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.

Internamentos hospitalares da população com mais de 65 anos em Portugal – Análise Descritiva

RESUMO - As mudanças na saúde são cada vez mais rápidas e os serviços de saúde têm cada vez mais dificuldade em dar resposta aos problemas de saúde dos portugueses. Responsáveis por grande parte da despesa em saúde, os idosos são a população que mais utiliza os serviços de saúde e as respetivas unidades hospitalares e serviços de urgência. Estes têm estadias mais prolongadas e consomem mais recursos durante essas permanências nas instituições de saúde. Sabendo isto revelou-se oportuno encontrar as principais causas de internamento hospitalar, os principais diagnósticos secundários, demoras médias e a sua relação com as principais causas de morte na população portuguesa com mais de 65 anos no período de 2003-2012. Para tal, optou-se por uma análise descritiva de 3375817 episódios de internamento referentes a dez anos. Daqui retirou-se que os diagnósticos principais mais frequentes para todos os anos e todas as faixas etárias são o acidente vascular cerebral isquémico e a pneumonia, sendo que o primeiro é o mais frequente até 2006, passando depois a ser a pneumonia o mais frequente. A demora média é maior quanto mais diagnósticos secundários associados houver e aumenta com a idade. Os diagnósticos secundários mais frequentes são a hipertensão essencial e a diabetes mellitus. Estes dados são relevantes para o conhecimento da saúde em Portugal, podendo-se alterar e uniformizar e melhorar práticas hospitalares e com isso progredir na qualidade dos tratamentos e aumentar a qualidade de vida com hipótese de diminuição da demora média.

Development and modulation of magnetic responsive supported ionic liquid membranes

The work presented in this thesis aims at developing a new separation process based on the application of supported magnetic ionic liquid membranes, SMILMs, using magnetic ionic liquids, MILs. MILs have attracted growing interest due to their ability to change their physicochemical characteristics when exposed to variable magnetic field conditions. The magnetic responsive behavior of MILs is thus expected to contribute for the development of more efficient separation processes, such as supported liquid membranes, where MILs may be used as a selective carrier. Driven by the MILs behavior, these membranes are expected to switch reversibly their permeability and selectivity by in situ and non-invasive adjustment of the conditions (e.g. intensity, direction vector and uniformity) of an external applied magnetic field. The development of these magnetic responsive membrane processes were anticipated by studies, performed along the first stage of this PhD work, aiming at getting a deep knowledge on the influence of magnetic field on MILs properties. The influence of the magnetic field on the molecular dynamics and structural rearrangement of MILs ionic network was assessed through a 1H-NMR technique. Through the 1H-NMR relaxometry analysis it was possible to estimate the self-diffusion profiles of two different model MILs, [Aliquat][FeCl4] and [P66614][FeCl4]. A comparative analysis was established between the behavior of magnetic and non-magnetic ionic liquids, MILs and ILs, to facilitate the perception of the magnetic field impact on MILs properties. In contrast to ILs, MILs show a specific relaxation mechanism, characterized by the magnetic dependence of their self-diffusion coefficients. MILs self-diffusion coefficients increased in the presence of magnetic field whereas ILs self-diffusion was not affected. In order to understand the reasons underlying the magnetic dependence of MILs self-diffusion, studies were performed to investigate the influence of the magnetic field on MILs’ viscosity. It was observed that the MIL´s viscosity decreases with the increase of the magnetic field, explaining the increase of MILs self-diffusion according to the modified Stokes- Einstein equation. Different gas and liquid transport studies were therefore performed aiming to determine the influence of the magnetic behavior of MILs on solute transport through SMILMs. Gas permeation studies were performed using pure CO2 andN2 gas streams and air, using a series of phosphonium cation based MILs, containing different paramagnetic anions. Transport studies were conducted in the presence and absence of magnetic field at a maximum intensity of 1.5T. The results revealed that gas permeability increased in the presence of the magnetic field, however, without affecting the membrane selectivity. The increase of gas permeability through SMILMs was related to the decrease of the MILs viscosity under magnetic field conditions.(...)

A comunicação em alunos com paralisia cerebral: percepções dos profissionais da educação e pais

Dissertação de mestrado em Educação Especial (área de especialização em Dificuldades de Aprendizagem Específicas)

