Testing for tail breaks in currency returns

In this work project we study the tail properties of currency returns and analyze whether changes in the tail indices of these series have occurred over time as a consequence of turbulent periods. Our analysis is based on the methods introduced by Quintos, Fan and Phillips (2001), Candelon and Straetmans (2006, 2013), and their extensions. Specifically, considering a sample of daily data from December 31, 1993 to February 13, 2015 we apply the recursive test in calendar time (forward test) and in reverse calendar time (backward test) and indeed detect falls and rises in the tail indices, signifying increases and decreases in the probability of extreme events.

Fatigue life assessment of endodontic instruments subjected to multi planar curvature

This present study aimed to investigate the fatigue life of unused (new) endodontic instruments made of NiTi with control memory by Coltene™ and subjected to the multi curvature of a mandibular first molar root canal. Additionally, the instrument‟s structural behaviour was analysed through non-linear finite element analysis (FEA). The fatigue life of twelve Hyflex™ CM files was assessed while were forced to adopt a stance with multiple radius of curvature, similar to the ones usually found in a mandibular first molar root canal; nine of them were subjected to Pecking motion, a relative movement of axial type. To achieve this, it was designed an experimental setup with the aim of timing the instruments until fracture while worked inside a stainless steel mandibular first molar model with relative axial motion to simulate the pecking motion. Additionally, the model‟s root canal multi-curvature was confirmed by radiography. The non-linear finite element analysis was conducted using the computer aided design software package SolidWorks™ Simulation, in order to define the imposed displacement required by the FEA, it was necessary to model an endodontic instrument with simplified geometry using SolidWorks™ and subsequently analyse the geometry of the root canal CAD model. The experimental results shown that the instruments subjected to pecking motion displayed higher fatigue life values and higher lengths of fractured tips than those with only rotational relative movement. The finite element non-linear analyses shown, for identical conditions, maximum values for the first principal stress lower than the yield strength of the material and those were located in similar positions to the instrument‟s fracture location determined by the experimental testing results.

An interactive learning approach to accounting classes

This working paper explores the use of interactive learning tools, such as business simulations, to facilitate the active learning process in accounting classes. Although business simulations were firstly introduced in the United States in the 1950s, the vast majority of accounting professors still use traditional teaching methods, based in end-of-chapter exercises and written cases. Moreover, the current students’ generation brings new challenges to the classroom related with their video, game, internet and mobile culture. Thus, a survey and an experimentation were conducted to understand, on one hand, if accounting professors are willing to adjust their teaching methods with the adoption of interactive learning tools and, on the other hand, if the adoption of interactive learning tools in accounting classes yield better academic results and levels of satisfaction among students. Students using more interactive learning approaches scored significantly higher means than others that did not. Accounting professors are clearly willing to try, at least once, the use of an accounting simulator in classes.

Presentations eBook: according to 1st Workshop with focus on experimental testing of cement-based materials

COST TU 1404

Research posters’ eBook: according to 1st WORKSHOP with “Focus on experimental testing of cement based materials”

COST Action TU 1404

Institutional posters’ eBook: according to 1st Workshop with “Focus on experimental testing of cement based materials”

COST TU 1404

Tube-jack and sonic testing for the evaluation of the state of stress in historical masonry

In the investigation and diagnosis of damages to historical masonry structures, the state of stress of the masonry is an important characteristic that must be determined with as much accuracy as possible. Flat-jack testing is a traditional method used to determine the state of stress in historical masonry structures. However, when irregular masonry is tested the method can cause damage to the masonry units and the accuracy of the method is reduced. An enhanced technique, called tube-jack testing, is being developed at the University of Minho to reduce the damage caused during testing and improve the accuracy when used on irregular masonry. This method uses multiple cylindrical jacks inserted in a line of holes drilled in the mortar joints of the masonry, avoiding damage to the masonry units. Concurrently with the development of tube-jack testing, the effect of stress state on sonic testing is being studied. Sonic testing is often used to determine locations of voids and damage in masonry. The focus of these studies was to determine if the state of stress is influencing the sonic test results. In this paper the results of tube-jack testing and sonic testing on masonry walls, built for the purpose of this study in the laboratory, loaded in compression is presented. The tube-jack testing is used to estimate the state of stress in the masonry and the sonic test results are evaluated based on the effect of the applied load on the wall. Future testing and study are suggested for continued development of these test methods.

