639 estimated species. To evaluate differences in species richness associated with natural and artificial gaps, samples from between the center of the gaps up to 300 meters inside the adjacent forest matrix were compared through the inspection of the confidence intervals of individual-based rarefaction curves for each treatment. The observed species richness was significantly higher in natural gaps combined with adjacent forest than in the artificial gaps combined with adjacent forest. Moreover, a community similarity analysis between the fauna collected under both treatments demonstrated that there were considerable differences in species composition. The significantly higher abundance of Lycosidae in artificial gap forest is explained by the presence of herbaceous vegetation in the gaps themselves. Ctenidae was significantly more abundant in the natural gap forest, probable due to the increase of shelter availability provided by the fallen trees in the gaps themselves. Both families are identified as potential indicators of environmental change related to the establishment or recovery of artificial gaps in the study area.

Forest structure of artificial islands in the Tucuruí dam reservoir in northern Brazil: a test core-area model

Construction of hydroelectric dams in tropical regions has been contributing significantly to forest fragmentation. Alterations at edges of forest fragments impact plant communities that suffer increases in tree damage and dead, and decreases in seedling recruitment. This study aimed to test the core-area model in a fragmented landscape caused by construction of a hydroelectric power plant in the Brazilian Amazon. We studied variations in forest structure between the margin and interiors of 17 islands of 8-100 hectares in the Tucuruí dam reservoir, in two plots (30 and >100m from the margin) per island. Mean tree density, basal area, seedling density and forest cover did not significantly differ between marginal and interior island plots. Also, no significant differences were found in liana density, dead tree or damage for margin and interior plots. The peculiar topographic conditions associated with the matrix habitat and shapes of the island seem to extend edge effects to the islands' centers independently of the island size, giving the interior similar physical microclimatic conditions as at the edges. We propose a protocol for assessing the ecological impacts of edge effects in fragments of natural habitat surrounded by induced (artificial) edges. The protocol involves three steps: (1) identification of focal taxa of particular conservation or management interest, (2) measurement of an "edge function" that describes the response of these taxa to induced edges, and (3) use of a "Core-Area Model" to extrapolate edge function parameters to existing or novel situations.

Desenvolvimento de rede neuronal artificial para o diagnóstico de doenças neurodegenerativas

Dissertação de mestrado integrado em Engenharia Eletrónica Industrial e Computadores

Artificial nest predation rates vary depending on visibility in the eastern Brazilian Amazon

Observational and experimental studies have shown that increased concealment of bird nests reduces nest predation rates. The objective of the present study was to evaluate differences in predation rates between two experimental manipulations of artificial ground nests (i.e., clearing an area around the artificial nest or leaving it as natural as possible), and test whether environmental variables also affected nest predation in an undisturbed area of Amazonian forest in eastern Brazil. A generalized linear model was used to examine the influence of five variables (manipulation type, perpendicular distance from the main trail, total basal area of trees surrounding the nest site, understorey density, and liana quantity) on nest predation rates. Model results, showed that manipulation type was the only variable that significantly affected nest predation rates. Thus, to avoid systematic biases, the influence of nest site manipulation must be taken into consideration when conducting experiments with artificial nests.