Valuation of marine and coastal ecosystems: The role of ecological-economic modeling

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

Computational modeling of prefrontal cortex circuits

Dissertation presented to obtain the Ph.D degree in Biology

Quality of process modeling using BPMN: a model-driven approach

Dissertação para obtenção do Grau de Doutor em Engenharia Informática

Predictive analytical and numerical modeling for orthogonal cutting

In this thesis, a predictive analytical and numerical modeling approach for the orthogonal cutting process is proposed to calculate temperature distributions and subsequently, forces and stress distributions. The models proposed include a constitutive model for the material being cut based on the work of Weber, a model for the shear plane based on Merchants model, a model describing the contribution of friction based on Zorev’s approach, a model for the effect of wear on the tool based on the work of Waldorf, and a thermal model based on the works of Komanduri and Hou, with a fraction heat partition for a non-uniform distribution of the heat in the interfaces, but extended to encompass a set of contributions to the global temperature rise of chip, tool and work piece. The models proposed in this work, try to avoid from experimental based values or expressions, and simplifying assumptions or suppositions, as much as possible. On a thermo-physical point of view, the results were affected not only by the mechanical or cutting parameters chosen, but also by their coupling effects, instead of the simplifying way of modeling which is to contemplate only the direct effect of the variation of a parameter. The implementation of these models was performed using the MATLAB environment. Since it was possible to find in the literature all the parameters for AISI 1045 and AISI O2, these materials were used to run the simulations in order to avoid arbitrary assumption.

Enhancing and implementing a pairs trading strategy

This paper designs a pairs trading model with the intent to identify existing profitable market opportunities to invest, i.e. traditionally strong correlated stocks that have diverged from its historical norm. It comprises a broad literature review on this strategy whose relevant findings (strategy improvements) are contemplated in the model. The authors combine the statistical results of the model with a backtesting analysis in order to provide guidance on the best investment opportunities.

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.

Modeling and forecasting value-at-risk for the Portuguese stock market

The aim of this work project is to find a model that is able to accurately forecast the daily Value-at-Risk for PSI-20 Index, independently of the market conditions, in order to expand empirical literature for the Portuguese stock market. Hence, two subsamples, representing more and less volatile periods, were modeled through unconditional and conditional volatility models (because it is what drives returns). All models were evaluated through Kupiec’s and Christoffersen’s tests, by comparing forecasts with actual results. Using an out-of-sample of 204 observations, it was found that a GARCH(1,1) is an accurate model for our purposes.

The impact of talent management practices on employee retention: The moderator effect of leader-member exchange and role modeling

Organizations are undergoing serious difficulties to retain talent. Authors argue that Talent Management (TM) practices create beneficial outcomes for individuals and organizations. However, there is no research on the leaders’ role in the functioning of these practices. This study examines how LMX and role modeling influence the impact that TM practices have on employees’ trust in their organizations and retention. The analysis of two questionnaires (Nt1=175; Nt2=107) indicated that TM only reduced turnover intentions, via an increase in trust in the organization, when role modeling was high and not when it was low. Therefore, we can say that leaders are crucial in the TM context, and in sustaining a competitive advantage for organizations.

Modeling and optimization of extracellular polysaccharides production by Enterobacter A47

Polysaccharides are gaining increasing attention as potential environmental friendly and sustainable building blocks in many fields of the (bio)chemical industry. The microbial production of polysaccharides is envisioned as a promising path, since higher biomass growth rates are possible and therefore higher productivities may be achieved compared to vegetable or animal polysaccharides sources. This Ph.D. thesis focuses on the modeling and optimization of a particular microbial polysaccharide, namely the production of extracellular polysaccharides (EPS) by the bacterial strain Enterobacter A47. Enterobacter A47 was found to be a metabolically versatile organism in terms of its adaptability to complex media, notably capable of achieving high growth rates in media containing glycerol byproduct from the biodiesel industry. However, the industrial implementation of this production process is still hampered due to a largely unoptimized process. Kinetic rates from the bioreactor operation are heavily dependent on operational parameters such as temperature, pH, stirring and aeration rate. The increase of culture broth viscosity is a common feature of this culture and has a major impact on the overall performance. This fact complicates the mathematical modeling of the process, limiting the possibility to understand, control and optimize productivity. In order to tackle this difficulty, data-driven mathematical methodologies such as Artificial Neural Networks can be employed to incorporate additional process data to complement the known mathematical description of the fermentation kinetics. In this Ph.D. thesis, we have adopted such an hybrid modeling framework that enabled the incorporation of temperature, pH and viscosity effects on the fermentation kinetics in order to improve the dynamical modeling and optimization of the process. A model-based optimization method was implemented that enabled to design bioreactor optimal control strategies in the sense of EPS productivity maximization. It is also critical to understand EPS synthesis at the level of the bacterial metabolism, since the production of EPS is a tightly regulated process. Methods of pathway analysis provide a means to unravel the fundamental pathways and their controls in bioprocesses. In the present Ph.D. thesis, a novel methodology called Principal Elementary Mode Analysis (PEMA) was developed and implemented that enabled to identify which cellular fluxes are activated under different conditions of temperature and pH. It is shown that differences in these two parameters affect the chemical composition of EPS, hence they are critical for the regulation of the product synthesis. In future studies, the knowledge provided by PEMA could foster the development of metabolically meaningful control strategies that target the EPS sugar content and oder product quality parameters.

Multilevel model of safety climate for furniture industries

BACKGROUND: Furniture companies can analyze their safety status using quantitative measures. However, the data needed are not always available and the number of accidents is under-reported. Safety climate scales may be an alternative. However, there are no validated Portuguese scales that account for the specific attributes of the furniture sector. OBJECTIVE: The current study aims to develop and validate an instrument that uses a multilevel structure to measure the safety climate of the Portuguese furniture industry. METHODS: The Safety Climate in Wood Industries (SCWI) model was developed and applied to the safety climate analysis using three different scales: organizational, group and individual. A multilevel exploratory factor analysis was performed to analyze the factorial structure. The studied companies’ safety conditions were also analyzed. RESULTS: Different factorial structures were found between and within levels. In general, the results show the presence of a group-level safety climate. The scores of safety climates are directly and positively related to companies’ safety conditions; the organizational scale is the one that best reflects the actual safety conditions. CONCLUSIONS: The SCWI instrument allows for the identification of different safety climates in groups that comprise the same furniture company and it seems to reflect those groups’ safety conditions. The study also demonstrates the need for a multilevel analysis of the studied instrument.

Aplicação do Building Information Modeling na gestão de projetos de construção

Dissertação de mestrado em Construção e Reabilitação Sustentáveis

Refinement and variability techniques in model transformation of software requirements

Tese de Doutoramento em Tecnologias e Sistemas de Informação

Modeling microbes: New methods for integrated metabolic and regulatory network reconstruction

PhD Thesis in Bioengineering

A relational algebra approach to ETL modeling

The MAP-i Doctoral Programme in Informatics, of the Universities of Minho, Aveiro and Porto