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.

Implementação de um modelo de geometric semantic genetic programming para aplicação naval

Recaí sob a responsabilidade da Marinha Portuguesa a gestão da Zona Económica Exclusiva de Portugal, assegurando a sua segurança da mesma face a atividades criminosas. Para auxiliar a tarefa, é utilizado o sistema Oversee, utilizado para monitorizar a posição de todas as embarcações presentes na área afeta, permitindo a rápida intervenção da Marinha Portuguesa quando e onde necessário. No entanto, o sistema necessita de transmissões periódicas constantes originadas nas embarcações para operar corretamente – casos as transmissões sejam interrompidas, deliberada ou acidentalmente, o sistema deixa de conseguir localizar embarcações, dificultando a intervenção da Marinha. A fim de colmatar esta falha, é proposto adicionar ao sistema Oversee a capacidade de prever as posições futuras de uma embarcação com base no seu trajeto até à cessação das transmissões. Tendo em conta os grandes volumes de dados gerados pelo sistema (históricos de posições), a área de Inteligência Artificial apresenta uma possível solução para este problema. Atendendo às necessidades de resposta rápida do problema abordado, o algoritmo de Geometric Semantic Genetic Programming baseado em referências de Vanneschi et al. apresenta-se como uma possível solução, tendo já produzido bons resultados em problemas semelhantes. O presente trabalho de tese pretende integrar o algoritmo de Geometric Semantic Genetic Programming desenvolvido com o sistema Oversee, a fim de lhe conceder capacidades preditivas. Adicionalmente, será realizado um processo de análise de desempenho a fim de determinar qual a ideal parametrização do algoritmo. Pretende-se com esta tese fornecer à Marinha Portuguesa uma ferramenta capaz de auxiliar o controlo da Zona Económica Exclusiva Portuguesa, permitindo a correta intervenção da Marinha em casos onde o atual sistema não conseguiria determinar a correta posição da embarcação em questão.

Non emergency patients transport - a mixed integer linear programming

This work presents a model and a heuristic to solve the non-emergency patients transport (NEPT) service issues given the new rules recently established in Portugal. The model follows the same principle of the Team Orienteering Problem by selecting the patients to be included in the routes attending the maximum reduction in costs when compared with individual transportation. This model establishes the best sets of patients to be transported together. The model was implemented in AMPL and a compact formulation was solved using NEOS Server. A heuristic procedure based on iteratively solving problems with one vehicle was presented, and this heuristic provides good results in terms of accuracy and computation time.

Dynamic group formation in mobile computer supported collaborative learning environment

Forming suitable learning groups is one of the factors that determine the efficiency of collaborative learning activities. However, only a few studies were carried out to address this problem in the mobile learning environments. In this paper, we propose a new approach for an automatic, customized, and dynamic group formation in Mobile Computer Supported Collaborative Learning (MCSCL) contexts. The proposed solution is based on the combination of three types of grouping criteria: learner’s personal characteristics, learner’s behaviours, and context information. The instructors can freely select the type, the number, and the weight of grouping criteria, together with other settings such as the number, the size, and the type of learning groups (homogeneous or heterogeneous). Apart from a grouping mechanism, the proposed approach represents a flexible tool to control each learner, and to manage the learning processes from the beginning to the end of collaborative learning activities. In order to evaluate the quality of the implemented group formation algorithm, we compare its Average Intra-cluster Distance (AID) with the one of a random group formation method. The results show a higher effectiveness of the proposed algorithm in forming homogenous and heterogeneous groups compared to the random method.

