Modeling and forecasting value-at-risk for the Portuguese stock market

The aim of this work project is to find a model that is able to accurately forecast the daily Value-at-Risk for PSI-20 Index, independently of the market conditions, in order to expand empirical literature for the Portuguese stock market. Hence, two subsamples, representing more and less volatile periods, were modeled through unconditional and conditional volatility models (because it is what drives returns). All models were evaluated through Kupiec’s and Christoffersen’s tests, by comparing forecasts with actual results. Using an out-of-sample of 204 observations, it was found that a GARCH(1,1) is an accurate model for our purposes.

The impact of talent management practices on employee retention: The moderator effect of leader-member exchange and role modeling

Organizations are undergoing serious difficulties to retain talent. Authors argue that Talent Management (TM) practices create beneficial outcomes for individuals and organizations. However, there is no research on the leaders’ role in the functioning of these practices. This study examines how LMX and role modeling influence the impact that TM practices have on employees’ trust in their organizations and retention. The analysis of two questionnaires (Nt1=175; Nt2=107) indicated that TM only reduced turnover intentions, via an increase in trust in the organization, when role modeling was high and not when it was low. Therefore, we can say that leaders are crucial in the TM context, and in sustaining a competitive advantage for organizations.

Modeling and optimization of extracellular polysaccharides production by Enterobacter A47

Polysaccharides are gaining increasing attention as potential environmental friendly and sustainable building blocks in many fields of the (bio)chemical industry. The microbial production of polysaccharides is envisioned as a promising path, since higher biomass growth rates are possible and therefore higher productivities may be achieved compared to vegetable or animal polysaccharides sources. This Ph.D. thesis focuses on the modeling and optimization of a particular microbial polysaccharide, namely the production of extracellular polysaccharides (EPS) by the bacterial strain Enterobacter A47. Enterobacter A47 was found to be a metabolically versatile organism in terms of its adaptability to complex media, notably capable of achieving high growth rates in media containing glycerol byproduct from the biodiesel industry. However, the industrial implementation of this production process is still hampered due to a largely unoptimized process. Kinetic rates from the bioreactor operation are heavily dependent on operational parameters such as temperature, pH, stirring and aeration rate. The increase of culture broth viscosity is a common feature of this culture and has a major impact on the overall performance. This fact complicates the mathematical modeling of the process, limiting the possibility to understand, control and optimize productivity. In order to tackle this difficulty, data-driven mathematical methodologies such as Artificial Neural Networks can be employed to incorporate additional process data to complement the known mathematical description of the fermentation kinetics. In this Ph.D. thesis, we have adopted such an hybrid modeling framework that enabled the incorporation of temperature, pH and viscosity effects on the fermentation kinetics in order to improve the dynamical modeling and optimization of the process. A model-based optimization method was implemented that enabled to design bioreactor optimal control strategies in the sense of EPS productivity maximization. It is also critical to understand EPS synthesis at the level of the bacterial metabolism, since the production of EPS is a tightly regulated process. Methods of pathway analysis provide a means to unravel the fundamental pathways and their controls in bioprocesses. In the present Ph.D. thesis, a novel methodology called Principal Elementary Mode Analysis (PEMA) was developed and implemented that enabled to identify which cellular fluxes are activated under different conditions of temperature and pH. It is shown that differences in these two parameters affect the chemical composition of EPS, hence they are critical for the regulation of the product synthesis. In future studies, the knowledge provided by PEMA could foster the development of metabolically meaningful control strategies that target the EPS sugar content and oder product quality parameters.

Gender norms in Portuguese college sudents' judgments in familial homicides: bad men and mad women

The gender of the offender has been proved to be an important factor in judicial sentencing. In this study, we analyze the judgments of College students regarding perpetrators of familial homicides to evaluate the presence of these gender norms and biases in the larger society. The sample included 303 college students (54.8% female) enrolled in several social sciences and engineering courses. Participants were asked to read 12 vignettes based on real crimes taken from Portuguese newspapers. Half were related to infanticide, and half were related to intimate partner homicide. The sex of the offender was orthogonally manipulated to the type of crime. The results show that gender had an important impact on sentences, with males being more harshly penalized by reasons of perversity and women less penalized by reason of mental disorders. In addition, filicide was more heavily penalized than was intimate partner homicide. The results also revealed a tendency toward a retributive conception of punishment. We discuss how gender norms in justice seem to be embedded in society as well as the need for intervention against the punitive tendency of this population.

