Using artificial neural networks to generate trading signals for crude oil, copper and gold futures

In this thesis, a feed-forward, back-propagating Artificial Neural Network using the gradient descent algorithm is developed to forecast the directional movement of daily returns for WTI, gold and copper futures. Out-of-sample back-test results vary, with some predictive abilities for copper futures but none for either WTI or gold. The best statistically significant hit rate achieved was 57% for copper with an absolute return Sharpe Ratio of 1.25 and a benchmarked Information Ratio of 2.11.

Determination of fat soluble vitamins from amazonian fresh-water fishes. I. HPLC analysis of tambaqui, pirarucu and cuiu-cuiu livers .

It was found that fish livers from the Amazon have considerable amounts of vitamins A, D and E compared with the values of the standartized cod-liver oil. Tambaqui liver oil has high concentration of vitamin A1(retinol) and vitamin A2 (degidroretinol) whereas the liver oils of pirarucu and cuiu-cuiu have preferently the vitamin A2. The contents of the vitamins D and E observed in the liver oils of tambaqui and cuiu-cuiu was extremely high.

Economics consulting project for the Iberian Marketing Oil department of Galp Energia: Strategy and Marketing guidelines for Galp Energia’sconvenience business in the Iberian market

Field lab: Consulting lab

A technical investigation of an oil painting on copper support, including a study on consolidants for treatment

Paper submitted to e-conservation Journal: Maria Leonor Oliveira, Leslie Carlyle, Sara Fragoso, Isabel Pombo Cardoso and João Coroado, “Investigations into paint delamination and consolidation of an oil painting on copper support”.

Consulting project for the Iberian marketing Oil department of Galp Energia: Strategy and marketing guidelines for Galp Energia's convenience business in the Iberian market

Field lab: Consulting lab

Bacciger pellonaen. sp. (Trematoda, Fellodistornidae) from a freshwater fish, Pellona castelnaeanaValenciennes of Rondônia State, Brazil

Bacciger pellonae n. ep. (Trematoda, Fellodistomidae) is described from the intestinal tract of a freshwater fish, Pellona castelnaeana Valenciennes, from the Brazilian state of Rondônia. The new species is similar to the type species of the genus, B. bacciger (Rudolphi, 1819) Nicoli, 1914, but differs from it in having a post-testicular, lobate ovary, intertesticular ceca and an acetabulum that is smaller than the genus to be reported from South America and the first from freshwater.

TWO UNUSUAL NEW GENERA OF PARAMPHISTOMIDAE (TREMATODA, DIGENEA) FROM FRESHWATER FISH OF THE BRAZILIAN AMAZON

Two new genera and species of Paramphistomidae (Tremadota, Digenea) are described from freshwater fish of the Brazilian Amazon. Anavilhanatrema robustagen. et sp. nov. is characterized as having a cylindrical body with an anterior expansion, small suckers, a small cirrus sac, large lobate testes, a lobate ovary, long ceca and extensive vitellaria. Pacudistoma turgidagen. et sp. nov., on the other hand, is distinguished by having a stout, cylindrical body, a large oral sucker with internal diverticula, a large genital sucker, smaller lobate testes, a spherical ovary, long ceca and relatively extensive vitellaria. Both species appear to be host specific with A. robustafound in Pristobrycon striolatus(STEINDACHNER) while P. turgidaoccurus in Hyleus pacu(SCHOMBURCK).

ESSENTIAL OIL OF Protium unifoliolatum (BURSERACEAE)

The major constituents of the leaf essential oil of P. unifoliolatumare trans-caryophyllene (37.45%), limonene (24.23%) and α-humulene (9.94%).

A continuous solvent- and oil-free method to prepare injectable PEGylated fibrinogen cell-laden microparticles

Injectable biomaterials with in situ cross-linking reactions have been suggested to minimize the invasiveness associated with most implantation procedures. However, problems related with the rapid liquid-to-gel transition reaction can arise because it is difficult to predict the reliability of the reaction and its end products, as well as to mitigate cytotoxicity to the surrounding tissues. An alternative minimally invasive approach to deliver solid implants in vivo is based on injectable microparticles, which can be processed in vitro with high fidelity and reliability, while showing low cytotoxicity. Their delivery to the defect can be performed by injection through a small diameter syringe needle. We present a new methodology for the continuous, solvent- and oil-free production of photopolymerizable microparticles containing encapsulated human dermal fibroblasts. A precursor solution of cells in photo-reactive PEG-fibrinogen (PF) polymer was transported through a transparent injector exposed to light-irradiation before being atomized in a jet-in-air nozzle. Shear rheometry data provided the cross-linking kinetics of each PF/cell solution, which was then used to determine the amount of irradiation required to partially polymerize the mixture prior to atomization. The partially polymerized drops fell into a gelation bath for further polymerization. The system was capable of producing cell-laden microparticles with high cellular viability, with an average diameter of between 88.1 µm to 347.1 µm and a dispersity of between 1.1 and 2.4, depending on the parameters chosen.

Can oil, plastic and RAP wastes have a new life in novel asphalt mixtures?

The pavement recycling allows to reuse reclaimed asphalt pavement (RAP) or other waste materials in new asphalt mixtures for road construction or rehabilitation, thus re-ducing the use of virgin materials (aggregates and bitumen). Thus, the main aim of this study is to minimize the use of natural resources through the reuse of three waste materials: HDPE, mo-tor oil and RAP. Different amounts of waste motor oil and HDPE were added to an asphalt binder with 50% aged bitumen. The best solutions to produce the modified binders (4.5 to 5.0% HDPE and 10 % waste motor oil) performed as well as a conventional bitumen although they only used 35 % of virgin bitumen. Asphalt mixtures with 50 % RAP were produced with the selected modified binders, improving some characteristics in comparison with conventional asphalt mixtures. In conclusion, these wastes can revive in new asphalt mixtures.

