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.

Multifunctional converter to interface renewable energy sources and electric vehicles with the power grid in smart grids context

This paper proposes a multifunctional converter to interface renewable energy sources (e.g., solar photovoltaic panels) and electric vehicles (EVs) with the power grid in smart grids context. This multifunctional converter allows deliver energy from the solar photovoltaic panels to an EV or to the power grid, and exchange energy in bidirectional mode between the EV and the power grid. Using this multifunctional converter are not required multiple conversion stages, as occurs with the traditional solutions, where are necessary two power converters to integrate the solar photovoltaic system in the power grid and also two power converters to integrate an off-board EV battery charger in the power grid (dc-dc and dc-ac power converters in both cases). Taking into account that the energy provided (or delivered) from the power grid in each moment is function of the EV operation mode and also of the energy produced from the solar photovoltaic system, it is possible to define operation strategies and control algorithms in order to increase the energy efficiency of the global system and to improve the power quality of the electrical system. The proposed multifunctional converter allows the operation in four distinct cases: (a) Transfer of energy from the solar photovoltaic system to the power grid; (b) Transfer of energy from the solar photovoltaic system and from the EV to the power grid; (c) Transfer of energy from the solar photovoltaic system to the EV or to the power grid; (d) Transfer of energy between the EV and the power grid. Along the paper are described the system architecture and the control algorithms, and are also presented some computational simulation results for the four aforementioned cases. It is also presented a comparative analysis between the traditional and the proposed solution in terms of operation efficiency and estimated cost of implementation.

Predictive control of a current-source inverter for solar photovoltaic grid interface

Solar photovoltaic systems are an increasing option for electricity production, since they produce electrical energy from a clean renewable energy resource, and over the years, as a result of the research, their efficiency has been increasing. For the interface between the dc photovoltaic solar array and the ac electrical grid is necessary the use of an inverter (dc-ac converter), which should be optimized to extract the maximum power from the photovoltaic solar array. In this paper is presented a solution based on a current-source inverter (CSI) using continuous control set model predictive control (CCS-MPC). All the power circuits and respective control systems are described in detail along the paper and were tested and validated performing computer simulations. The paper shows the simulation results and are drawn several conclusions.

Three-phase current-source shunt active power filter with solar photovoltaic grid interface

This paper presents the proposal of a three phase current source shunt active power filter (CS-SAPF) with photovoltaic grid interface. The proposed system combines the compensation of reactive power and harmonics with the injection of energy from a solar photovoltaic array into the electrical power grid. The proposed equipment presents the advantage of giving good use to the current source inverter, even when the solar photovoltaic array is not producing energy. The paper describes the control system of the CS SAPF, the energy injection control strategy, and the current harmonics and power factor compensation strategy. Simulation results to assess the performance of the proposed system are also presented.

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.

Comportamento de painéis de alvenaria reforçados com FRCM sujeitos a ações no plano: Estudo da interface

O presente trabalho dedica-se à caracterização do comportamento de modelos de alvenaria reforçada com FRCM (fiber reinforced cementitious matrix) quando sujeitos a ações que atuam no plano da parede. O sistema de reforço, composto por uma camada de argamassa cimentícia reforçada com uma malha de CFRP (carbon fiber reinforced polymer), foi aplicado a modelos de alvenaria de tijolo furado. Considerando a importância da interface entre a camada de reforço e o substrato para a eficiência do sistema de reforço, procedeu-se à caracterização do comportamento mecânico da interface por intermédio de ensaios de corte direto, com os quais foi possível definir as superfícies de cedência e de rotura da interface. Os resultados obtidos permitiram a quantificação dos parâmetros que caracterizam a interface entre o material cerâmico e uma argamassa do tipo PFRM (polypropylene fibre reinforced mortar) quando sujeita a cargas de corte combinadas com cargas normais à interface. Através de expressões analíticas e do critério de rotura de Mohr-Coloumb foi analisada a adequação de um critério baseado numa aproximação linear, aos dados obtidos experimentalmente.

The human eye as human-machine interface

Eye tracking as an interface to operate a computer is under research for a while and new systems are still being developed nowadays that provide some encouragement to those bound to illnesses that incapacitates them to use any other form of interaction with a computer. Although using computer vision processing and a camera, these systems are usually based on head mount technology being considered a contact type system. This paper describes the implementation of a human-computer interface based on a fully non-contact eye tracking vision system in order to allow people with tetraplegia to interface with a computer. As an assistive technology, a graphical user interface with special features was developed including a virtual keyboard to allow user communication, fast access to pre-stored phrases and multimedia and even internet browsing. This system was developed with the focus on low cost, user friendly functionality and user independency and autonomy.

Epidemic store for massive scale systems

The MAP-i doctoral program of the Universities of Minho, Aveiro and Porto

Para cá e para lá dos muros: relações familiares na interface entre o interior e o exterior da prisão

Tese de Doutoramento em Sociologia

Reverse engineering of web applications

The MAP-i Doctoral Program of the Universities of Minho, Aveiro and Porto

Assessment of the properties to characterize the interface between clay brick substrate and strengthening mortar

The behaviour of masonry elements under in-plane and out-of-plane loads can be improved through the application of strengthening systems based on reinforcing overlays. After strengthening, the transition region between the original substrate and the strengthening layer is especially stressed, and premature failure of the strengthened masonry is reached if insufficient interfacial capacity is assured. Therefore, the assessment of the mechanical behaviour of the interface is critical to the development of the masonry strengthening system based on the application of strengthening overlays. In this research a method for the characterization of the interface behaviour between two different materials, a polypropylene fibre reinforced mortar (PFRM) and a ceramic brick used for masonry construction is presented. Direct shear tests were carried out in couplet specimens. Due to the orthotropic nature of the bricks surface, the shear load was applied along three different directions in order to perform an overall estimation of the interface behaviour. The peak and residual shear stresses, as well as the failure modes, were obtained at different levels of the normal stress. Based on these experimental results constitutive laws were assessed for the simulation of the interface mechanical behaviour based on the Mohr and Mohr-Coulomb failure criteria.

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

Um modelo de programação inteira para a otimização da distribuição do serviço docente

Dissertação de mestrado em Engenharia Industrial