The tutor's role in student learning

Higher education in Portugal, in the last forty years, has undergone profound changes with the enlargement of public higher education network, the appearance of new institutions, the quantity and the heterogeneity of students. The implementation of the Bologna Process in European community countries led to the redesign of higher education Portuguese courses as well as their corresponding curricula. In recent years, the use of Project-led education was one of the most significant changes in teaching and learning, particularly in engineering in higher education in Portugal. This teaching methodology encourages students and teachers to undertake new roles, new responsibilities and a new learning perspective. This study aims at understanding whether the role of the tutor is to be suitable to the needs and expectations of Project-led education students. These changes however are not only structural. At the University of Minho, new teaching and learning methodologies were adopted, which could guide the training of professionals on to the twenty-first century. The opportunity arising from the implementation of Project-led education in Engineering methodology was used in the University of Minho’s courses. This teaching method is intended to provide students with educational support programs that benefit the academic performance, allowing the opportunity to upgrade, train and develop the ability to study and learn more effectively. Through the Project-led education it is possible to provide students with techniques and procedures and develop the ability to communicate orally and in writing. Students and teachers have assumed new roles in the teaching-learning process allowing in one hand the students to explore, discover and question themselves about some knowledge and on the other hand the teachers to change to a tutor, a companion and to a student project guide. Therefore, surveys were analyzed, comprising questions about the most significant contribution of the tutor as well as if there are some initial expectations that have not been foreseen by the tutor.

Seismic evaluation of environmentally degraded FRP-strengthened masonry walls

Fiber Reinforced Polymers (FRPs) have been extensively used for externally bonded reinforcement of masonry structures during the last years. Available information shows that FRPs can significantly improve the seismic performance of masonry elements without altering their structural mass. However, the durability and long-term performance of the strengthened elements are not clearly known yet. Recent experimental results show that environmental conditions can lead to degradation of the bond between FRP and masonry and FRP delaminations. But the effect of these local degradation mechanisms on the global structural response is not studied yet. This paper is therefore aimed at numerically investigating the effect of environmental degradation on the global performance of strengthened masonry walls. The nonlinear behavior of masonry walls strengthened with FRP composites is initially simulated with the aim of a FE package. The adopted numerical modeling strategy is verified by comparison of numerical and experimental results. The model, once validated, is used for investigating the effect of materials and bond degradation on the global behavior and failure modes of strengthened walls. The effect of strengthening scheme on the long-term performance of strengthened walls is also investigated. The degradation data are taken from experimental tests previously performed by the authors. The numerical results show that the effect of local material degradation on the global response of strengthened walls depends on the strengthening schemes, and severity of the environmental conditions. Moreover, environmental induced degradations and FRP delaminations can lead to change of expected failure modes in the strengthened elements. These observations, that are usually neglected at the design stage, can be critical in the long-term performance of strengthened structures.

O ensino experimental das ciências: mudança concetual a partir das conceções alternativas dos alunos do 1.º Ciclo do Ensino Básico

Relatório de estágio de mestrado em Educação Pré-Escolar e Ensino do 1.º Ciclo do Ensino Básico

Adoção e difusão de aplicações das tecnologias da informação: iniciativas lançadas no âmbito de processos de implantação de aplicações em organizações – estudo de práticas profissionais e proposta de ferramenta de suporte

Tese de Doutoramento Tecnologias e Sistemas de Informação

Quantitative image analysis as a tool for Yarrowia lipolytica dimorphic growth evaluation in different culture media

Yarrowia lipolytica, a yeast strain with a huge biotechnological potential, capable to produce metabolites such as γ-decalactone, citric acid, intracellular lipids and enzymes, possesses the ability to change its morphology in response to environmental conditions. In the present study, a quantitative image analysis (QIA) procedure was developed for the identification and quantification of Y. lipolytica W29 and MTLY40-2P strains dimorphic growth, cultivated in batch cultures on hydrophilic (glucose and N-acetylglucosamine (GlcNAc) and hydrophobic (olive oil and castor oil) media. The morphological characterization of yeast cells by QIA techniques revealed that hydrophobic carbon sources, namely castor oil, should be preferred for both strains growth in the yeast single cell morphotype. On the other hand, hydrophilic sugars, namely glucose and GlcNAc caused a dimorphic transition growth towards the hyphae morphotype. Experiments for γ-decalactone production with MTLY40-2P strain in two distinct morphotypes (yeast single cells and hyphae cells) were also performed. The obtained results showed the adequacy of the proposed morphology monitoring tool in relation to each morphotype on the aroma production ability. The present work allowed establishing that QIA techniques can be a valuable tool for the identification of the best culture conditions for industrial processes implementation.

Moda ética: a consciencialização através da comunicação

Dissertação de mestrado em Design e Comunicação de Moda

A influência dos blogues de beleza no processo de tomada de decisão das consumidoras

Dissertação de mestrado em Marketing e Estratégia

Inkjet printing technology for flexible pressure sensors

Tese de Doutoramento Ciência e Engenharia de Polímeros e Compósitos.

Lideranças curriculares intermédias no contexto da avaliação externa das escolas em Portugal

Tese de Doutoramento em Ciências da Educação (área de especialização em Desenvolvimento Curricular).

Aplicação da metodologia WID numa indústria de calçado

Dissertação de mestrado em Engenharia Industrial