Effect of variables on the thickness of an edible coating applied on frozen fish establishment of the concept of safe dipping time

Glazing is a technique used to retard fish deterioration during storage. This work focuses on the study of distinct variables (fish temperature, coating temperature, dipping time) that affect the thickness of edible coatings (water glazing and 1.5% chitosan) applied on frozen fish. Samples of frozen Atlantic salmon (Salmo salar) at -15, -20, and -25 °C were either glazed with water at 0.5, 1.5 or 2.5 °C or coated with 1.5% chitosan solution at 2.5, 5 or 8 °C, by dipping during 10 to 60 s. For both water and chitosan coatings, lowering the salmon and coating solution temperatures resulted in an increase of coating thickness. At the same conditions, higher thickness values were obtained when using chitosan (max. thickness of 1.41±0.05 mm) compared to water (max. thickness of 0.84±0.03 mm). Freezing temperature and crystallization heat were found to be lower for 1.5% chitosan solution than for water, thus favoring phase change. Salmon temperature profiles allowed determining, for different dipping conditions, whether the salmon temperature was within food safety standards to prevent the growth of pathogenic microorganisms. The concept of safe dipping time is proposed to define how long a frozen product can be dipped into a solution without the temperature raising to a point where it can constitute a hazard.

Characterization of the commercial fish production landed at Manaus, Amazonas State, Brazil

The present work aims to update a series of information about the regional fishing production, by presenting and characterizing the contribution of the different sub-systems of the Amazon basin to the catch landed at the main fishing market of Manaus, Brazil, from 1994 to 1996. Collectors specifically hired for this function registered key information on the fisheries. Thirty nine types or groups of fish were found in the fishing production landed. Jaraqui (Semaprochilodus spp.), curimatã (Prochilodus nigricans), pacu (Myleinae), matrinchã (Brycon cephalus), sardine (Triportheus spp.), aracu (Anostomidae) and tambaqui (Colossoma macropomum) were the most important items during three consecutive years. In 1994 these items summed up 91.6% of the total production; in 1995 and 1996 these values were, respectively, 85.3% and 86.4% of the total production. Tambaqui landed decreased remarkably during the period 1976-1996. There was a strong seasonal component in the production of the main species; jaraqui and matrinchã were mostly landed between April and June, while curimatã, pacu, and sardine were mostly landed during the dry season. Other important items showed a strong inter-annual variation in their production. The fishing production landed came mostly from the sub-system of the Purus River (around 30% of the total production). The subsystem of the Medium-Solimões contributed with an average of 15% and the sub-systems of the Madeira, Lower-Solimões, Upper-Amazon and Juruá, together contributed with 11.5% of the total production landed. Finally, the remaining sub-systems contributed with only 7.6% of the production.

Presence of oOrganophosphate Insecticides in fish of the Amazon River

Trace levels of three organophosphate insecticides (OPI) were detected in eight fish species from the region of Santarém, State of Pará, Brazil. Individual concentrations of OPI in fish ranged from less than the detection limit to 2,1 ppb. Mean concentrations of chlorpyrifos, malathion, and methyl-parathion were 0,3 ± 0,3, 0,1 ± 0,1, and 0,3 ± 0,3 ppb, respectively. Pellona flavipinnis, the largest and fattest piscivorous species analyzed, was the most contaminated. Since an inhabitant of this Amazonian region consumes 220 g of fish per day on average, ingested doses of chlorpyrifos, malathion, and methyl-parathion may reach up to 308, 220, and 462 ng·d-1, respectively. Compared to acceptable daily intakes (ADI), quantities of OPI absorbed via fish consumption on a daily basis are far below deleterious levels. We estimated that even considering the highest OPI contents detected, the average daily fish consumption of anadult of 60 kg would have to increase by ca. 1 950, 5 450, and 2 600 times to reach ADI of chlorpyrifos, malathion, and methyl-parathion, respectively. Neither fish diet nor fish lipid content enabled us to completely explain the interspecific differences observed.

Essential oil composition of leaf and fine stem of Aniba canelilla (Kunth) Mez from Manaus, Brazil

The essential oil of the leaves and fine stems of Aniba canelilla (Kunth) Mez collected in the city of Manaus, AM, Brazil, were obtained by hydrodistillation and analyzed by GC/MS. Forty-two components were identified, of which 1-nitro-2-phenylethane, as expected, was the major (71.2%-68.2%).

Limitations and improvements to the risk assessment process in Olive Oil Mills: the views of OSH practitioners

Although most of the accidents occurred in Olive Oil Mill (OOM) resulted from “basic” risks, there is a need to apply adequate tools to support risk decisions that can meet the specificities of this sector. This study aims to analyse the views of Occupational, Safety & Health (OSH) practitioners about the risk assessment process in OOM, identifying the key difficulties inherent to the risk assessment process in these sector, as well as identifying some improvements to the current practice. This analysis was based on a questionnaire that was developed and applied to 13 OSH practitioners working at OOM. The results showed that the time available to perform the risk assessment is the more frequent limitation. They believe that the methodologies available are not an important limitation to this process. However, a specific risk assessment methodology, that includes acceptance criteria adjusted to the OOM reality, using risk metrics supported on the frequency of accidents and workdays lost, were indicated as being also an important contributions improve the process. A semi-quantitative approach, complemented with the use of the sector accident statistics, can be a good solution for this sector. However, further strategies should also be adopted, mainly those that can lead to an easy application of the risk assessment process.