Numerical methods and tangible interfaces for pollutant dispersion simulation

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Machine learning Gaussian short rate

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

On the pricing of bivariate options in the presence of a discrete dividend payment

A Work Project, presented as part of the requirements for the Award of a Master's Double Degree in Finance from the NOVA School of Business and Economics / Masters Degree in Economics from Insper

The accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend

This project characterizes the accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend. A description of the escrowed dividend model is provided, and a comparison between this model and the benchmark model is realized. It is concluded that options on stocks with either low volatility, low dividend yield, low ex-dividend to maturity ratio or that are deep in or out of the money are reasonably priced with the escrowed dividend model.

Biomass equations for forest regrowth in the eastern Amazon using randomized branch sampling

Forest regrowth occupies an extensive and increasing area in the Amazon basin, but accurate assessment of the impact of regrowth on carbon and nutrient cycles has been hampered by a paucity of available allometric equations. We develop pooled and species-specific equations for total aboveground biomass for a study site in the eastern Amazon that had been abandoned for 15 years. Field work was conducted using randomized branch sampling, a rapid technique that has seen little use in tropical forests. High consistency of sample paths in randomized branch sampling, as measured by the standard error of individual paths (14%), suggests the method may provide substantial efficiencies when compared to traditional procedures. The best fitting equations in this study used the traditional form Y=a×DBHb, where Y is biomass, DBH is diameter at breast height, and a and b are both species-specific parameters. Species-specific equations of the form Y=a(BA×H), where Y is biomass, BA is tree basal area, H is tree height, and a is a species-specific parameter, fit almost as well. Comparison with previously published equations indicated errors from -33% to +29% would have occurred using off-site relationships. We also present equations for stemwood, twigs, and foliage as biomass components.

A modular traffic sampling architecture for flexible network measurements

Dissertação de Mestrado (Programa Doutoral em Informática)

Establishing the prevalence of hypertension. Influence of sampling criteria

OBJECTIVE: To compare the prevalence of systemic hypertension in two different populations: a representative sample of the adult urban population of Porto Alegre, and individuals who sought blood pressure measurement in a hypertension prevention and control campaign. METHODS: A cross-sectional study was carried out involving a representative sample of the adult urban population of Porto Alegre and a population sample obtained from a hypertension prevention and control campaign, which included all the individuals who sought the blood pressure assessment unit at the Hospital das Clínicas in Porto Alegre. The following parameters were investigated: history of hypertension, use of antihypertensive drugs, age, and sex. Adjustments for age and sex in the prevalence rates were performed to make them comparable. RESULTS: Hypertension prevalence, defined as values > or = 160/95mmHg or treatment with antihypertensive drugs, was higher in the campaign sample (42%) as compared with the population sample (24%). Among those who were aware of their hypertensive condition and were under medication, 54% of the campaign sample and 62% of the representative population sample maintained their pressure levels <160/90mmHg. CONCLUSION: Prevalence rates of hypertension differed a lot in the campaign sample and in the representative population sample, showing that the sampling criterion may influence assessment of risk factors and bias the association between risk factors and health aggravations.

Experimental validation of a proposed single-phase five-level active rectifier operating with model predictive current control

This paper presents a model predictive current control applied to a proposed single-phase five-level active rectifier (FLAR). This current control strategy uses the discrete-time nature of the active rectifier to define its state in each sampling interval. Although the switching frequency is not constant, this current control strategy allows to follow the reference with low total harmonic distortion (THDF). The implementation of the active rectifier that was used to obtain the experimental results is described in detail along the paper, presenting the circuit topology, the principle of operation, the power theory, and the current control strategy. The experimental results confirm the robustness and good performance (with low current THDF and controlled output voltage) of the proposed single-phase FLAR operating with model predictive current control.

Statistical analysis in multivariate sampling

Magdeburg, Univ., Fak. für Mathematik, Diss., 2011

Simulations for modelling of population balance equations of particulate processes using the discrete particle model (DPM)

Magdeburg, Univ., Fak. für Mathematik, Diss., 2009

Numerical investigation of micro and macro mechanical behaviour of granular media via a discrete element approach

Magdeburg, Univ., Fak. für Mathematik, Diss., 2009

Verification of system properties of polynomial systems using discrete-time approximations and set-based analysis

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2015

Daily variation of zooplankton abundance and evenness in the Rosana reservoir, Brazil: biotic and abiotic inferences

The zooplankton community presents stochastic temporal fluctuation and heterogeneous spatial variation determined by the relationships among the organisms and environmental conditions. We predicted that the temporal and spatial zooplankton distribution is heterogeneous and discrete, respectively, and that the daily variation of most abundant species is related to environmental conditions, specifically the availability of resources. Zooplankton samples were collected daily at three sampling stations in a lateral arm of the Rosana Reservoir (SP/PR). The zooplankton did not present significant differences in abundance and evenness among sampling stations, but the temporal variation of these attributes was significant. Abiotic variables and algal resource availability have significantly explained the daily variation of the most abundant species (p<0.001), however, the species distribution makes inferences on biotic relationships between them. Thus, not only the food resource availability is influential on the abundance of principal zooplankton species, but rather a set of factors (abiotic variables and biotic relationships).

Global eriodicity and complete integrability of discrete dynamical systems

Vegeu el resum a l'inici del document del fitxer adjunt