848 resultados para portfolio optimization
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Tese apresentada para obtenção do Grau de Doutor em Engenharia Civil na especialidade de Reabilitação do Património Edificado, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia
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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
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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
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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Dissertação apresentada para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia
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Dissertação para obtenção do Grau de Mestre em Biotecnologia
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Dissertação para obtenção do Grau de Doutor em Engenharia Electrotécnica e de Computadores
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Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores
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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
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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
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Optimization of the RAPD reaction for characterizing Salmonella enterica serovar Typhi strains was studied in order to ensure the reproducibility and the discriminatory power of this technique. Eight Salmonella serovar Typhi strains isolated from various regions in Brazil were examined for the fragment patterns produced using different concentrations of DNA template, primer, MgCl2 and Taq DNA polymerase. Using two different low stringency thermal cycle profiles, the RAPD fingerprints obtained were compared. A set of sixteen primers was evaluated for their ability to produce a high number of distinct fragments. We found that variations associated to all of the tested parameters modified the fingerprinting patterns. For the strains of Salmonella enterica serovar Typhi used in this experiment, we have defined a set of conditions for RAPD-PCR reaction, which result in a simple, fast and reproducible typing method.
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Dissertação para obtenção do Grau de Mestre em Engenharia Informática
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Optimization is a very important field for getting the best possible value for the optimization function. Continuous optimization is optimization over real intervals. There are many global and local search techniques. Global search techniques try to get the global optima of the optimization problem. However, local search techniques are used more since they try to find a local minimal solution within an area of the search space. In Continuous Constraint Satisfaction Problems (CCSP)s, constraints are viewed as relations between variables, and the computations are supported by interval analysis. The continuous constraint programming framework provides branch-and-prune algorithms for covering sets of solutions for the constraints with sets of interval boxes which are the Cartesian product of intervals. These algorithms begin with an initial crude cover of the feasible space (the Cartesian product of the initial variable domains) which is recursively refined by interleaving pruning and branching steps until a stopping criterion is satisfied. In this work, we try to find a convenient way to use the advantages in CCSP branchand- prune with local search of global optimization applied locally over each pruned branch of the CCSP. We apply local search techniques of continuous optimization over the pruned boxes outputted by the CCSP techniques. We mainly use steepest descent technique with different characteristics such as penalty calculation and step length. We implement two main different local search algorithms. We use “Procure”, which is a constraint reasoning and global optimization framework, to implement our techniques, then we produce and introduce our results over a set of benchmarks.
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Breast cancer is the most common cancer among women, being a major public health problem. Worldwide, X-ray mammography is the current gold-standard for medical imaging of breast cancer. However, it has associated some well-known limitations. The false-negative rates, up to 66% in symptomatic women, and the false-positive rates, up to 60%, are a continued source of concern and debate. These drawbacks prompt the development of other imaging techniques for breast cancer detection, in which Digital Breast Tomosynthesis (DBT) is included. DBT is a 3D radiographic technique that reduces the obscuring effect of tissue overlap and appears to address both issues of false-negative and false-positive rates. The 3D images in DBT are only achieved through image reconstruction methods. These methods play an important role in a clinical setting since there is a need to implement a reconstruction process that is both accurate and fast. This dissertation deals with the optimization of iterative algorithms, with parallel computing through an implementation on Graphics Processing Units (GPUs) to make the 3D reconstruction faster using Compute Unified Device Architecture (CUDA). Iterative algorithms have shown to produce the highest quality DBT images, but since they are computationally intensive, their clinical use is currently rejected. These algorithms have the potential to reduce patient dose in DBT scans. A method of integrating CUDA in Interactive Data Language (IDL) is proposed in order to accelerate the DBT image reconstructions. This method has never been attempted before for DBT. In this work the system matrix calculation, the most computationally expensive part of iterative algorithms, is accelerated. A speedup of 1.6 is achieved proving the fact that GPUs can accelerate the IDL implementation.
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This study analyses financial data using the result characterization of a self-organized neural network model. The goal was prototyping a tool that may help an economist or a market analyst to analyse stock market series. To reach this goal, the tool shows economic dependencies and statistics measures over stock market series. The neural network SOM (self-organizing maps) model was used to ex-tract behavioural patterns of the data analysed. Based on this model, it was de-veloped an application to analyse financial data. This application uses a portfo-lio of correlated markets or inverse-correlated markets as input. After the anal-ysis with SOM, the result is represented by micro clusters that are organized by its behaviour tendency. During the study appeared the need of a better analysis for SOM algo-rithm results. This problem was solved with a cluster solution technique, which groups the micro clusters from SOM U-Matrix analyses. The study showed that the correlation and inverse-correlation markets projects multiple clusters of data. These clusters represent multiple trend states that may be useful for technical professionals.