Ratio Studiorum, do ensino tutorial ao ensino em sala de aula

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Ensino da Filosofia no Ensino Secundário

Diffusional kurtosis imaging using a fast heuristic constrained linear least squares algorithm: a plugin for OsiriX

Diffusion Kurtosis Imaging (DKI) is a fairly new magnetic resonance imag-ing (MRI) technique that tackles the non-gaussian motion of water in biological tissues by taking into account the restrictions imposed by tissue microstructure, which are not considered in Diffusion Tensor Imaging (DTI), where the water diffusion is considered purely gaussian. As a result DKI provides more accurate information on biological structures and is able to detect important abnormalities which are not visible in standard DTI analysis. This work regards the development of a tool for DKI computation to be implemented as an OsiriX plugin. Thus, as OsiriX runs under Mac OS X, the pro-gram is written in Objective-C and also makes use of Apple’s Cocoa framework. The whole program is developed in the Xcode integrated development environ-ment (IDE). The plugin implements a fast heuristic constrained linear least squares al-gorithm (CLLS-H) for estimating the diffusion and kurtosis tensors, and offers the user the possibility to choose which maps are to be generated for not only standard DTI quantities such as Mean Diffusion (MD), Radial Diffusion (RD), Axial Diffusion (AD) and Fractional Anisotropy (FA), but also DKI metrics, Mean Kurtosis (MK), Radial Kurtosis (RK) and Axial Kurtosis (AK).The plugin was subjected to both a qualitative and a semi-quantitative analysis which yielded convincing results. A more accurate validation pro-cess is still being developed, after which, and with some few minor adjust-ments the plugin shall become a valid option for DKI computation

Is the Basel III Leverage Ratio countercyclical? A study for Portuguese banks

This work analyses how the leverage ratio behaves through the cycle, vis-à-vis other capital ratios. For a sample of the largest Portuguese banks, the Basel III leverage ratio is indeed countercyclical. This result is relevant from a regulatory perspective, since the introduction of a limit on the leverage ratio will function as a restriction in the banks’ balance sheet size, reducing the economic costs associated with the excessive growth of leverage in periods of economic expansion followed by aggressive deleveraging in the downturn. However, one cannot exclude that restrictions on banks’ leverage incentivize its transference to less regulated intermediaries.

Analysis and implementation of a multi-ratio switched capacitor DC-DC converter for a supercapacitor power supply

An energy harvesting system requires an energy storing device to store the energy retrieved from the surrounding environment. This can either be a rechargeable battery or a supercapcitor. Due to the limited lifetime of rechargeable batteries, they need to be periodically replaced. Therefore, a supercapacitor, which has ideally a limitless number of charge/discharge cycles can be used to store the energy; however, a voltage regulator is required to obtain a constant output voltage as the supercapacitor discharges. This can be implemented by a Switched-Capacitor DC-DC converter which allows a complete integration in CMOS technology, although it requires several topologies in order to obtain a high efficiency. This thesis presents the complete analysis of four different topologies in order to determine expressions that allow to design and determine the optimum input voltage ranges for each topology. To better understand the parasitic effects, the implementation of the capacitors and the non-ideal effect of the switches, in 130 nm technology, were carefully studied. With these two analysis a multi-ratio SC DC-DC converter was designed with an output power of 2 mW, maximum efficiency of 77%, and a maximum output ripple, in the steady state, of 23 mV; for an input voltage swing of 2.3 V to 0.85 V. This proposed converter has four operation states that perform the conversion ratios of 1/2, 2/3, 1/1 and 3/2 and its clock frequency is automatically adjusted to produce a stable output voltage of 1 V. These features are implemented through two distinct controller circuits that use asynchronous time machines (ASM) to dynamically adjust the clock frequency and to select the active state of the converter. All the theoretical expressions as well as the behaviour of the whole system was verified using electrical simulations.

