Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Comparison of deposited surface area of airbone ultrafine particles generated from two welding processes

This article describes work performed on the assessment of the levels of airborne ultrafine particles emitted in two welding processes metal-active gas (MAG) of carbon steel and friction-stir welding (FSW) of aluminium in terms of deposited area in alveolar tract of the lung using a nanoparticle surface area monitor analyser. The obtained results showed the dependence from process parameters on emitted ultrafine particles and clearly demonstrated the presence of ultrafine particles, when compared with background levels. The obtained results showed that the process that results on the lower levels of alveolar-deposited surface area is FSW, unlike MAG. Nevertheless, all the tested processes resulted in important doses of ultrafine particles that are to be deposited in the human lung of exposed workers.

A green integrated process for biodiesel production

Dissertation presented at Faculdade de Ciências e Tecnologia from Universidade Nova de Lisboa to obtain the degree of Master in Chemical and Biochemical Engineering

Development of fractional order capacitors based on electrolyte processes

In recent years, significant research in the field of electrochemistry was developed. The performance of electrical devices, depending on the processes of the electrolytes, was described and the physical origin of each parameter was established. However, the influence of the irregularity of the electrodes was not a subject of study and only recently this problem became relevant in the viewpoint of fractional calculus. This paper describes an electrolytic process in the perspective of fractional order capacitors. In this line of thought, are developed several experiments for measuring the electrical impedance of the devices. The results are analyzed through the frequency response, revealing capacitances of fractional order that can constitute an alternative to the classical integer order elements. Fractional order electric circuits are used to model and study the performance of the electrolyte processes.

Electron and photon induced processes in SF5CF3

The photo-absorption cross section of trifluoromethyl sulphur pentafluoride, SF5CF3 has been measured using synchrotron radiation in the range of 4–11 eV (310 nm > l > 110 nm) and comparison made with electron energy loss spectroscopy (EELS). The measured VUV cross sections are used to derive the photolysis rate of SF5CF3 in the terrestrial atmosphere. It is estimated that the lifetime for this molecule is the order of a 1000 years and the calculated global warming potential (GWP) is found to be between 17000 and 18100, making it one of the most potent global warming gases in the terrestrial atmosphere.

Modelling text file evaluation processes

Text file evaluation is an emergent topic in e-learning that responds to the shortcomings of the assessment based on questions with predefined answers. Questions with predefined answers are formalized in languages such as IMS Question & Test Interoperability Specification (QTI) and supported by many e-learning systems. Complex evaluation domains justify the development of specialized evaluators that participate in several business processes. The goal of this paper is to formalize the concept of a text file evaluation in the scope of the E-Framework – a service oriented framework for development of e-learning systems maintained by a community of practice. The contribution includes an abstract service type and a service usage model. The former describes the generic capabilities of a text file evaluation service. The later is a business process involving a set of services such as repositories of learning objects and learning management systems.

Métodos "verdes" de produção de nanomateriais que promovem nanotecnologias sustentáveis

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Química

Applications of Fourier methods to the analysis of some stochastic processes

Dissertação de Doutoramento em Matemática: Processos Estocásticos

Post-processing Techniques in Free Boundary Flows during Liquid Composite Moulding Processes

Post-processing a finite element solution is a well-known technique, which consists in a recalculation of the originally obtained quantities such that the rate of convergence increases without the need for expensive remeshing techniques. Postprocessing is especially effective in problems where better accuracy is required for derivatives of nodal variables in regions where Dirichlet essential boundary condition is imposed strongly. Consequently such an approach can be exceptionally good in modelling of resin infiltration under quasi steady-state assumption by remeshing techniques and with explicit time integration, because only the free-front normal velocities are necessary to advance the resin front to the next position. The new contribution is the post-processing analysis and implementation of the freeboundary velocities of mesolevel infiltration analysis. Such implementation ensures better accuracy on even coarser meshes, which in consequence reduces the computational time also by the possibility of employing larger time steps.

Mass Conservation Enhancement of Free Boundary Mesolevel Flows during LCM Processes of Composites Manufacturing

Undesirable void formation during the injection phase of the liquid composite moulding process can be understood as a consequence of the non-uniformity of the flow front progression, caused by the dual porosity of the fibre perform. Therefore the best examination of the void formation physics can be provided by a mesolevel analysis, where the characteristic dimension is given by the fibre tow diameter. In mesolevel analysis, liquid impregnation along two different scales; inside fibre tows and within the open spaces between them; must be considered and the coupling between these flow regimes must be addressed. In such case, it is extremely important to account correctly for the surface tension effects, which can be modelled as capillary pressure applied at the flow front. Numerical implementation of such boundary conditions leads to ill-posing of the problem, in terms of the weak classical as well as stabilized formulation. As a consequence, there is an error in mass conservation accumulated especially along the free flow front. This contribution presents a numerical procedure, which was formulated and implemented in the existing Free Boundary Program in order to significantly reduce this error.

Reproducing stone monument photosynthetic-based colonization under laboratory conditions

Science of the total environment 405(2008) 278-285

Biodiversity of cyanobacteria and green algae on monuments in the Mediterranean Basin: an overview

Microbiology (2009), 155, 3476–3490

Mapping and characterization of a green biofilm inside of Vilar de Frades Church (Portugal)

Vilar de Frades church is integrated in the Vilar de Frades Monastery, located in the North part of Portugal (Barcelos). The monastery, founded in 566, suffered several architectural modifications and restoration works, the most relevant was in the XVI century. The church, in granite, has one nave and six bays,holding ten chapels with vaults of crossed ribbings. Nowadays, the chapels present a severe biological colonization characterised by an intense green biofilm, which becoming apparent in other locations inside the church. In the course of a general survey concerning the conservation state of the church, an accurate campaign was planned in order to assess the main biodeterioration agents, map biological colonization and determine the environmental conditions. Laboratory analyses were accomplished with optical microscopy and spectrofluorometry. This study presents the results of this campaign. Details on conservation or preservation works that need to be implemented are also presented.

Brownian bridge and other path-dependent Gaussian processes vectorial simulation

The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.