Flexible multivariate GARCH modeling with an application to international stock markets

This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.

Experimental and modeling studies on reverse electrodialysis for sustainable power generation

A potentially renewable and sustainable source of energy is the chemical energy associated with solvation of salts. Mixing of two aqueous streams with different saline concentrations is spontaneous and releases energy. The global theoretically obtainable power from salinity gradient energy due to World’s rivers discharge into the oceans has been estimated to be within the range of 1.4-2.6 TW. Reverse electrodialysis (RED) is one of the emerging, membrane-based, technologies for harvesting the salinity gradient energy. A common RED stack is composed by alternately-arranged cation- and anion-exchange membranes, stacked between two electrodes. The compartments between the membranes are alternately fed with concentrated (e.g., sea water) and dilute (e.g., river water) saline solutions. Migration of the respective counter-ions through the membranes leads to ionic current between the electrodes, where an appropriate redox pair converts the chemical salinity gradient energy into electrical energy. Given the importance of the need for new sources of energy for power generation, the present study aims at better understanding and solving current challenges, associated with the RED stack design, fluid dynamics, ionic mass transfer and long-term RED stack performance with natural saline solutions as feedwaters. Chronopotentiometry was used to determinate diffusion boundary layer (DBL) thickness from diffusion relaxation data and the flow entrance effects on mass transfer were found to avail a power generation increase in RED stacks. Increasing the linear flow velocity also leads to a decrease of DBL thickness but on the cost of a higher pressure drop. Pressure drop inside RED stacks was successfully simulated by the developed mathematical model, in which contribution of several pressure drops, that until now have not been considered, was included. The effect of each pressure drop on the RED stack performance was identified and rationalized and guidelines for planning and/or optimization of RED stacks were derived. The design of new profiled membranes, with a chevron corrugation structure, was proposed using computational fluid dynamics (CFD) modeling. The performance of the suggested corrugation geometry was compared with the already existing ones, as well as with the use of conductive and non-conductive spacers. According to the estimations, use of chevron structures grants the highest net power density values, at the best compromise between the mass transfer coefficient and the pressure drop values. Finally, long-term experiments with natural waters were performed, during which fouling was experienced. For the first time, 2D fluorescence spectroscopy was used to monitor RED stack performance, with a dedicated focus on following fouling on ion-exchange membrane surfaces. To extract relevant information from fluorescence spectra, parallel factor analysis (PARAFAC) was performed. Moreover, the information obtained was then used to predict net power density, stack electric resistance and pressure drop by multivariate statistical models based on projection to latent structures (PLS) modeling. The use in such models of 2D fluorescence data, containing hidden, but extractable by PARAFAC, information about fouling on membrane surfaces, considerably improved the models fitting to the experimental data.

A systematic methodology to analyse the performance and design configurations of business interoperability in cooperative industrial networks

This thesis proposes a methodology for modelling business interoperability in a context of cooperative industrial networks. The purpose is to develop a methodology that enables the design of cooperative industrial network platforms that are able to deliver business interoperability and the analysis of its impact on the performance of these platforms. To achieve the proposed objective, two modelling tools have been employed: the Axiomatic Design Theory for the design of interoperable platforms; and Agent-Based Simulation for the analysis of the impact of business interoperability. The sequence of the application of the two modelling tools depends on the scenario under analysis, i.e. whether the cooperative industrial network platform exists or not. If the cooperative industrial network platform does not exist, the methodology suggests first the application of the Axiomatic Design Theory to design different configurations of interoperable cooperative industrial network platforms, and then the use of Agent-Based Simulation to analyse or predict the business interoperability and operational performance of the designed configurations. Otherwise, one should start by analysing the performance of the existing platform and based on the achieved results, decide whether it is necessary to redesign it or not. If the redesign is needed, simulation is once again used to predict the performance of the redesigned platform. To explain how those two modelling tools can be applied in practice, a theoretical modelling framework, a theoretical Axiomatic Design model and a theoretical Agent-Based Simulation model are proposed. To demonstrate the applicability of the proposed methodology and/or to validate the proposed theoretical models, a case study regarding a Portuguese Reverse Logistics cooperative network (Valorpneu network) and a case study regarding a Portuguese construction project (Dam Baixo Sabor network) are presented. The findings of the application of the proposed methodology to these two case studies suggest that indeed the Axiomatic Design Theory can effectively contribute in the design of interoperable cooperative industrial network platforms and that Agent-Based Simulation provides an effective set of tools for analysing the impact of business interoperability on the performance of those platforms. However, these conclusions cannot be generalised as only two case studies have been carried out. In terms of relevance to theory, this is the first time that the network effect is addressed in the analysis of the impact of business interoperability on the performance of networked companies and also the first time that a holistic approach is proposed to design interoperable cooperative industrial network platforms. Regarding the practical implications, the proposed methodology is intended to provide industrial managers a management tool that can guide them easily, and in practical and systematic way, in the design of configurations of interoperable cooperative industrial network platforms and/or in the analysis of the impact of business interoperability on the performance of their companies and the networks where their companies operate.

