Monte Carlo valuation of worst-of auto-callable equity swaps

This thesis proposes a Monte Carlo valuation method for Worst-of Auto-callable equity swaps. The valuation of this type of swap usually requires complex numerical methods which are implemented in “black-box” valuation systems. The method proposed is an alternative benchmark tool that is relatively simple to implement and customize. The performance of the method was evaluated according to the variance and bias of the output and to the accuracy when compared to a leading valuation system in the market.

Understanding impact readiness in Portugal’s social sector and designing a framework for capacity-building for social impact

This project is based on the theme of capacity-building in social organisations to improve their impact readiness, which is the predictability of delivering intended outcomes. All organisations which have a social mission, non-profit or for-profit, will be considered to fall within the social sector for the purpose of this work. The thesis will look at (i) what is impact readiness and what are the considerations for building impact readiness in social organisations, (ii) what is the international benchmark in measuring and building impact readiness, (iii) understand the impact readiness of Portuguese social organisations and the supply of capacity building for social impact in Portugal currently, and (iv) provide recommendations on the design of a framework for capacity building for impact readiness adapted to the Portuguese context. This work is of particular relevance to the Social Investment Laboratory, which is a sponsor of this project, in its policy work as part of the Portuguese Social Investment Taskforce (the “Taskforce”). This in turn will inform its contribution to the set-up of Portugal Inovação Social, a wholesaler catalyst entity of social innovation and social investment in the country, launched in early 2015. Whilst the output of this work will be set a recommendations for wider application for capacity-building programmes in Portugal, Portugal Inovação Social will also clearly have a role in coordinating the efforts of market players – foundations, corporations, public sector and social organisations – in implementing these recommendations. In addition, the findings of this report could have relevance to other countries seeking to design capacity building frameworks in their local markets and to any impact-driven organisations with an interest in enhancing the delivery of impact within their work.

Monitoring and analysis of queries in distributed databases

Dissertação de Mestrado em Engenharia Informática

Using the GPU to design complex profile extrusion dies

In the present work the benefits of using graphics processing units (GPU) to aid the design of complex geometry profile extrusion dies, are studied. For that purpose, a3Dfinite volume based code that employs unstructured meshes to solve and couple the continuity, momentum and energy conservation equations governing the fluid flow, together with aconstitutive equation, was used. To evaluate the possibility of reducing the calculation time spent on the numerical calculations, the numerical code was parallelized in the GPU, using asimple programing approach without complex memory manipulations. For verificationpurposes, simulations were performed for three benchmark problems: Poiseuille flow, lid-driven cavity flow and flow around acylinder. Subsequently, the code was used on the design of two real life extrusion dies for the production of a medical catheter and a wood plastic composite decking profile. To evaluate the benefits, the results obtained with the GPU parallelized code were compared, in terms of speedup, with a serial implementation of the same code, that traditionally runs on the central processing unit (CPU). The results obtained show that, even with the simple parallelization approach employed, it was possible to obtain a significant reduction of the computation times.

Dependable decentralized storage management for cloud computing

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

Triagem universal de alunos em risco de apresentarem dificuldades de aprendizagem específicas na leitura: um estudo quantitativo no 3º ano do 1º Ciclo do Ensino Básico

Doutoramento em Estudos da Criança (área de especialização em Educação Especial).

Search for long-lived, weakly interacting particles that decay to displaced hadronic jets in proton--proton collisions at s√=8 TeV with the ATLAS detector

A search for the decay of neutral, weakly interacting, long-lived particles using data collected by the ATLAS detector at the LHC is presented. This analysis uses the full dataset recorded in 2012: 20.3 fb−1 of proton--proton collision data at s√=8 TeV. The search employs techniques for reconstructing decay vertices of long-lived particles decaying to jets in the inner tracking detector and muon spectrometer. Signal events require at least two reconstructed vertices. No significant excess of events over the expected background is found, and limits as a function of proper lifetime are reported for the decay of the Higgs boson and other scalar bosons to long-lived particles and for Hidden Valley Z′ and Stealth SUSY benchmark models. The first search results for displaced decays in Z′ and Stealth SUSY models are presented. The upper bounds of the excluded proper lifetimes are the most stringent to date.