Cost-effective and lightweight mobile units for MixAR: A comparative trial among different setups

Cultural heritage has arousing the interest of the general public (e.g. tourists), resulting in the increasing number of visitations to archaeological sites. However, many buildings and monuments are severely damaged or completely destroyed, which doesn’t allow to get a full experience of “travelling in time”. Over the years, several Augmented Reality (AR) approaches were proposed to overcome these issues by providing three-dimensional visualization of reconstructed ancient structures in situ. However, most of these systems were made available through heavy and expensive technological bundles. Alternatively, MixAR intends to be a lightweight and cost-effective Mixed Reality system which aims to provide the visualization of virtual ancient buildings reconstructions in situ, properly superimposed and aligned with real-world ruins. This paper proposes and compares different AR mobile units setups to be used in the MixAR system, with low-cost and lightweight requirements in mind, providing different levels of immersion. It was propounded four different mobile units, based on: a laptop computer, a single-board computer (SBC), a tablet and a smartphone, which underwent a set of tests to evaluate their performances. The results show that mobile units based on laptop computer and SBC reached a good overall performance while mobile units based on tablet and smartphone did not meet such a satisfactory result even though they are acceptable for the intended use.

MixAR mobile prototype: visualizing virtually reconstructed ancient structures in situ

Archeology and related areas have a special interest on cultural heritage sites since they provide valuable information about past civilizations. However, the ancient buildings present in these sites are commonly found in an advanced state of degradation which difficult the professional/expert analysis. Virtual reconstructions of such buildings aim to provide a digital insight of how these historical places could have been in ancient times. Moreover, the visualization of such models has been explored by some Augmented Reality (AR) systems capable of providing support to experts. Their compelling and appealing environments have also been applied to promote the social and cultural participation of general public. The existing AR solutions regarding this thematic rarely explore the potential of realism, due to the following lacks: the exploration of mixed environments is usually only supported for indoors or outdoors, not both in the same system; the adaptation of the illumination conditions to the reconstructed structures is rarely addressed causing a decrease of credibility. MixAR [1] is a system concerned with those challenges, aiming to provide the visualization of virtual buildings augmented upon real ruins, allowing soft transitions among its interiors and exteriors and using relighting techniques for a faithful interior illumination, while the user freely moves in a given cultural heritage site, carrying a mobile unit. Regarding the focus of this paper, we intend to report the current state of MixAR mobile unit prototype, which allows visualizing virtual buildings – properly aligned with real-world structures – based on user's location, during outdoor navigation. In order to evaluate the prototype performance, a set of tests were made using virtual models with different complexities.

Identifying finger postures when interacting with the touch screen of mobile devices

This study presents the results of preliminary test on the interaction between fingertip and touch screen. The objective of this study is to identify the fingertip posture when interacting with touch screen devices. Ten participants, 7 males and 3 females, participated in this study. The participants were asked to touch targets on the mobile devices screen by tapping them sequentially and connecting them. The participants performed the tasks in a sitting posture. A tablet with 10 inches screen and a mobile phone with 4 inches screen were used in the study. The results showed that all participants dominantly used their thumb to interact with the mobile phone in single and two hands postures. The common thumb posture adopted by the participants is the combination of the 60° pitch and 0° roll angles. While for interaction with tablet in various postures observed in the study, the participants commonly used their index fingers in the combination of 60° pitch and 0° roll angles. This study also observed the participant with long finger nails touched targets on the mobile devices screen by using her index or middle fingers very low pitch.

Improving quality of medical service with mobile health software

An increasing number of m-Health applications are being developed benefiting health service delivery. In this paper, a new methodology based on the principle of calm computing applied to diagnostic and therapeutic procedure reporting is proposed. A mobile application was designed for the physicians of one of the Portuguese major hospitals, which takes advantage of a multi-agent interoperability platform, the Agency for the Integration, Diffusion and Archive (AIDA). This application allows the visualization of inpatients and outpatients medical reports in a quicker and safer manner, in addition to offer a remote access to information. This project shows the advantages in the use of mobile software in a medical environment but the first step is always to build or use an interoperability platform, flexible, adaptable and pervasive. The platform offers a comprehensive set of services that restricts the development of mobile software almost exclusively to the mobile user interface design. The technology was tested and assessed in a real context by intensivists.

