Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

A checkpointing-enabled and resource-aware Java Virtual Machine for efficient and robust e-Science applications in grid environments

Object-oriented programming languages presently are the dominant paradigm of application development (e. g., Java,. NET). Lately, increasingly more Java applications have long (or very long) execution times and manipulate large amounts of data/information, gaining relevance in fields related with e-Science (with Grid and Cloud computing). Significant examples include Chemistry, Computational Biology and Bio-informatics, with many available Java-based APIs (e. g., Neobio). Often, when the execution of such an application is terminated abruptly because of a failure (regardless of the cause being a hardware of software fault, lack of available resources, etc.), all of its work already performed is simply lost, and when the application is later re-initiated, it has to restart all its work from scratch, wasting resources and time, while also being prone to another failure and may delay its completion with no deadline guarantees. Our proposed solution to address these issues is through incorporating mechanisms for checkpointing and migration in a JVM. These make applications more robust and flexible by being able to move to other nodes, without any intervention from the programmer. This article provides a solution to Java applications with long execution times, by extending a JVM (Jikes research virtual machine) with such mechanisms. Copyright (C) 2011 John Wiley & Sons, Ltd.

Towards an efficient and robust foot classification from pedobarographic images

O documento em anexo encontra-se na versão post-print (versão corrigida pelo editor).

An efficient method for optimal location and sizing of fixed and switched shunt capacitors in large distribution systems

This paper proposes a computationally efficient methodology for the optimal location and sizing of static and switched shunt capacitors in large distribution systems. The problem is formulated as the maximization of the savings produced by the reduction in energy losses and the avoided costs due to investment deferral in the expansion of the network. The proposed method selects the nodes to be compensated, as well as the optimal capacitor ratings and their operational characteristics, i.e. fixed or switched. After an appropriate linearization, the optimization problem was formulated as a large-scale mixed-integer linear problem, suitable for being solved by means of a widespread commercial package. Results of the proposed optimizing method are compared with another recent methodology reported in the literature using two test cases: a 15-bus and a 33-bus distribution network. For the both cases tested, the proposed methodology delivers better solutions indicated by higher loss savings, which are achieved with lower amounts of capacitive compensation. The proposed method has also been applied for compensating to an actual large distribution network served by AES-Venezuela in the metropolitan area of Caracas. A convergence time of about 4 seconds after 22298 iterations demonstrates the ability of the proposed methodology for efficiently handling large-scale compensation problems.

A Hexanuclear Mixed-Valence Oxovanadium(IV,V) Complex as a Highly Efficient Alkane Oxidation Catalyst

The new hexanuclear mixed-valence vanadium complex [V3O3(OEt)(ashz)(2)(mu-OEt)](2) (1) with an N,O-donor ligand is reported. It acts as a highly efficient catalyst toward alkane oxidations by aqueous H2O2. Remarkably, high turnover numbers up to 25000 with product yields of up to 27% (based on alkane) stand for one of the most active systems for such reactions.

Azorean Agriculture Efficiency by PAR

Copyright © 2013 Springer Netherlands.

Efficiency Measures in the Agricultural Sector: With Applications

Copyright 2013 Springer Netherlands.

Efficient implementation of a dominance protocol for wireless medium access

Mestrado em Engenharia Electrotécnica e de Computadores

Efficient cyclohexane oxidation with hydrogen peroxide catalysed by a C-scorpionate iron(II) complex immobilized on desilicated MOR zeolite

The hydrotris(pyrazol-1-yl)methane iron(II) complex [FeCl2{eta(3)-HC(pz)(3)}] (Fe, pz = pyrazol-1-yl) immobilized on commercial (MOR) or desilicated (MOR-D) zeolite, catalyses the oxidation of cyclohexane with hydrogen peroxide to cyclohexanol and cyclohexanone, under mild conditions. MOR-D/Fe (desilicated zeolite supported [FeCl2{eta(3)-HC(pz)(3)}] complex) provides an outstanding catalytic activity (TON up to 2.90 x 10(3)) with the concomitant overall yield of 38%, and can be easy recovered and reused. The MOR or MOR-D supported hydrotris(pyrazol-1-yl)methane iron(II) complex (MOR/Fe and MOR-D/Fe, respectively) was characterized by X-ray powder diffraction, ICP-AES, and TEM studies as well as by IR spectroscopy and N-2 adsorption at -196 degrees C. The catalytic operational conditions (e.g., reaction time, type and amount of oxidant, presence of acid and type of solvent) were optimized. (C) 2013 Elsevier B.V. All rights reserved.

