Long-term price range forecast applied to risk management using regression models

Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

Membrane selectivity versus sensor response in hydrogenated amorphous silicon CHEMFETs using a semi-empirical model

Toxic amides, such as acrylamide, are potentially harmful to Human health, so there is great interest in the fabrication of compact and economical devices to measure their concentration in food products and effluents. The CHEmically Modified Field Effect Transistor (CHEMFET) based onamorphous silicon technology is a candidate for this type of application due to its low fabrication cost. In this article we have used a semi-empirical modelof the device to predict its performance in a solution of interfering ions. The actual semiconductor unit of the sensor was fabricated by the PECVD technique in the top gate configuration. The CHEMFET simulation was performed based on the experimental current voltage curves of the semiconductor unit and on an empirical model of the polymeric membrane. Results presented here are useful for selection and design of CHEMFET membranes and provide an idea of the limitations of the amorphous CHEMFET device. In addition to the economical advantage, the small size of this prototype means it is appropriate for in situ operation and integration in a sensor array.

Dynamical analysis in growth models: Blumberg’s equation

We present a new dynamical approach to the Blumberg's equation, a family of unimodal maps. These maps are proportional to Beta(p, q) probability densities functions. Using the symmetry of the Beta(p, q) distribution and symbolic dynamics techniques, a new concept of mirror symmetry is defined for this family of maps. The kneading theory is used to analyze the effect of such symmetry in the presented models. The main result proves that two mirror symmetric unimodal maps have the same topological entropy. Different population dynamics regimes are identified, when the intrinsic growth rate is modified: extinctions, stabilities, bifurcations, chaos and Allee effect. To illustrate our results, we present a numerical analysis, where are demonstrated: monotonicity of the topological entropy with the variation of the intrinsic growth rate, existence of isentropic sets in the parameters space and mirror symmetry.

An Extension of Gompertzian Growth Dynamics Weibull and Frechet Models

In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.

Models with three Higgs doublets in the triplet representations of A(4) or S-4

We consider the quark sector of theories containing three scalar SU(2)(L) doublets in the triplet representation of A(4) (or S-4) and three generations of quarks in arbitrary A(4) (or S-4) representations. We show that for all possible choices of quark field representations and for all possible alignments of the Higgs vacuum expectation values that can constitute global minima of the scalar potential, it is not possible to obtain simultaneously nonvanishing quark masses and a nonvanishing CP-violating phase in the Cabibbo-Kobayashi-Maskawa quark mixing matrix. As a result, in this minimal form, models with three scalar fields in the triplet representation of A(4) or S-4 cannot be extended to the quark sector in a way consistent with experiment. DOI: 10.1103/PhysRevD.87.055010.

Five models for lepton mixing

We produce five flavour models for the lepton sector. All five models fit perfectly well - at the 1 sigma level - the existing data on the neutrino mass-squared differences and on the lepton mixing angles. The models are based on the type I seesaw mechanism, on a Z(2) symmetry for each lepton flavour, and either on a (spontaneously broken) symmetry under the interchange of two lepton flavours or on a (spontaneously broken) CP symmetry incorporating that interchange - or on both symmetries simultaneously. Each model makes definite predictions both for the scale of the neutrino masses and for the phase delta in lepton mixing; the fifth model also predicts a correlation between the lepton mixing angles theta(12) and theta(23).

Neutrino masses and mixing in A(4) models with three Higgs doublets

We study neutrino masses and mixing in the context of flavor models with A(4) symmetry, three scalar doublets in the triplet representation, and three lepton families. We show that there is no representation assignment that yields a dimension-5 mass operator consistent with experiment. We then consider a type-I seesaw with three heavy right-handed neutrinos, explaining in detail why it fails, and allowing us to show that agreement with the present neutrino oscillation data can be recovered with the inclusion of dimension-3 heavy neutrino mass terms that break softly the A(4) symmetry.

