Design of multidimensional compact constellations with high power efficiency

Dissertação apresentada para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

O quinto elemento da política externa portuguesa e o conceito de soft power

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Ciência Política e Relações Internacionais, na área de especialização em Globalização e Ambiente

Making sense of the experimental evidence on endogenous timing in duopoly markets

The prediction of asymmetric equilibria with Stackelberg outcomes is clearly the most frequent result in the endogenous timing literature. Several experiments have tried to validate this prediction empirically, but failed to find support for it. By contrast, the experiments find that simultaneous-move outcomes are modal and that behavior in endogenous timing games is quite heterogeneous. This paper generalizes Saloner’s (1987) and Hamilton and Slutsky’s (1990) endogenous timing games by assuming that players are averse to inequality in payoffs. We explore the theoretical implications of inequity aversion and compare them to the empirical evidence. We find that this explanation is able to organize most of the experimental evidence on endogenous timing games. However, inequity aversion is not able to explain delay in Hamilton and Slutsky’s endogenous timing games.

Exploring the predictive power of Google searches over the US stock market

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Three essays in financial markets

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Macroeconomic impacts of politics and policy: Applications to financial and real markets

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Noise traders, rational traders, and the rest: A new approach to efficient financial markets

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Corporate finance in general equilibrium models with incomplete markets: A survey

A Masters Thesis, presented as part of the requirements for the award of a Research Masters Degree in Economics from NOVA – School of Business and Economics

Portuguese Ministers, 1851-1999: Social Background and Paths to Power

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Design of a Continuous-Time (CT) Sigma-Delta modulator for class D audio power amplifiers

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

From Consciousness to Knowledge – The Explanatory Power of Revelation

Epistemology in philosophy of mind is a difficult endeavor. Those who believe that our phenomenal life is different from other domains suggest that self-knowledge about phenomenal properties is certain and therefore privileged. Usually, this so called privileged access is explained by the idea that we have direct access to our phenomenal life. This means, in contrast to perceptual knowledge, self-knowledge is non-inferential. It is widely believed that, this kind of directness involves two different senses: an epistemic sense and a metaphysical sense. Proponents of this view often claim that this is due to the fact that we are acquainted with our current experiences. The acquaintance thesis, therefore, is the backbone in justifying privileged access. Unfortunately the whole approach has a profound flaw. For the thesis to work, acquaintance has to be a genuine explanation. Since it is usually assumed that any knowledge relation between judgments and the corresponding objects are merely causal and contingent (e.g. in perception), the proponent of the privileged access view needs to show that acquaintance can do the job. In this thesis, however, I claim that the latter cannot be done. Based on considerations introduced by Levine, I conclude that this approach involves either the introduction of ontologically independent properties or a rather obscure knowledge relation. A proper explanation, however, cannot employ either of the two options. The acquaintance thesis is, therefore, bound to fail. Since the privileged access intuition seems to be vital to epistemology within the philosophy of mind, I will explore alternative justifications. After discussing a number of options, I will focus on the so called revelation thesis. This approach states that by simply having an experience with phenomenal properties, one is in the position to know the essence of those phenomenal properties. I will argue that, after finding a solution for the controversial essence claim, this thesis is a successful replacement explanation which maintains all the virtues of the acquaintance account without necessarily introducing ontologically independent properties or an obscure knowledge relation. The overall solution consists in qualifying the essence claim in the relevant sense, leaving us with an appropriate ontology for phenomenal properties. On the one hand, this avoids employing mysterious independent properties, since this ontological view is physicalist in nature. On the other hand, this approach has the right kind of structure to explain privileged self-knowledge of our phenomenal life. My final conclusion consists in the claim that the privileged access intuition is in fact veridical. It cannot, however, be justified by the popular acquaintance approach, but rather, is explainable by the controversial revelation thesis.

Tool for discovering sequential patterns in financial markets

The goal of this thesis is the study of a tool that can help analysts in finding sequential patterns. This tool will have a focus on financial markets. A study will be made on how new and relevant knowledge can be mined from real life information, potentially giving investors, market analysts, and economists new basis to make informed decisions. The Ramex Forum algorithm will be used as a basis for the tool, due to its ability to find sequential patterns in financial data. So that it further adapts to the needs of the thesis, a study of relevant improvements to the algorithm will be made. Another important aspect of this algorithm is the way that it displays the patterns found, even with good results it is difficult to find relevant patterns among all the studied samples without a proper result visualization component. As such, different combinations of parameterizations and ways to visualize data will be evaluated and their influence in the analysis of those patterns will be discussed. In order to properly evaluate the utility of this tool, case studies will be performed as a final test. Real information will be used to produce results and those will be evaluated in regards to their accuracy, interest, and relevance.

Wind Power in the Portuguese Landscape: Global Concerns and Local Costs

Wind turbines and solar panels are becoming second nature in Portugal, as its occurrence in the country becomes ubiquitous. Somehow, one could argue that renewable energy in Portugal is in the process of ‘naturalisation’ as part of a new – mechanised, but environmentally benign – landscape. Portuguese Institute for the Conservation of Nature and Biodiversity (ICNB) has shown an ambiguous stance on this issue, defending global concerns towards renewable energy, while at the same time attempting to engage locals in the preservation of extensive ‘classified areas’. In the course of this research, we tried to focus on these incongruities and to analyse how they are impacting local communities during the process of wind power installation.

Flexible multivariate GARCH modeling with an application to international stock markets

This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.