Advances in microbial diagnosis: using mass spectrometry for proteomics and genomics applications

Since the last two decades mass spectrometry (MS) has been applied to analyse the chemical cellular components of microorganisms, providing rapid and discriminatory proteomic profiles for their species identification and, in some cases, subtyping. The application of MS for the microbial diagnosis is currently well-established. The remarkable reproducibility and objectivity of this method is based on the measurement of constantly expressed and highly abundant proteins, mainly important conservative ribosomal proteins, which are used as markers to generate a cellular fingerprint. Mass spectrometry based on matrix-assisted laser desorption ionization-time of flight (MALDI- TOF) technique has been an important tool for the microbial diagnostic. However, some technical limitation concerning both MALDI-TOF and its used protocols for sample preparation have fostered the research of new mass spectrometry systems (e.g. LC MS/MS). LC MS/MS is able to generate online mass spectra of specific ions with further online sequencing of these ions, which include both specific proteins and DNA fragments. In this work a set of data for yeasts and filamentous fungi diagnostic obtained through an international collaboration project involving partners from Argentina, Brazil, Chile and Portugal will be presented and discussed.

Use of a polyphasic approach including MALDI-TOF MS for identification of Aspergillus section Flavi strains isolated from food commodities in Brazil

Brazil is one the largest producers and exporters of food commodities in the world. The evaluation of fungi capable of spoilage and the production mycotoxins in these commodities is an important issue that can be of help in bioeconomic development. The present work aimed to identify fungi of the genus Aspergillus section Flavi isolated from different food commodities in Brazil. Thirty-five fungal isolates belonging to the section Flavi were identified and characterised. Different classic phenotypic and genotypic methodologies were used, as well as a novel approach based on proteomic profiles produced by matrix-assisted laser desorption/ionisation time-of-flight mass spectrometry (MALDI-TOF MS). Type or reference strains for each taxonomic group were included in this study. Three isolates that presented discordant identification patterns were further analysed using the internal transcribed spacer (ITS) region and calmodulin gene sequences. The data obtained from the phenotypic and spectral analyses divide the isolates into three groups, corresponding to taxa closely related to Aspergillus flavus, Aspergillus parasiticus, and Aspergillus tamarii. Final polyphasic fungal identification was achieved by joining data from molecular analyses, classical morphology, and biochemical and proteomic profiles generated by MALDI-TOF MS.

Nonparametric estimation of the survival function for ordered multivariate failure time data: a comparative study

In longitudinal studies of disease, patients may experience several events through a follow-up period. In these studies, the sequentially ordered events are often of interest and lead to problems that have received much attention recently. Issues of interest include the estimation of bivariate survival, marginal distributions and the conditional distribution of gap times. In this work we consider the estimation of the survival function conditional to a previous event. Different nonparametric approaches will be considered for estimating these quantities, all based on the Kaplan-Meier estimator of the survival function. We explore the finite sample behavior of the estimators through simulations. The different methods proposed in this article are applied to a data set from a German Breast Cancer Study. The methods are used to obtain predictors for the conditional survival probabilities as well as to study the influence of recurrence in overall survival.

Study to determine the cardiovascular risk ofthe population of Guimarães/Vizela, includingthe prevalence of arterial stiffness and early vascular aging syndrome

Tese de Doutoramento em Medicina.

Polyphasic approach including MALDI-TOF MS/MS analysis for identification and characterisation of Fusarium verticillioides in Brazilian corn kernels

Fusarium verticillioides is considered one of the most important global sources of fumonisin contamination in food and feed. Corn is one of the main commodities produced in the Northeastern Region of Brazil. The present study investigated potential mycotoxigenic fungal strains belonging to the F. verticillioides species isolated from corn kernels in 3 different Regions of the Brazilian State of Pernambuco. A polyphasic approach including classical taxonomy, molecular biology, MALDI-TOF MS and MALDI-TOF MS/MS for the identification and characterisation of the F. verticillioides strains was used. Sixty F. verticillioides strains were isolated and successfully identified by classical morphology, proteomic profiles of MALDI-TOF MS, and by molecular biology using the species-specific primers VERT-1 and VERT-2. FUM1 gene was further detected for all the 60 F. verticillioides by using the primers VERTF-1 and VERTF-2 and through the amplification profiles of the ISSR regions using the primers (GTG)5 and (GACA)4. Results obtained from molecular analysis shown a low genetic variability among these isolates from the different geographical regions. All of the 60 F. verticillioides isolates assessed by MALDI-TOF MS/MS presented ion peaks with the molecular mass of the fumonisin B1 (721.83 g/mol) and B2 (705.83 g/mol)

