Unified cooperative location system

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática.

Credit risk measures: a case of renewable energy companies

The Basel III will have a significant impact on the European banking sector. In September 2010, supervisors of various countries adopted the new rules proposed by the prudential Committee on Banking Supervision to be applied to the business of credit institutions (hereinafter called ICs) in a phased manner from 2013, assuming to its full implementation by 2019. The purpose of this new regulation is to limit the excessive risk that these institutions took on the period preceding the global financial crisis of 2008. This new regulation is known in slang by Basel III. Depending on the requirement of Basel II for banks and their supervisors to assess the soundness and adequacy of internal risk measurement and credit management systems, the development of methodologies for the validation of internal and external evaluation systems is clearly an important issue . More specifically, there is a need to develop tools to validate the systems used to generate the parameters (such as PD, LGD, EAD and ratings of perceived risk) that serve as starting points for the IRB approach for credit risk. In this context, the work is composed of a number of approaches and tools used to evaluate the robustness of these elements IRB systems.

Credit Scoring: Aplicação da regressão logística vs redes neuronais artificiais na avaliação do risco de crédito no mercado Cabo-verdiano

Dissertação apresentada como requisito parcial de obtenção do grau de Mestre em Estatística e Gestão de Informação

Social network analysis applied to knowledge creation and transfer in the portuguese agricultural R&D field: an exploratory study

Paper presented at the 9th European Conference on Knowledge Management, Southampton Solent University, Southampton, UK, 4-5 Sep. 2008. URL: http://academic-conferences.org/eckm/eckm2008/eckm08-home.htm

Cooperative memory and database transactions

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática

The determinants of trade credit: a study of portuguese industrial companies

Despite the relevance of trade credit as a source of business financing, the topic is far from being considered exhausted, especially because there is no general and integrated theory explaining the causes and consequences of trade credit.Our research aims to contribute towards the literature that studies the determinants for granting and receiving trade credit. In this sequence, the present study seeks to empirically test some theories about the reasons why companies grant and receive commercial credit. For this purpose we apply a fixed effect model to a panel of 11 040 Portuguese industrial companies, of which 360 are large companies and the majority 10 680 are Small and Medium Enterprises (SME) for the period between 2003 and 2009. We conclude that large companies (with greater access to credit market) serve as financial intermediaries to their clients with less access to finance. In addition, it was observed that the supplier companies use trade credit as a legal means of price discrimination. Finally, financially constrained enterprises, especially in times of financial crisis, use commercial credit as an alternative source of funding, endorsing the hypothesis of substitution between trade credit and bank credit.

A multivariate analysis of socio-demographic factors, water contact patterns and Schistosoma mansoni infection in an endemic area in Brazil

Associations between socio-demographic factors, water contact patterns and Schistosoma mansoni infection were investigated in 506 individuals (87% of inhabitants over 1 year of age) in an endemic area in Brazil (Divino), aiming at determining priorities for public health measures to prevent the infection. Those who eliminated S. mansoni eggs (n = 198) were compared to those without eggs in the stools (n = 308). The following explanatory variables were considered: age, sex, color, previous treatment with schistosomicide, place of birth, quality of the houses, water supply for the household, distance from houses to stream, and frequency and reasons for water contact. Factors found to be independently associated with the infection were age (10-19 and > 20 yrs old), and water contact for agricultural activities, fishing, and swimming or bathing (Adjusted relative odds = 5.0, 2.4, 3.2, 2.1 and 2.0, respectively). This suggests the need for public health measures to prevent the infection, emphasizing water contact for leisure and agricultural activities in this endemic area.

Performance evaluation of a cooperative reputation system for vehicular delay-tolerant networks

In the last decade, both scientific community and automotive industry enabled communications among vehicles in different kinds of scenarios proposing different vehicular architectures. Vehicular delay-tolerant networks (VDTNs) were proposed as a solution to overcome some of the issues found in other vehicular architectures, namely, in dispersed regions and emergency scenarios. Most of these issues arise from the unique characteristics of vehicular networks. Contrary to delay-tolerant networks (DTNs), VDTNs place the bundle layer under the network layer in order to simplify the layered architecture and enable communications in sparse regions characterized by long propagation delays, high error rates, and short contact durations. However, such characteristics turn contacts very important in order to exchange as much information as possible between nodes at every contact opportunity. One way to accomplish this goal is to enforce cooperation between network nodes. To promote cooperation among nodes, it is important that nodes share their own resources to deliver messages from others. This can be a very difficult task, if selfish nodes affect the performance of cooperative nodes. This paper studies the performance of a cooperative reputation system that detects, identify, and avoid communications with selfish nodes. Two scenarios were considered across all the experiments enforcing three different routing protocols (First Contact, Spray and Wait, and GeoSpray). For both scenarios, it was shown that reputation mechanisms that punish aggressively selfish nodes contribute to increase the overall network performance.