A hybrid MLS technique for room impulse response estimation

The measurement of room impulse response (RIR) when there are high background noise levels frequently means one must deal with very low signal-to-noise ratios (SNR). if such is the case, the measurement might yield unreliable results, even when synchronous averaging techniques are used. Furthermore, if there are non-linearities in the apparatus or system time variances, the final SNR can be severely degraded. The test signals used in RIR measurement are often disturbed by non-stationary ambient noise components. A novel approach based on the energy analysis of ambient noise - both in the time and in frequency - was considered. A modified maximum length sequence (MLS) measurement technique. referred to herein as the hybrid MLS technique, was developed for use in room acoustics. The technique consists of reducing the noise energy of the captured sequences before applying the averaging technique in order to improve the overall SNRs and frequency response accuracy. Experiments were conducted under real conditions with different types of underlying ambient noises. Results are shown and discussed. Advantages and disadvantages of the hybrid MLS technique over standard MLS technique are evaluated and discussed. Our findings show that the new technique leads to a significant increase in the overall SNR. (C) 2008 Elsevier Ltd. All rights reserved.

Potential distribution and cost estimation of the damage caused by Cryptotermes brevis (Isoptera: Kalotermitidae) in the Azores

Copyright © 2014 Entomological Society of America.

An Efficient Long Distance Echo Canceller

This paper describes an implementation of a long distance echo canceller, operating on full-duplex with hands-free and in real-time with a single Digital Signal Processor (DSP). The proposed solution is based on short length adaptive filters centered on the positions of the most significant echoes, which are tracked by time delay estimators, for which we use a new approach. To deal with double talking situations a speech detector is employed. The floating-point DSP TMS320C6713 from Texas Instruments is used with software written in C++, with compiler optimizations for fast execution. The resulting algorithm enables long distance echo cancellation with low computational requirements, suited for embbeded systems. It reaches greater echo return loss enhancement and shows faster convergence speed when compared to the conventional approach. The experimental results approach the CCITT G.165 recommendation levels.

Biorremediação de solos contaminados com produtos petrolíferos

Mestrado em Engenharia Química. Ramo Tecnologias de Protecção Ambiental.

Estimation of pollutant partition in sandy soils with different water contents

The objectives of this work were: (1) to identify an isotherm model to relate the contaminant contents in the gas phase with those in the solid and non-aqueous liquid phases; (2) to develop a methodology for the estimation of the contaminant distribution in the different phases of the soil; and (3) to evaluate the influence of soil water content on the contaminant distribution in soil. For sandy soils with negligible contents of clay and natural organic matter, contaminated with benzene, toluene, ethylbenzene, xylene, trichloroethylene (TCE), and perchloroethylene (PCE), it was concluded that: (1) Freundlich’s model showed to be adequate to relate the contaminant contents in the gas phase with those in the solid and non-aqueous liquid phases; (2) the distribution of the contaminants in the different phases present in the soil could be estimated with differences lower than 10% for 83% of the cases; and (3) an increase of the soil water content led to a decrease of the amount of contaminant in the solid and non-aqueous liquid phases, increasing the amount in the other phases.

On the development of an automatic voice pleasantness classification and intensity estimation system

In the last few years, the number of systems and devices that use voice based interaction has grown significantly. For a continued use of these systems, the interface must be reliable and pleasant in order to provide an optimal user experience. However there are currently very few studies that try to evaluate how pleasant is a voice from a perceptual point of view when the final application is a speech based interface. In this paper we present an objective definition for voice pleasantness based on the composition of a representative feature subset and a new automatic voice pleasantness classification and intensity estimation system. Our study is based on a database composed by European Portuguese female voices but the methodology can be extended to male voices or to other languages. In the objective performance evaluation the system achieved a 9.1% error rate for voice pleasantness classification and a 15.7% error rate for voice pleasantness intensity estimation.