Hand gesture recognition for human computer interaction : a comparative study of different image features

Hand gesture recognition for human computer interaction, being a natural way of human computer interaction, is an area of active research in computer vision and machine learning. This is an area with many different possible applications, giving users a simpler and more natural way to communicate with robots/systems interfaces, without the need for extra devices. So, the primary goal of gesture recognition research is to create systems, which can identify specific human gestures and use them to convey information or for device control. For that, vision-based hand gesture interfaces require fast and extremely robust hand detection, and gesture recognition in real time. In this study we try to identify hand features that, isolated, respond better in various situations in human-computer interaction. The extracted features are used to train a set of classifiers with the help of RapidMiner in order to find the best learner. A dataset with our own gesture vocabulary consisted of 10 gestures, recorded from 20 users was created for later processing. Experimental results show that the radial signature and the centroid distance are the features that when used separately obtain better results, with an accuracy of 91% and 90,1% respectively obtained with a Neural Network classifier. These to methods have also the advantage of being simple in terms of computational complexity, which make them good candidates for real-time hand gesture recognition.

Generic system for human-computer gesture interaction

Hand gestures are a powerful way for human communication, with lots of potential applications in the area of human computer interaction. Vision-based hand gesture recognition techniques have many proven advantages compared with traditional devices, giving users a simpler and more natural way to communicate with electronic devices. This work proposes a generic system architecture based in computer vision and machine learning, able to be used with any interface for humancomputer interaction. The proposed solution is mainly composed of three modules: a pre-processing and hand segmentation module, a static gesture interface module and a dynamic gesture interface module. The experiments showed that the core of vision-based interaction systems can be the same for all applications and thus facilitate the implementation. In order to test the proposed solutions, three prototypes were implemented. For hand posture recognition, a SVM model was trained and used, able to achieve a final accuracy of 99.4%. For dynamic gestures, an HMM model was trained for each gesture that the system could recognize with a final average accuracy of 93.7%. The proposed solution as the advantage of being generic enough with the trained models able to work in real-time, allowing its application in a wide range of human-machine applications.

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.

Blast loading of masonry infills: testing and simulation

This work intends to present a newly developed test setup for dynamic out-of-plane loading using underWater Blast Wave Generators (WBWG) as loading source. Underwater blasting operations have been, during the last decades, subject of research and development of maritime blasting operations (including torpedo studies), aquarium tests for the measurement of blasting energy of industrial explosives and confined underwater blast wave generators. WBWG allow a wide range for the produced blast impulse and surface area distribution. It also avoids the generation of high velocity fragments and reduces atmospheric sound wave. A first objective of this work is to study the behavior of masonry infill walls subjected to blast loading. Three different masonry walls are to be studied, namely unreinforced masonry infill walls and two different reinforcement solutions. These solutions have been studied previously for seismic action mitigation. Subsequently, the walls will be simulated using an explicit finite element code for validation and parametric studies. Finally, a tool to help designers to make informed decisions on the use of infills under blast loading will be presented.

Design de superfície biomimética para aplicação em atividades desportivas

Tese de Doutoramento Engenharia Têxtil.

Testing Nelder-Mead based repulsion algorithms for multiple roots of nonlinear systems via a two-level factorial design of experiments

This paper addresses the challenging task of computing multiple roots of a system of nonlinear equations. A repulsion algorithm that invokes the Nelder-Mead (N-M) local search method and uses a penalty-type merit function based on the error function, known as 'erf', is presented. In the N-M algorithm context, different strategies are proposed to enhance the quality of the solutions and improve the overall efficiency. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm.

PTX3-based genetic testing for risk of aspergillosis after lung transplant

PTX3-based genetic testing for risk of aspergillosis after lung transplant