Endothelial lipase correlated positively with EPA/AA ratio in RBCs membrane

The fatty acid profile of erythrocyte membranes has been considered a good biomarker for several pathologic situations. Dietary intake, digestion, absorption, metabolism, storage and exchange amongst compartments, greatly influence the fatty acids composition of different cells and tissues. Lipoprotein and hepatic lipases were also involved in fatty acid availability. In the present work we examined the correlations between fatty acid in Red Blood Cells (RBCs) membranes, the fatty acid desaturase and elongase activities, glycaemia, blood lipids, lipoproteins and apoproteins, and the endothelial lipase (EL) mass in plasma. Twenty one individuals were considered in the present study, with age >18 y. RBCs membranes were obtained and analysed for fatty acid composition by gas chromatography. The amount of fatty acids (as percentage) were analysed, and the ratios between fatty acid 16:1/16:0; 18:1/18:0; 18:0/16:0; 22:6 n-3/20:5 n-3 and 20:4 n-6/18:2 n-6 were calculated. Bivariate analysis (rs) and partial correlations were determined. SCD16 estimation activity correlated positively with BMI (rs=0.466, p=0.043) and triacylglycerols (TAG) (rs=0.483, p=0.026), and negatively with the ratio ApoA1/ApoB (rs=-0.566, p=0.007). Endothelial lipase (EL) correlated positively with the EPA/AA ratio in RBCs membranes (rs=0.524, p=0.045). After multi-adjustment for BMI, age, hs-CRP and dietary n3/n6 ratio, the correlations remained significant between EL and EPA/AA ratio. At the best of our knowledge this is the first report that correlated EL with the fatty acid profile of RBCs plasma membranes. The association found here can suggest that the enzyme may be involved in the bioavailability and distribution of n-3/n-6 fatty acids, suggesting a major role for EL in the pathophysiological mechanisms involving biomembranes’ fatty acids, such as in inflammatory response and eicosanoids metabolites pathways.

Modelação de células de combustível

Neste trabalho serão apresentados e discutidos vários aspectos relacionados com células de combustível, com particular enfoque na modelação de células de combustível de membrana de permuta protónica. Este trabalho está dividido em vários capítulos. No Capítunlo 1 são apresentadas as motivações e os objectivos da tese. No Capítulo 2 serão apresentadas as células de combustível em geral, a sua origem, os diversos tipos, o que as diferencia das restantes tecnologias de geração de energia e as suas vantagens e desvantagens. No Capítulo 3 discute-se a modelação de células de combustível. Serão expostos e explicados os diferentes tipos de modelos, seguindo-se uma apresentação do modelo selecionado para estudo, com referência aos fundamentos teóricos exposição detalhada da fórmulação matemática e os parâmetros que caracterizam o modelo. É também apresentado a implementação do modelo em Matlab/Simulink. No Capítulo 4 será discutida e apresentada a abordagem utilizada para a identificação dos parâmetros do modelo da célula de combustível. Propõe-se e prova-se que uma abordagem baseada num algoritmo de optimização inteligente proporciona um método eficaz e preciso para a identificação dos parâmetros. Esta abordagem requer a existência de alguns dados experimentais que são também apresentados. O algoritmo utilizado designa-se por Optimização por Enxame de Partículas – Particle Swarm Optimization (PSO). São apresentados os seus fundamentos, características, implementação em Matlab/Simulink e a estratégia de optimização, isto é, a configuração do algoritmo, a definição da função objectivo e limites de variação dos parâmetros. São apresentados os resultados do processo de optimização, resultados adicionais de validação do modelo, uma análise de robustez do conjunto óptimo de parâmetros e uma análise de sensibilidade dos mesmos. O trabalho termina apresentando, no último capítulo, algumas conclusões, das quais se destacam: - O bom desempenho do algoritmo PSO para a identificação dos parâmetros do modelo da célula de combsutível; - Uma robustez interessante do algoritmo PSO, no sentido em que, para várias execuções do método resultam valores do parâmetros e da função objectivo com variabilidade bastante reduzidas; - Um bom modelo da célula de combustível, que quando caracterizado pelo conjunto óptimo de parâmetros, apresenta, sistematicamente, erros relativos médios inferiores a 2,5% para um conjunto alargado de condições de funcionamento.

Effects of natural mortality on the yield per recruit models

Dissertação de Mestrado, Estudos Integrados dos Oceanos, 22 de Janeiro de 2016, Universidade dos Açores.

Stability of the tree-level vacuum in two Higgs doublet models against charge or CP spontaneous violation

We show that in two Higgs doublet models at tree-level the potential minimum preserving electric charge and CP symmetries, when it exists, is the global one. Furthermore, we derived a very simple condition, involving only the coefficients of the quartic terms of the potential, that guarantees spontaneous CP breaking. (C) 2004 Elsevier B.V. All rights reserved.

Modelling and segmentation of the vocal tract during speech production by using deformable models in magnetic resonance images

The first and second authors would like to thank the support of the PhD grants with references SFRH/BD/28817/2006 and SFRH/PROTEC/49517/2009, respectively, from Fundação para a Ciência e Tecnol ogia (FCT). This work was partially done in the scope of the project “Methodologies to Analyze Organs from Complex Medical Images – Applications to Fema le Pelvic Cavity”, wi th reference PTDC/EEA- CRO/103320/2008, financially supported by FCT.

Anomaly-free U(1) gauge symmetries in neutrino seesaw flavor models

Agência Financiadora: Fundação para a Ciência e a Tecnologia (FCT) - PEst-OE/FIS/UI0777/2013; CERN/FP/123580/2011; PTDC/FIS-NUC/0548/2012

Automatic synthesis of VHDL Hardware Components from IOPT Petri Net models

Conferência: 39th Annual Conference of the IEEE Industrial-Electronics-Society (IECON), Vienna, Austria, Nov 10-14, 2013