Search for New Phenomena in Dijet Angular Distributions in Proton-Proton Collisions at s√=8 TeV Measured with the ATLAS Detector

A search for new phenomena in LHC proton-proton collisions at a center-of-mass energy of s√=8 TeV was performed with the ATLAS detector using an integrated luminosity of 17.3 fb−1. The angular distributions are studied in events with at least two jets; the highest dijet mass observed is 5.5 TeV. All angular distributions are consistent with the predictions of the Standard Model. In a benchmark model of quark contact interactions, a compositeness scale below 8.1 TeV in a destructive interference scenario and 12.0 TeV in a constructive interference scenario is excluded at 95% CL; median expected limits are 8.9 TeV for the destructive interference scenario and 14.1 TeV for the constructive interference scenario.

Solving large 0–1 multidimensional knapsack problems by a new simplified binary artificial fish swarm algorithm

The artificial fish swarm algorithm has recently been emerged in continuous global optimization. It uses points of a population in space to identify the position of fish in the school. Many real-world optimization problems are described by 0-1 multidimensional knapsack problems that are NP-hard. In the last decades several exact as well as heuristic methods have been proposed for solving these problems. In this paper, a new simpli ed binary version of the artificial fish swarm algorithm is presented, where a point/ fish is represented by a binary string of 0/1 bits. Trial points are created by using crossover and mutation in the different fi sh behavior that are randomly selected by using two user de ned probability values. In order to make the points feasible the presented algorithm uses a random heuristic drop item procedure followed by an add item procedure aiming to increase the profit throughout the adding of more items in the knapsack. A cyclic reinitialization of 50% of the population, and a simple local search that allows the progress of a small percentage of points towards optimality and after that refines the best point in the population greatly improve the quality of the solutions. The presented method is tested on a set of benchmark instances and a comparison with other methods available in literature is shown. The comparison shows that the proposed method can be an alternative method for solving these problems.

A new competitive implementation of the electromagnetism-like algorithm for global optimization

The Electromagnetism-like (EM) algorithm is a population- based stochastic global optimization algorithm that uses an attraction- repulsion mechanism to move sample points towards the optimal. In this paper, an implementation of the EM algorithm in the Matlab en- vironment as a useful function for practitioners and for those who want to experiment a new global optimization solver is proposed. A set of benchmark problems are solved in order to evaluate the performance of the implemented method when compared with other stochastic methods available in the Matlab environment. The results con rm that our imple- mentation is a competitive alternative both in term of numerical results and performance. Finally, a case study based on a parameter estimation problem of a biology system shows that the EM implementation could be applied with promising results in the control optimization area.

A firefly dynamic penalty approach for solving engineering design problems

Firefly Algorithm is a recent swarm intelligence method, inspired by the social behavior of fireflies, based on their flashing and attraction characteristics [1, 2]. In this paper, we analyze the implementation of a dynamic penalty approach combined with the Firefly algorithm for solving constrained global optimization problems. In order to assess the applicability and performance of the proposed method, some benchmark problems from engineering design optimization are considered.

