Transactions in dynamic reactive environments

Most of today’s systems, especially when related to the Web or to multi-agent systems, are not standalone or independent, but are part of a greater ecosystem, where they need to interact with other entities, react to complex changes in the environment, and act both over its own knowledge base and on the external environment itself. Moreover, these systems are clearly not static, but are constantly evolving due to the execution of self updates or external actions. Whenever actions and updates are possible, the need to ensure properties regarding the outcome of performing such actions emerges. Originally purposed in the context of databases, transactions solve this problem by guaranteeing atomicity, consistency, isolation and durability of a special set of actions. However, current transaction solutions fail to guarantee such properties in dynamic environments, since they cannot combine transaction execution with reactive features, or with the execution of actions over domains that the system does not completely control (thus making rolling back a non-viable proposition). In this thesis, we investigate what and how transaction properties can be ensured over these dynamic environments. To achieve this goal, we provide logic-based solutions, based on Transaction Logic, to precisely model and execute transactions in such environments, and where knowledge bases can be defined by arbitrary logic theories.

Tool for spatial and dynamic representation of artistic performances

This proposal aims to explore the use of available technologies for video representation of sets and performers in order to serve as support for composition processes and artistic performer rehearsals, while focusing in representing the performer’s body and its movements, and its relation with objects belonging to the three-dimensional space of their performances. This project’s main goal is to design and develop a system that can spatially represent the performer and its movements, by means of capturing processes and reconstruction using a camera device, as well as enhance the three-dimensional space where the performance occurs by allowing interaction with virtual objects and by adding a video component, either for documentary purposes, or for live performances effects (for example, using video mapping video techniques in captured video or projection during a performance).

Dynamic behavior of sylvatic yellow fever in Brazil (1954-2008)

INTRODUCTION: Sylvatic yellow fever (SYF) is enzootic in Brazil, causing periodic outbreaks in humans living near forest borders or in rural areas. In this study, the cycling patterns of this arbovirosis were analyzed. METHODS: Spectral Fourier analysis was used to capture the periodicity patterns of SYF in time series. RESULTS: SYF outbreaks have not increased in frequency, only in the number of cases. There are two dominant cycles in SYF outbreaks, a seven year cycle for the central-western region and a 14 year cycle for the northern region. Most of the variance was concentrated in the central-western region and dominated the entire endemic region. CONCLUSIONS: The seven year cycle is predominant in the endemic region of the disease due the greater contribution of variance in the central-western region; however, it was possible identify a 14 cycle that governs SYF outbreaks in the northern region. No periodicities were identified for the remaining geographical regions.

DYNAMOD – A dynamic agent based modelling framework for digital businesses

Digital Businesses have become a major driver for economic growth and have seen an explosion of new startups. At the same time, it also includes mature enterprises that have become global giants in a relatively short period of time. Digital Businesses have unique characteristics that make the running and management of a Digital Business much different from traditional offline businesses. Digital businesses respond to online users who are highly interconnected and networked. This enables a rapid flow of word of mouth, at a pace far greater than ever envisioned when dealing with traditional products and services. The relatively low cost of incremental user addition has led to a variety of innovation in pricing of digital products, including various forms of free and freemium pricing models. This thesis explores the unique characteristics and complexities of Digital Businesses and its implications on the design of Digital Business Models and Revenue Models. The thesis proposes an Agent Based Modeling Framework that can be used to develop Simulation Models that simulate the complex dynamics of Digital Businesses and the user interactions between users of a digital product. Such Simulation models can be used for a variety of purposes such as simple forecasting, analysing the impact of market disturbances, analysing the impact of changes in pricing models and optimising the pricing for maximum revenue generation or a balance between growth in usage and revenue generation. These models can be developed for a mature enterprise with a large historical record of user growth rate as well as for early stage enterprises without much historical data. Through three case studies, the thesis demonstrates the applicability of the Framework and its potential applications.