EDP - A new estimation algorithm

The aim of this work project is to analyze the current algorithm used by EDP to estimate their clients’ electrical energy consumptions, create a new algorithm and compare the advantages and disadvantages of both. This new algorithm is different from the current one as it incorporates some effects from temperature variations. The results of the comparison show that this new algorithm with temperature variables performed better than the same algorithm without temperature variables, although there is still potential for further improvements of the current algorithm, if the prediction model is estimated using a sample of daily data, which is the case of the current EDP algorithm.

Generalized Dasymetric Mapping Algorithm for Accessing Land-Use Change

Contém resumo

CEO overconfidence and leverage ratio: Evidence from the founder members of Mila

The study investigates the impact of the managerial overconfidence bias on the capital structure of a sample of 78 firms from Chile, Peru and Colombia, during the years 1996-2014. We infer that there is a positive relation between the leverage ratio and a) the overconfidence; b) the experience and c) the male gender of the executive. Overconfidence is measured according to the status of the CEO (entrepreneur or not-entrepreneur) and the hypotheses are tested through dynamic panel data model. The empirical results show a highly significant positive correlation between overconfidence and leverage ratio and between gender and leverage ratio while, in contrast, the relation between experience and leverage ratio is negative.

Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.

Genetic algorithm for shipping route estimation with long-range tracking data : automatic reconstruction of shipping routes based on the historical ship positions for maritime safety applications

Ship tracking systems allow Maritime Organizations that are concerned with the Safety at Sea to obtain information on the current location and route of merchant vessels. Thanks to Space technology in recent years the geographical coverage of the ship tracking platforms has increased significantly, from radar based near-shore traffic monitoring towards a worldwide picture of the maritime traffic situation. The long-range tracking systems currently in operations allow the storage of ship position data over many years: a valuable source of knowledge about the shipping routes between different ocean regions. The outcome of this Master project is a software prototype for the estimation of the most operated shipping route between any two geographical locations. The analysis is based on the historical ship positions acquired with long-range tracking systems. The proposed approach makes use of a Genetic Algorithm applied on a training set of relevant ship positions extracted from the long-term storage tracking database of the European Maritime Safety Agency (EMSA). The analysis of some representative shipping routes is presented and the quality of the results and their operational applications are assessed by a Maritime Safety expert.

Parallelization of kinetic Monte Carlo algorithm to simulate AL3Sc precipitation

The present paper reports the precipitation process of Al3Sc structures in an aluminum scandium alloy, which has been simulated with a synchronous parallel kinetic Monte Carlo (spkMC) algorithm. The spkMC implementation is based on the vacancy diffusion mechanism. To filter the raw data generated by the spkMC simulations, the density-based clustering with noise (DBSCAN) method has been employed. spkMC and DBSCAN algorithms were implemented in the C language and using MPI library. The simulations were conducted in the SeARCH cluster located at the University of Minho. The Al3Sc precipitation was successfully simulated at the atomistic scale with the spkMC. DBSCAN proved to be a valuable aid to identify the precipitates by performing a cluster analysis of the simulation results. The achieved simulations results are in good agreement with those reported in the literature under sequential kinetic Monte Carlo simulations (kMC). The parallel implementation of kMC has provided a 4x speedup over the sequential version.

Deploying public surface transit to forward messages in DTN

Delay Tolerant Network (DTN) is a communication architecture enabling connectivity in a topology with unregular end-to-end network connection. DTN enables communication in environments with cross-connectivity, large delays and delivery time variations, and a high error rate. DTN can be used in vehicular networks where public transport get involved. This research aims to analyze the role of public transit as a DTN routing infrastructure. The impact of using public transit as a relay router is investigated by referencing the network performance, defined by its delivery ratio, average delay and overhead. The results show that public transit can be used as a backbone for DTN in an urban scenario using existing protocols. This opens insights for future researches on routing algorithm and protocol design.