Influence of Soil Chemistry and Plant Physiology in the Phytoremediation of Cu, Mn, and Zn

Different anthropogenic sources of metals can result from agricultural, industrial, military, mining and urban activities that contribute to environmental pollution. Plants can be grown for phytoremediation to remove or stabilize contaminants in water and soil. Copper (Cu), manganese (Mn) and zinc (Zn) are trace essential metals for plants, although their role in homeostasis in plants must be strictly regulated to avoid toxicity. In this review, we summarize the processes involved in the bioavailability, uptake, transport and storage of Cu, Mn and Zn in plants. The efficiency of phytoremediation depends on several factors including metal bioavailability and plant uptake, translocation and tolerance mechanisms. Soil parameters, such as clay fraction, organic matter content, oxidation state, pH, redox potential, aeration, and the presence of specific organisms, play fundamental roles in the uptake of trace essential metals. Key processes in the metal homeostasis network in plants have been identified. Membrane transporters involved in the acquisition, transport and storage of trace essential metals are reviewed. Recent advances in understanding the biochemical and molecular mechanisms of Cu, Mn and Zn hyperaccumulation are described. The use of plant-bacteria associations, plant-fungi associations and genetic engineering has opened a new range of opportunities to improve the efficiency of phytoremediation. The main directions for future research are proposed from the investigation of published results.

Determinantes do sucesso das iniciativas empresariais apoiadas pelo microcrédito

Dissertação de Mestrado apresentada ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças sob orientação de: Amélia Ferreira da Silva “Esta versão contém as críticas e sugestões dos elementos do júri”

Implementação do modelo de Credit Var aplicado a uma carteira de crédito

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Matemática e Aplicações - Actuariado, Estatística e Investigação Operacional

Multi-Objective and Financial Portfolio Optimization of Carrier-Sense Multiple Access Protocols with Cooperative Diversity

8th International Workshop on Multiple Access Communications (MACOM2015), Helsinki, Finland.

Decentralized Target Tracking based on Multi-Robot Cooperative Triangulation

Target tracking with bearing-only sensors is a challenging problem when the target moves dynamically in complex scenarios. Besides the partial observability of such sensors, they have limited field of views, occlusions can occur, etc. In those cases, cooperative approaches with multiple tracking robots are interesting, but the different sources of uncertain information need to be considered appropriately in order to achieve better estimates. Even though there exist probabilistic filters that can estimate the position of a target dealing with incertainties, bearing-only measurements bring usually additional problems with initialization and data association. In this paper, we propose a multi-robot triangulation method with a dynamic baseline that can triangulate bearing-only measurements in a probabilistic manner to produce 3D observations. This method is combined with a decentralized stochastic filter and used to tackle those initialization and data association issues. The approach is validated with simulations and field experiments where a team of aerial and ground robots with cameras track a dynamic target.

Multi-robot cooperative stereo for outdoor scenarios

13th International Conference on Autonomous Robot Systems (Robotica), 2013

Formation Control Driven by Cooperative Object Tracking

In this paper we introduce a formation control loop that maximizes the performance of the cooperative perception of a tracked target by a team of mobile robots, while maintaining the team in formation, with a dynamically adjustable geometry which is a function of the quality of the target perception by the team. In the formation control loop, the controller module is a distributed non-linear model predictive controller and the estimator module fuses local estimates of the target state, obtained by a particle filter at each robot. The two modules and their integration are described in detail, including a real-time database associated to a wireless communication protocol that facilitates the exchange of state data while reducing collisions among team members. Simulation and real robot results for indoor and outdoor teams of different robots are presented. The results highlight how our method successfully enables a team of homogeneous robots to minimize the total uncertainty of the tracked target cooperative estimate while complying with performance criteria such as keeping a pre-set distance between the teammates and the target, avoiding collisions with teammates and/or surrounding obstacles.