Aplicação do Building Information Modeling na gestão de projetos de construção

Dissertação de mestrado em Construção e Reabilitação Sustentáveis

Conceptual-physical bridging – From BPMN models to physical implementations on kettle

Developing and implementing data-oriented workflows for data migration processes are complex tasks involving several problems related to the integration of data coming from different schemas. Usually, they involve very specific requirements - every process is almost unique. Having a way to abstract their representation will help us to better understand and validate them with business users, which is a crucial step for requirements validation. In this demo we present an approach that provides a way to enrich incrementally conceptual models in order to support an automatic way for producing their correspondent physical implementation. In this demo we will show how B2K (Business to Kettle) system works transforming BPMN 2.0 conceptual models into Kettle data-integration executable processes, approaching the most relevant aspects related to model design and enrichment, model to system transformation, and system execution.

A domain-specific language for ETL patterns specification in Data Warehousing Systems

During the last few years many research efforts have been done to improve the design of ETL (Extract-Transform-Load) systems. ETL systems are considered very time-consuming, error-prone and complex involving several participants from different knowledge domains. ETL processes are one of the most important components of a data warehousing system that are strongly influenced by the complexity of business requirements, their changing and evolution. These aspects influence not only the structure of a data warehouse but also the structures of the data sources involved with. To minimize the negative impact of such variables, we propose the use of ETL patterns to build specific ETL packages. In this paper, we formalize this approach using BPMN (Business Process Modelling Language) for modelling more conceptual ETL workflows, mapping them to real execution primitives through the use of a domain-specific language that allows for the generation of specific instances that can be executed in an ETL commercial tool.

Automatic generation of ETL physical systems from BPMN conceptual models

ETL conceptual modeling is a very important activity in any data warehousing system project implementation. Owning a high-level system representation allowing for a clear identification of the main parts of a data warehousing system is clearly a great advantage, especially in early stages of design and development. However, the effort to model conceptually an ETL system rarely is properly rewarded. Translating ETL conceptual models directly into something that saves work and time on the concrete implementation of the system process it would be, in fact, a great help. In this paper we present and discuss a hybrid approach to this problem, combining the simplicity of interpretation and power of expression of BPMN on ETL systems conceptualization with the use of ETL patterns to produce automatically an ETL skeleton, a first prototype system, which has the ability to be executed in a commercial ETL tool like Kettle.

Modeling microbes: New methods for integrated metabolic and regulatory network reconstruction

PhD Thesis in Bioengineering

A relational algebra approach to ETL modeling

The MAP-i Doctoral Programme in Informatics, of the Universities of Minho, Aveiro and Porto

High strain rate constitutive modeling forhistorical structures subjected to blast loading

Doctoral Thesis Civil Engineering

Fused deposition modeling with polypropylene

This paper addresses the potential of polypropylene (PP) as a candidate for fused deposition modeling (FDM)-based 3D printing technique. The entire filament production chain is evaluated, starting with the PP pellets, filament production by extrusion and test samples printing. This strategy enables a true comparison between parts printed with parts manufactured by compression molding, using the same grade of raw material. Printed samples were mechanically characterized and the influence of filament orientation, layer thickness, infill degree and material was assessed. Regarding the latter, two grades of PP were evaluated: a glass-fiber reinforced and a neat, non-reinforced, one. The results showed the potential of the FDM to compete with conventional techniques, especially for the production of small series of parts/components; also, it was showed that this technique allows the production of parts with adequate mechanical performance and, therefore, does not need to be restricted to the production of mockups and prototypes.

[Editorial] Current challenges in modeling cellular metabolism

The authors would like to thank the financial support from the NovoNordiskFoundation.

Otimização com restrições de complementaridade: algoritmos e aplicações

Tese de Doutoramento em Engenharia Industrial e de Sistemas (PDEIS)

Modeling separator membranes physical characteristics for optimized lithium ion battery performance

The effect of varying separator membrane physical parameters such as degree of porosity, tortuosity and thickness, on battery delivered capacity was studied in order to optimize performance of lithium-ion batteries. This was achieved by a theoretical mathematical model relating the Bruggeman coefficient with the degree of porosity and tortuosity. The inclusion of the separator membrane in the simulation model of the battery system does not affect the delivered capacity of the battery. The ionic conductivity of the separator and consequently the delivered capacity values obtained at different discharge rates depends on the value of the Bruggeman coefficient, which is related with the degree of porosity and tortuosity of the membrane. Independently of scan rate, the optimal value of the degree of porosity is above 50% and the separator thickness should range between 1 μm at 32 μm for improved battery performance.