Binge eating prevalence according to obesity degrees and associated factors in women

Objective Investigate binge eating (BE) prevalence in women according to the obesity degree and assess the associated factors. Methods Cross-sectional study with female adults presenting body mass index (BMI) ≥ 35 kg/m2. The analyzed variables were: sociodemographics, health status, obesity history, lifestyle, eating behavior and obesity degree. In order to analyse BE it was used the Binge Eating Scale (BES), which is considered positive when BES ≥ 18 points. Prevalence and prevalence ratios (PR) were calculated with confidence intervals (CI) of 95%. Multivariate analysis was carried out using Poisson regression. Results BE prevalence was 53.2%, and the prevalence in super superobese women (BMI ≥ 60 kg/m2) was 75%. After multivariate analysis, associations were observed between the age group 40-49 years old (PR = 2.0; 95% CI = 1.2-3.4) and the “snacking habit” (PR = 1.9; 95% CI = 1.2-2.9). Conclusion The prevalence of BE in severe obese women was high. Association with the “snacking habit” can be a BE marker that should be monitored in the severely obese individuals that fit this profile.

Desenvolvimento de talentos no desporto : aspectos psicológicos

A presente investigação tem como principal objetivo compreender a relevância de diversos fatores sociodemográficos e psicossociais inerentes ao desenvolvimento do talento em contexto desportivo, numa perspectiva multidimensional. Procedeu-se a uma avaliação quantitativa de jogadores de futebol, integrados num clube de elite, com idades compreendidas entre os 13 e os 19 anos. No sentido de avaliar os construtos psicológicos considerados no presente estudo (motivação, perfecionismo, suporte parental, resiliencia, coping e compromisso) foram utilizados os seguintes questionários: Sport Motivation Scale - SMS (Pelletier et al., 1995); Multidimensional Perfectionism Scale – MPS (Frost, Marten, Lahart, & Rosenblate, 1990); Own Memories of Parental Rearing – EMBU (Perris, Jacobson, Lindstörm, Von Knorring, & Perris, 1980); Resilience Scale – RS (Wagnild & Young, 1993); Athletic Coping Skills – ACSI 28 (Smith, Schutz, Smoll, & Ptacek, 1995); e Elite Athlete Commitment Scale – EACS (Ramadas, Serpa, Rosado, Gouveia & Maroco, 2013). A significância da variável nível de prestação (elite/sub-elite; dispensados/retidos) sobre os diversos constructos psicológicos foi avaliada através da análise da covariância multivariada (MANCOVA), da análise de equações estruturais (CBSEM) e da técnica de míninos quadrados parciais (PLS). Os jogadores mais bem sucedidos (jogadores de elite e jogadores retidos) percecionaram maior suporte parental, demonstraram níveis mais elevados de compromisso, resiliência, autodeterminação, capacidade de adaptação e confronto, assim como um perfeccionismo ajustado. No que concerne às variáveis sociodemográficas, constatou-se que os jogadores retidos jogam predominantemente no segundo ano do respetivo grupo de idade e têm uma idade inferior aos jogadores dispensados. Os resultados obtidos poderão constituir um relevante suporte para futuros programas educacionais que incidam sobre temáticas relacionadas com os compromissos necessários à prossecução e manutenção de níveis de elite, estratégias de coping, gestão da rotina diária, e o papel dos pais no processo de formação do jovem desportista.

Application of multivariate statistical process control to fuel cell manufacturing

Univariate statistical control charts, such as the Shewhart chart, do not satisfy the requirements for process monitoring on a high volume automated fuel cell manufacturing line. This is because of the number of variables that require monitoring. The risk of elevated false alarms, due to the nature of the process being high volume, can present problems if univariate methods are used. Multivariate statistical methods are discussed as an alternative for process monitoring and control. The research presented is conducted on a manufacturing line which evaluates the performance of a fuel cell. It has three stages of production assembly that contribute to the final end product performance. The product performance is assessed by power and energy measurements, taken at various time points throughout the discharge testing of the fuel cell. The literature review performed on these multivariate techniques are evaluated using individual and batch observations. Modern techniques using multivariate control charts on Hotellings T2 are compared to other multivariate methods, such as Principal Components Analysis (PCA). The latter, PCA, was identified as the most suitable method. Control charts such as, scores, T2 and DModX charts, are constructed from the PCA model. Diagnostic procedures, using Contribution plots, for out of control points that are detected using these control charts, are also discussed. These plots enable the investigator to perform root cause analysis. Multivariate batch techniques are compared to individual observations typically seen on continuous processes. Recommendations, for the introduction of multivariate techniques that would be appropriate for most high volume processes, are also covered.

Analyse und Optimierung von öffentlichen Straßenverkehrsnetzen auf Basis einer objektorientierten, logistischen Betrachtungsweise

Magdeburg, Univ., Fak. für Maschinenbau, Diss., 2011