Effect of butadiene/styrene ratio, block structure and carbon nanotube content on the mechanical and electrical properties of thermoplastic elastomers after UV ageing

Thermoplastic elastomers based on a triblock copolymer styrene-butadiene-styrene (SBS) with different butadiene/styrene ratios, block structure and carbon nanotube (CNT) content were submitted to accelerated weathering in a Xenontest set up, in order to evaluate their stability to UV ageing. It was concluded that ageing mainly depends on butadiene/styrene ratio and block structure, with radial block structures exhibiting a faster ageing than linear block structures. Moreover, the presence of carbon nanotubes in the SBS copolymer slows down the ageing of the copolymer. The evaluation of the influence of ageing on the mechanical and electrical properties demonstrates that the mechanical degradation is higher for the C401 sample, which is the SBS sample with the largest butadiene content and a radial block structure. On the other hand, a copolymer derivate from SBS, the styrene-ethylene/butadiene-styrene (SEBS) sample, retains a maximum deformation of ~1000% after 80 h of accelerated ageing. The hydrophobicity of the samples decreases with increasing ageing time, the effect being larger for the samples with higher butadiene content. It is also verified that cytotoxicity increases with increasing UV ageing with the exception of SEBS, which remains not cytotoxic up to 80 h of accelerated ageing time, demonstrating its potential for applications involving exposition to environmental conditions.

A hybrid MAC Scheme to improve the transmission performance in body sensor networks

Wireless body sensor networks (WBSNs) constitute a key technology for closing the loop between patients and healthcare providers, as WBSNs provide sensing ability, as well as mobility and portability, essential characteristics for wide acceptance of wireless healthcare technology. However, one important and difficult aspect of WBSNs is to provide data transmissions with quality of service, among other factors due to the antennas being small size and placed close to the body. Such transmissions cannot be fully provided without the assumption of a MAC protocol that solves the problems of the medium sharing. A vast number of MAC protocols conceived for wireless networks are based on random or scheduled schemes. This paper studies firstly the suitability of two MAC protocols, one using CSMA and the other TDMA, to transmit directly to the base station the signals collected continuously from multiple sensor nodes placed on the human body. Tests in a real scenario show that the beaconed TDMA MAC protocol presents an average packet loss ratio lower than CSMA. However, the average packet loss ratio is above 1.0 %. To improve this performance, which is of vital importance in areas such as e-health and ambient assisted living, a hybrid TDMA/CSMA scheme is proposed and tested in a real scenario with two WBSNs and four sensor nodes per WBSN. An average packet loss ratio lower than 0.2 % was obtained with the hybrid scheme. To achieve this significant improvement, the hybrid scheme uses a lightweight algorithm to control dynamically the start of the superframes. Scalability and traffic rate variation tests show that this strategy allows approximately ten WBSNs operating simultaneously without significant performance degradation.

Solving large 0–1 multidimensional knapsack problems by a new simplified binary artificial fish swarm algorithm

The artificial fish swarm algorithm has recently been emerged in continuous global optimization. It uses points of a population in space to identify the position of fish in the school. Many real-world optimization problems are described by 0-1 multidimensional knapsack problems that are NP-hard. In the last decades several exact as well as heuristic methods have been proposed for solving these problems. In this paper, a new simpli ed binary version of the artificial fish swarm algorithm is presented, where a point/ fish is represented by a binary string of 0/1 bits. Trial points are created by using crossover and mutation in the different fi sh behavior that are randomly selected by using two user de ned probability values. In order to make the points feasible the presented algorithm uses a random heuristic drop item procedure followed by an add item procedure aiming to increase the profit throughout the adding of more items in the knapsack. A cyclic reinitialization of 50% of the population, and a simple local search that allows the progress of a small percentage of points towards optimality and after that refines the best point in the population greatly improve the quality of the solutions. The presented method is tested on a set of benchmark instances and a comparison with other methods available in literature is shown. The comparison shows that the proposed method can be an alternative method for solving these problems.