A search for t(t)over-bar resonances using lepton-plus-jets events in proton-proton collisions at root s=8 TeV with the ATLAS detector

A search for new particles that decay into top quark pairs is reported. The search is performed with the ATLAS experiment at the LHC using an integrated luminosity of 20.3 fb−1 of proton-proton collision data collected at a centre-of-mass energy of s√=8 TeV. The lepton-plus-jets final state is used, where the top pair decays to W+bW−b¯¯, with one W boson decaying leptonically and the other hadronically. The invariant mass spectrum of top quark pairs is examined for local excesses or deficits that are inconsistent with the Standard Model predictions. No evidence for a top quark pair resonance is found, and 95% confidence-level limits on the production rate are determined for massive states in benchmark models. The upper limits on the cross-section times branching ratio of a narrow Z′ boson decaying to top pairs range from 4.2 pb to 0.03 pb for resonance masses from 0.4 TeV to 3.0 TeV. A narrow leptophobic topcolour Z′ boson with mass below 1.8 TeV is excluded. Upper limits are set on the cross-section times branching ratio for a broad colour-octet resonance with Γ/m = 15% decaying to tt¯. These range from 4.8 pb to 0.03 pb for masses from 0.4 TeV to 3.0 TeV. A Kaluza-Klein excitation of the gluon in a Randall-Sundrum model is excluded for masses below 2.2 TeV.

Experimental procedures for the identification of material properties of intervertebal disc - a contribution for the development of biomimetic substitutes for the nucleus pulposus

Tese de Doutoramento em Engenharia Mecânica.

Development of a data acquisition system to characterise sustainable energy technologies and to support Web-Based learning (DAQ-WBL)

Driven by concerns about rising energy costs, security of supply and climate change a new wave of Sustainable Energy Technologies (SET’s) have been embraced by the Irish consumer. Such systems as solar collectors, heat pumps and biomass boilers have become common due to government backed financial incentives and revisions of the building regulations. However, there is a deficit of knowledge and understanding of how these technologies operate and perform under Ireland’s maritime climate. This AQ-WBL project was designed to address both these needs by developing a Data Acquisition (DAQ) system to monitor the performance of such technologies and a web-based learning environment to disseminate performance characteristics and supplementary information about these systems. A DAQ system consisting of 108 sensors was developed as part of Galway-Mayo Institute of Technology’s (GMIT’s) Centre for the Integration of Sustainable EnergyTechnologies (CiSET) in an effort to benchmark the performance of solar thermal collectors and Ground Source Heat Pumps (GSHP’s) under Irish maritime climate, research new methods of integrating these systems within the built environment and raise awareness of SET’s. It has operated reliably for over 2 years and has acquired over 25 million data points. Raising awareness of these SET’s is carried out through the dissemination of the performance data through an online learning environment. A learning environment was created to provide different user groups with a basic understanding of a SET’s with the support of performance data, through a novel 5 step learning process and two examples were developed for the solar thermal collectors and the weather station which can be viewed at http://www.kdp 1 .aquaculture.ie/index.aspx. This online learning environment has been demonstrated to and well received by different groups of GMIT’s undergraduate students and plans have been made to develop it further to support education, awareness, research and regional development.

Review of the breeding status of birds in Rio Grande do Sul, Brazil

Information on the breeding biology of birds is essential for improving avian life-history theory and implementing sound management and conservation actions for these organisms. Comprehensive reviews of this kind of information are lacking for most Neotropical regions, including Rio Grande do Sul, the southernmost Brazilian state. Aiming to update the knowledge on the reproductive status of birds in Rio Grande do Sul, we reviewed breeding records of all potential breeding species recorded in the state using a set of predefined, restrictive criteria for accepting breeding evidences as effective. Data satisfying our criteria were available for 165 species in the literature. We also collected novel breeding information obtained in the state for an additional 126 species, including observations for several species whose reproductive biology is poorly known. Among these are birds previously unknown to breed in Brazil. This new data and the critical review of the previous information resulted in a total of 291 species for which breeding evidences are accepted as effective. This corresponds to 54.7% of the 532 species considered either confirmed or potential breeders in the state. In addition to providing information on nesting dates, clutch size, nest architecture and breeding behavior of south Brazilian birds, our review serves as a benchmark for the adequate assessment of avian breeding records elsewhere. We hope to stimulate observers to rigorously document breeding events, especially for taxa for which basic information is lacking.