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.

Reconfiguração e novas funcionalidades para um servidor REST ONVIF: serviço de IO e configuração de descoberta

Dissertação de mestrado em Engenharia de Telecomunicações e Informática

Towards the design and implementation of aspect-oriented programming for spreadsheets

A spreadsheet usually starts as a simple and singleuser software artifact, but, as frequent as in other software systems, quickly evolves into a complex system developed by many actors. Often, different users work on different aspects of the same spreadsheet: while a secretary may be only involved in adding plain data to the spreadsheet, an accountant may define new business rules, while an engineer may need to adapt the spreadsheet content so it can be used by other software systems.Unfortunately,spreadsheetsystemsdonotoffermodular mechanisms, and as a consequence, some of the previous tasks may be defined by adding intrusive “code” to the spreadsheet. In this paper we go through the design and implementation of an aspect-oriented language for spreadsheets so that users can work on different aspects of a spreadsheet in a modular way. For example, aspects can be defined in order to introduce new business rules to an existing spreadsheet, or to manipulate the spreadsheet data to be ported to another system. Aspects are defined as aspect-oriented program specifications that are dynamically woven into the underlying spreadsheet by an aspect weaver. In this aspect-oriented style of spreadsheet development, differentusers develop,orreuse,aspects withoutaddingintrusive code to the original spreadsheet. Such code is added/executed by the spreadsheet weaving mechanism proposed in this paper.

Metaphorisms in programming

This paper introduces the metaphorism pattern of relational specification and addresses how specification following this pattern can be refined into recursive programs. Metaphorisms express input-output relationships which preserve relevant information while at the same time some intended optimization takes place. Text processing, sorting, representation changers, etc., are examples of metaphorisms. The kind of metaphorism refinement proposed in this paper is a strategy known as change of virtual data structure. It gives sufficient conditions for such implementations to be calculated using relation algebra and illustrates the strategy with the derivation of quicksort as example.

Simultaneous detection of cyclopiazonic acid and aflatoxin B1 by HPLC in methanol/water mobile phase

A simple procedure for the simultaneous detection of cyclopiazonic acid (CPA) and aflatoxin B1 from fungal extracts is presented, using a methanol and water mobile phase and fluorescence detection. This methodology has been tested with standard solutions of both mycotoxins CPA and Aflatoxin B1 and with methanolic extracts of Aspergillus section Flavi strains, previously characterized for their mycotoxin production profile. Previously available methodology required the use of two different chromatographic runs for these mycotoxins, with distinct columns and detectors (fluorescence detection with a post-column photochemical derivatization (PHRED) for aflatoxin B1 and UV detection for CPA). The proposed method detects both mycotoxins in a single run. Data from these assays will be presented and discussed.

Desarrollo de interfases con transferencia controlada de especies moviles. Síntesis, caracterizacion y aplicaciones. Development of Interphases with Controlled Transference of Mobile Species. Synthesis, Characterization and Applications.

Se propone sintetizar nuevos materiales como bloques de construcción de estructuras en escala nanometrica o micrométrica: nanotubos de carbono funcionalizados; nanopartículas metálicas; hidrogeles inteligentes; carbones mesoporosos. Con ellos se construiran interfaces solido/liquido estructuradas: multicapas autoensambladas, patrones micrométricos con heterogeneidad tridimensional y estructuras jerárquicas. Se estudiara el intercambio de especies móviles en las interfaces usando técnicas electroquímicas, espectroelectroquimicas, ópticas y de microscopia. De esta manera se podran controlar el intercambio en esa interface. En base a este conocimientos se desarrollaran aplicaciones tecnológicas tales como sensores de oligonucletidos, microceldas de combustible, arreglos de microelectrodos y supercapacitores.

middleware for cooperating mobile embedded systems

Mobile embedded systems, wireless communication, real-time systems, real-time scheduling, communication protocols, cooperation, reliability and fault-tolerance, middleware