Price forecasting in the day-ahead Iberian electricity market using a conjectural variations Arima model

Price forecast is a matter of concern for all participants in electricity markets, from suppliers to consumers through policy makers, which are interested in the accurate forecast of day-ahead electricity prices either for better decisions making or for an improved evaluation of the effectiveness of market rules and structure. This paper describes a methodology to forecast market prices in an electricity market using an ARIMA model applied to the conjectural variations of the firms acting in an electricity market. This methodology is applied to the Iberian electricity market to forecast market prices in the 24 hours of a working day. The methodology was then compared with two other methodologies, one called naive and the other a direct forecast of market prices using also an ARIMA model. Results show that the conjectural variations price forecast performs better than the naive and that it performs slightly better than the direct price forecast.

A coinfection model for HIV and HCV

We study a mathematical model for the human immunodeficiency virus (HIV) and hepatites C virus (HCV) coinfection. The model predicts four distinct equilibria: the disease free, the HIV endemic, the HCV endemic, and the full endemic equilibria. The local and global stability of the disease free equilibrium was calculated for the full model and the HIV and HCV submodels. We present numerical simulations of the full model where the distinct equilibria can be observed. We show simulations of the qualitative changes of the dynamical behavior of the full model for variation of relevant parameters. From the results of the model, we infer possible measures that could be implemented in order to reduce the number of infected individuals.

Phase behavior of shape-changing spheroids

We introduce a simple model for a biaxial nematic liquid crystal. This consists of hard spheroids that can switch shape between prolate (rodlike) and oblate (platelike) subject to an energy penalty Δε. The spheroids are approximated as hard Gaussian overlap particles and are treated at the level of Onsager's second-virial description. We use both bifurcation analysis and a numerical minimization of the free energy to show that, for additive particle shapes, (i) there is no stable biaxial phase even for Δε=0 (although there is a metastable biaxial phase in the same density range as the stable uniaxial phase) and (ii) the isotropic-to-nematic transition is into either one of two degenerate uniaxial phases, rod rich or plate rich. We confirm that even a small amount of shape nonadditivity may stabilize the biaxial nematic phase.

Effects of treatment, awareness and condom use in a coinfection model for HIV and HCV in MSM

We develop a new a coinfection model for hepatitis C virus (HCV) and the human immunodeficiency virus (HIV). We consider treatment for both diseases, screening, unawareness and awareness of HIV infection, and the use of condoms. We study the local stability of the disease-free equilibria for the full model and for the two submodels (HCV only and HIV only submodels). We sketch bifurcation diagrams for different parameters, such as the probabilities that a contact will result in a HIV or an HCV infection. We present numerical simulations of the full model where the HIV, HCV and double endemic equilibria can be observed. We also show numerically the qualitative changes of the dynamical behavior of the full model for variation of relevant parameters. We extrapolate the results from the model for actual measures that could be implemented in order to reduce the number of infected individuals.

Biological implications of the phenotypic plasticity in the Schistosoma mansoni - Nectomys squamipes model

The water-rat Nectomys squamipes is mostly important non-human host in schistosomiasis mansoni transmission in Brazil, due to its susceptibility, high abundance and water-contact pattern. During experimental infection of N. squamipes with Schistosoma mansoni, adult worms show phenotypic plasticity. This finding led us to investigate whether biological behavior is also affected. This was assessed comparing the biological characteristics of four S. mansoni strains: BE (State of Belém do Pará), CE (State of Pernambuco), CMO (State of Rio Grande do Norte) and SJ (State of São Paulo) using laboratory-bred N. squamipes. The infection was monitored by determination of the pre-patent period, fecal egg output, egg viability, intestinal egg count and, infectivity rate. No biological modification was observed in these parameters. Overall results highlight that N. squamipes was susceptible to several S. mansoni strains, suggesting that it might contribute to the maintenance of schistosomiasis mansoni in Brazil.

Emotion-oriented interventions for environment and the facilitation of pro-environmental behavior

Dissertação para obtenção do Grau de Doutor em Ambiente, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Spatial point pattern analysis of gorilla nest sites in the Kagwene Sanctuary, Cameroon: Towards understanding the nesting behavior of a critically endangered subspecies

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Business model: What should be the strategy used by Smart Galp to implement and potentiate its value proposition in the Portuguese market?

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

The effect of ownership concentration on management behavior in Belgian banks: A case study

Double Degree. A Work Project, presented as part of the requirements for the Award of a Master’s Degree in Finance from NOVA – School of Business and Economics and a Masters Degree in Management from Louvain School of Management

Credit default swap (CDS) prediction model & trading strategy

This project focuses on the study of different explanatory models for the behavior of CDS security, such as Fixed-Effect Model, GLS Random-Effect Model, Pooled OLS and Quantile Regression Model. After determining the best fitness model, trading strategies with long and short positions in CDS have been developed. Due to some specifications of CDS, I conclude that the quantile regression is the most efficient model to estimate the data. The P&L and Sharpe Ratio of the strategy are analyzed using a backtesting analogy, where I conclude that, mainly for non-financial companies, the model allows traders to take advantage of and profit from arbitrages.