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

Machine ethics via logic programming

Machine ethics is an interdisciplinary field of inquiry that emerges from the need of imbuing autonomous agents with the capacity of moral decision-making. While some approaches provide implementations in Logic Programming (LP) systems, they have not exploited LP-based reasoning features that appear essential for moral reasoning. This PhD thesis aims at investigating further the appropriateness of LP, notably a combination of LP-based reasoning features, including techniques available in LP systems, to machine ethics. Moral facets, as studied in moral philosophy and psychology, that are amenable to computational modeling are identified, and mapped to appropriate LP concepts for representing and reasoning about them. The main contributions of the thesis are twofold. First, novel approaches are proposed for employing tabling in contextual abduction and updating – individually and combined – plus a LP approach of counterfactual reasoning; the latter being implemented on top of the aforementioned combined abduction and updating technique with tabling. They are all important to model various issues of the aforementioned moral facets. Second, a variety of LP-based reasoning features are applied to model the identified moral facets, through moral examples taken off-the-shelf from the morality literature. These applications include: (1) Modeling moral permissibility according to the Doctrines of Double Effect (DDE) and Triple Effect (DTE), demonstrating deontological and utilitarian judgments via integrity constraints (in abduction) and preferences over abductive scenarios; (2) Modeling moral reasoning under uncertainty of actions, via abduction and probabilistic LP; (3) Modeling moral updating (that allows other – possibly overriding – moral rules to be adopted by an agent, on top of those it currently follows) via the integration of tabling in contextual abduction and updating; and (4) Modeling moral permissibility and its justification via counterfactuals, where counterfactuals are used for formulating DDE.

Nestle's dynamic forecasting process: Anticipating risks and opportunities

Nestlé’s Dynamic Forecasting Process: Anticipating Risks and Opportunities This Work Project discusses the Nestlé’s Dynamic Forecasting Process, implemented within the organization as a way of reengineering its performance management concept and processes, so as to make it more flexible and capable to react to volatile business conditions. When stressing the importance of demand planning to reallocate resources and enhance performance, Nescafé Dolce Gusto comes as way of seeking improvements on this forecasts’ accuracy and it is thus, by providing a more accurate model on its capsules’ sales, as well as recommending adequate implementations that positively contribute to the referred Planning Process, that value is brought to the Project

Quadratic programming versus second order con programming in portfolio optimization

Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.

Implementação de um modelo de geometric semantic genetic programming para aplicação naval

Recaí sob a responsabilidade da Marinha Portuguesa a gestão da Zona Económica Exclusiva de Portugal, assegurando a sua segurança da mesma face a atividades criminosas. Para auxiliar a tarefa, é utilizado o sistema Oversee, utilizado para monitorizar a posição de todas as embarcações presentes na área afeta, permitindo a rápida intervenção da Marinha Portuguesa quando e onde necessário. No entanto, o sistema necessita de transmissões periódicas constantes originadas nas embarcações para operar corretamente – casos as transmissões sejam interrompidas, deliberada ou acidentalmente, o sistema deixa de conseguir localizar embarcações, dificultando a intervenção da Marinha. A fim de colmatar esta falha, é proposto adicionar ao sistema Oversee a capacidade de prever as posições futuras de uma embarcação com base no seu trajeto até à cessação das transmissões. Tendo em conta os grandes volumes de dados gerados pelo sistema (históricos de posições), a área de Inteligência Artificial apresenta uma possível solução para este problema. Atendendo às necessidades de resposta rápida do problema abordado, o algoritmo de Geometric Semantic Genetic Programming baseado em referências de Vanneschi et al. apresenta-se como uma possível solução, tendo já produzido bons resultados em problemas semelhantes. O presente trabalho de tese pretende integrar o algoritmo de Geometric Semantic Genetic Programming desenvolvido com o sistema Oversee, a fim de lhe conceder capacidades preditivas. Adicionalmente, será realizado um processo de análise de desempenho a fim de determinar qual a ideal parametrização do algoritmo. Pretende-se com esta tese fornecer à Marinha Portuguesa uma ferramenta capaz de auxiliar o controlo da Zona Económica Exclusiva Portuguesa, permitindo a correta intervenção da Marinha em casos onde o atual sistema não conseguiria determinar a correta posição da embarcação em questão.

