Testing for tail breaks in currency returns

In this work project we study the tail properties of currency returns and analyze whether changes in the tail indices of these series have occurred over time as a consequence of turbulent periods. Our analysis is based on the methods introduced by Quintos, Fan and Phillips (2001), Candelon and Straetmans (2006, 2013), and their extensions. Specifically, considering a sample of daily data from December 31, 1993 to February 13, 2015 we apply the recursive test in calendar time (forward test) and in reverse calendar time (backward test) and indeed detect falls and rises in the tail indices, signifying increases and decreases in the probability of extreme events.

Wave4IOPT - editor e visualizador web de formas de onda – aplicação a controladores digitais especificados com modelos de Redes de Petri IOPT

Este trabalho tem o objectivo de criar um Editor e Visualizador Web de Formas de Onda para controladores digitais especificados com modelos Redes de Petri Input-Output Place-Transition (IOPT). Após uma análise das ferramentas existentes e constatando-se a inexistência de uma ferramenta adequada a essa função, desenvolveu-se uma ferramenta denominada Wave4IOPT, que permite a visualização das formas de onda de sinais e eventos de entrada e de saída ao longo do tempo. A ferramenta permite também a visualização dos resultados do histórico de uma simulação de uma Rede de Petri IOPT, proveniente do Simulador das IOPT-Tools. Esta ferramenta incorpora funcionalidades de edição, modos de visualização e um módulo básico de identificação e correcção de erros dos valores das formas de onda. O Wave4IOPT está disponível a partir de um browser e prevê-se que venha a estar integrado no ambiente de ferramentas IOPT-Tools. Esta ferramenta foi construída utilizando tecnologias Web como HTML, JavaScript, CSS, SVG e JSON. Adicionalmente, o Wave4IOPT poderá também servir para a edição, visualização e análise de outros tipos de sinais digitais, desde que sejam preenchidos os requisitos da estrutura do ficheiro JSON que será lido pela ferramenta.

How to reduce the causes of call center contact by implementing web self-service at Sonae MC?

This project aims to provide feasible solutions to improve customer´s Help Area at Continente Online. The goal is to increase satisfaction and loyalty by reducing the main causes that lead customers to appeal to Call Center or abandon the website. The pursued solution is the implementation of Web Self-Service and the vision taken is focused not only on providing customers basic help tools but also innovate with international best practices to sustain Sonae MC´s present and future market leader position. Customer´s feedback, costs and impact are taken in consideration to find the best fit for the company.

Presentations eBook: according to 1st Workshop with focus on experimental testing of cement-based materials

COST TU 1404

Research posters’ eBook: according to 1st WORKSHOP with “Focus on experimental testing of cement based materials”

COST Action TU 1404

Institutional posters’ eBook: according to 1st Workshop with “Focus on experimental testing of cement based materials”

COST TU 1404

Promoção da autonomia dos alunos na aprendizagem de programação para a WEB

Relatório de estágio de mestrado em Ensino de Informática

Tube-jack and sonic testing for the evaluation of the state of stress in historical masonry

In the investigation and diagnosis of damages to historical masonry structures, the state of stress of the masonry is an important characteristic that must be determined with as much accuracy as possible. Flat-jack testing is a traditional method used to determine the state of stress in historical masonry structures. However, when irregular masonry is tested the method can cause damage to the masonry units and the accuracy of the method is reduced. An enhanced technique, called tube-jack testing, is being developed at the University of Minho to reduce the damage caused during testing and improve the accuracy when used on irregular masonry. This method uses multiple cylindrical jacks inserted in a line of holes drilled in the mortar joints of the masonry, avoiding damage to the masonry units. Concurrently with the development of tube-jack testing, the effect of stress state on sonic testing is being studied. Sonic testing is often used to determine locations of voids and damage in masonry. The focus of these studies was to determine if the state of stress is influencing the sonic test results. In this paper the results of tube-jack testing and sonic testing on masonry walls, built for the purpose of this study in the laboratory, loaded in compression is presented. The tube-jack testing is used to estimate the state of stress in the masonry and the sonic test results are evaluated based on the effect of the applied load on the wall. Future testing and study are suggested for continued development of these test methods.

Blast loading of masonry infills: testing and simulation

This work intends to present a newly developed test setup for dynamic out-of-plane loading using underWater Blast Wave Generators (WBWG) as loading source. Underwater blasting operations have been, during the last decades, subject of research and development of maritime blasting operations (including torpedo studies), aquarium tests for the measurement of blasting energy of industrial explosives and confined underwater blast wave generators. WBWG allow a wide range for the produced blast impulse and surface area distribution. It also avoids the generation of high velocity fragments and reduces atmospheric sound wave. A first objective of this work is to study the behavior of masonry infill walls subjected to blast loading. Three different masonry walls are to be studied, namely unreinforced masonry infill walls and two different reinforcement solutions. These solutions have been studied previously for seismic action mitigation. Subsequently, the walls will be simulated using an explicit finite element code for validation and parametric studies. Finally, a tool to help designers to make informed decisions on the use of infills under blast loading will be presented.

Ensaios sobre a responsabilidade social corporativa e sua divulgação no setor portuário

Tese de Doutoramento em Contabilidade

Reverse engineering of web applications

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

Web evaluator for students: a case example

Getting the attention of students has always been a hard task for most teachers. In this context the use of new technologies can be taken into consideration for giving the teacher new means to incentive his students. The tool described in this article gives importance to the opinion of the students for their own evaluation. Thanks to it a group of students from the University of Minho was able to post questions to their colleagues and to evaluate their peer’s works on the discipline of Power Electronics Complement.

Testing Nelder-Mead based repulsion algorithms for multiple roots of nonlinear systems via a two-level factorial design of experiments

This paper addresses the challenging task of computing multiple roots of a system of nonlinear equations. A repulsion algorithm that invokes the Nelder-Mead (N-M) local search method and uses a penalty-type merit function based on the error function, known as 'erf', is presented. In the N-M algorithm context, different strategies are proposed to enhance the quality of the solutions and improve the overall efficiency. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm.

Produção científica da Universidade do Minho indexada na Web of Science e Scopus 2009-2013

Este relatório segue a metodologia utilizada no estudo da produção científica da Universidade do Minho do quinquénio 2008-2012. No estudo da produção de 2009-2013, para além da análise dos dados indexados na Web of Science, optou-se por acrescentar a análise dos dados indexados na Scopus, procedendo-se à comparação dos resultados entre ambas as bases de dados sempre que adequado e possível.

PTX3-based genetic testing for risk of aspergillosis after lung transplant

PTX3-based genetic testing for risk of aspergillosis after lung transplant