How do current term structure model behave beyond the last liquid point?: A comparison of the DNS and Smith-Wilson methods

A Work Project, presented as part of the requirements for the Award of a Master’s Double Degree in Finance from Maastricht University and NOVA – School of Business and Economics

A model to simulate the moment-rotation and crack width of FRC members reinforced with longitudinal bars

The present work describes a model for the determination of the moment–rotation relationship of a cross section of fiber reinforced concrete (FRC) elements that also include longitudinal bars for the flexural reinforcement (R/FRC). Since a stress–crack width relationship (σ–w)(σ–w) is used to model the post-cracking behavior of a FRC, the σ–w directly obtained from tensile tests, or derived from inverse analysis applied to the results obtained in three-point notched beam bending tests, can be adopted in this approach. For a more realistic assessment of the crack opening, a bond stress versus slip relationship is assumed to simulate the bond between longitudinal bars and surrounding FRC. To simulate the compression behavior of the FRC, a shear friction model is adopted based on the physical interpretation of the post-peak compression softening behavior registered in experimental tests. By allowing the formation of a compressive FRC wedge delimited by shear band zones, the concept of concrete crushing failure mode in beams failing in bending is reinterpreted. By using the moment–rotation relationship, an algorithm was developed to determine the force–deflection response of statically determinate R/FRC elements. The model is described in detail and its good predictive performance is demonstrated by using available experimental data. Parametric studies were executed to evidence the influence of relevant parameters of the model on the serviceability and ultimate design conditions of R/FRC elements failing in bending.

Surface plasmon resonance-coupled photoluminescence and resistive switching behavior of pulsed laser-deposited Ag:SiC nanocermet thin films

In this study, Ag:SiC nanocermets were prepared via rapid thermal annealing (RTA) of pulsed laser-deposited SiC/Ag/SiC trilayers grown on Si substrate. Atomic force microscope images show that silver nanoparticles (Ag NPs) are formed after RTA, and the size of NPs increases with increasing Ag deposition time (t Ag). Sharp dip observed in the reflectance spectra confirmed the existence of Ag surface plasmons (SPs). The infrared transmission spectra showed an intense and broad absorption band around 780–800 cm−1 that can be assigned to Si-C stretching vibration mode. Influence of t Ag on the spectral characteristics of SP-enhanced photoluminescence (PL) and electrical properties of silicon carbide (SiC) films has been investigated. The maximum PL enhancement by 5.5 times for Ag:SiC nanocermets is achieved when t Ag ≈ 50 s. This enhancement is due to the strong resonant coupling between SiC and the SP oscillations of the Ag NPs. Presence of Ag NPs in SiC also induces a forming-free resistive switching with switching ratio of 2 × 10−2. The analysis of I–V curves demonstrates that the trap-controlled space-charge-limited conduction with filamentary model is the governing mechanism for the resistive switching in nanocerment thin films.

The choroid plexus transcriptome reveals changes in type I and II interferon responses in a mouse model of Alzheimer's disease

Alzheimer's disease (AD) is a neurodegenerative disorder characterized by a marked decline in cognition and memory function. Increasing evidence highlights the essential role of neuroinflammatory and immune-related molecules, including those produced at the brain barriers, on brain immune surveillance, cellular dysfunction and amyloid beta (Aß) pathology in AD. Therefore, understanding the response at the brain barriers may unravel novel pathways of relevance for the pathophysiology of AD. Herein, we focused on the study of the choroid plexus (CP), which constitutes the blood-cerebrospinal fluid barrier, in aging and in AD. Specifically, we used the PDGFB-APPSwInd (J20) transgenic mouse model of AD, which presents early memory decline and progressive Aß accumulation, and littermate age-matched wild-type (WT) mice, to characterize the CP transcriptome at 3, 5-6 and 11-12months of age. The most striking observation was that the CP of J20 mice displayed an overall overexpression of type I interferon (IFN) response genes at all ages. Moreover, J20 mice presented a high expression of type II IFN genes in the CP at 3months, which became lower than WT at 5-6 and 11-12months. Importantly, along with a marked memory impairment and increased glial activation, J20 mice also presented a similar overexpression of type I IFN genes in the dorsal hippocampus at 3months. Altogether, these findings provide new insights on a possible interplay between type I and II IFN responses in AD and point to IFNs as targets for modulation in cognitive decline.

Implementation and validation of a strain rate dependent anisotropic continuum model for masonry

A newly developed strain rate dependent anisotropic continuum model is proposed for impact and blast applications in masonry. The present model adopted the usual approach of considering different yield criteria in tension and compression. The analysis of unreinforced block work masonry walls subjected to impact is carried out to validate the capability of the model. Comparison of the numerical predictions and test data revealed good agreement. Next, a parametric study is conducted to evaluate the influence of the tensile strengths along the three orthogonal directions and of the wall thickness on the global behavior of masonry walls.