Dynamic range prediction for an electric vehicle

Electric Vehicles (EVs) have limited energy storage capacity and the maximum autonomy range is strongly dependent of the driver's behaviour. Due to the fact of that batteries cannot be recharged quickly during a journey, it is essential that a precise range prediction is available to the driver of the EV. With this information, it is possible to check if the desirable destination is achievable without a stop to charge the batteries, or even, if to reach the destination it is necessary to perform an optimized driving (e.g., cutting the air-conditioning, among others EV parameters). The outcome of this research work is the development of an Electric Vehicle Assistant (EVA). This is an application for mobile devices that will help users to take efficient decisions about route planning, charging management and energy efficiency. Therefore, it will contribute to foster EVs adoption as a new paradigm in the transportation sector.

Non emergency patients transport - a mixed integer linear programming

This work presents a model and a heuristic to solve the non-emergency patients transport (NEPT) service issues given the new rules recently established in Portugal. The model follows the same principle of the Team Orienteering Problem by selecting the patients to be included in the routes attending the maximum reduction in costs when compared with individual transportation. This model establishes the best sets of patients to be transported together. The model was implemented in AMPL and a compact formulation was solved using NEOS Server. A heuristic procedure based on iteratively solving problems with one vehicle was presented, and this heuristic provides good results in terms of accuracy and computation time.

Survey and dynamic behaviour of the Our Lady of Conception Church, Portugal

The Our Lady of Conception church is located in village of Monforte (Portugal) and is not in use nowadays. The church presents structural damage and, consequently, a study was carried out. The study involved the survey of the damage, dynamic identification tests under ambient vibration and the numerical analysis. The church is constituted by the central nave, the chancel, the sacristy and the corridor to access the pulpit. The masonry walls present different thickness, namely 0.65 m in the chancel, 0.70 m in the sacristy, 0.92 in the central nave and 0.65 m in the corridor. The masonry walls present 8 buttresses with different dimensions. The total longitudinal and transversal dimensions of the church are equal to 21.10 m and 14.26 m, respectively. The survey of the damage showed that, in general, the masonry walls are in good conditions, with exception of the transversal walls of the nave, which present severe cracks. The arches of the vault presents also severe cracks along the central nave. As consequence, the infiltrations have increased the degradation of the vault and paintings. Furthermore, the foundations present settlements in the Southwest direction. The dynamic identification test were carried out under the action of ambient excitation of the wind and using 12 piezoelectric accelerometers of high sensitivity. The dynamic identification tests allowed to estimate the dynamic properties of the church, namely frequencies, mode shapes and damping ratios. A FEM numerical model was prepared and calibrated, based on the first four experimental modes estimated in the dynamic identification tests. The average error between the experimental and numerical frequencies of the first four modes is equal to 5%. After calibration of the numerical model, pushover analyses with a load pattern proportional to the mass, in the transversal and longitudinal direction of the church, were performed. The results of the analysis numerical allow to conclude that the most vulnerable direction of the church is in the transversal one and the maximum load factor is equal to 0.35.

Dynamic group formation in mobile computer supported collaborative learning environment

Forming suitable learning groups is one of the factors that determine the efficiency of collaborative learning activities. However, only a few studies were carried out to address this problem in the mobile learning environments. In this paper, we propose a new approach for an automatic, customized, and dynamic group formation in Mobile Computer Supported Collaborative Learning (MCSCL) contexts. The proposed solution is based on the combination of three types of grouping criteria: learner’s personal characteristics, learner’s behaviours, and context information. The instructors can freely select the type, the number, and the weight of grouping criteria, together with other settings such as the number, the size, and the type of learning groups (homogeneous or heterogeneous). Apart from a grouping mechanism, the proposed approach represents a flexible tool to control each learner, and to manage the learning processes from the beginning to the end of collaborative learning activities. In order to evaluate the quality of the implemented group formation algorithm, we compare its Average Intra-cluster Distance (AID) with the one of a random group formation method. The results show a higher effectiveness of the proposed algorithm in forming homogenous and heterogeneous groups compared to the random method.

Reverse engineering of web applications

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