Implicit optimality criterion for convex SIP problem with box constrained index set

We consider a convex problem of Semi-Infinite Programming (SIP) with multidimensional index set. In study of this problem we apply the approach suggested in [20] for convex SIP problems with one-dimensional index sets and based on the notions of immobile indices and their immobility orders. For the problem under consideration we formulate optimality conditions that are explicit and have the form of criterion. We compare this criterion with other known optimality conditions for SIP and show its efficiency in the convex case.

Integer-valued APARCH processes in the analysis of time series of counts

The Asymmetric Power Arch representation for the volatility was introduced by Ding et al.(1993) in order to account for asymmetric responses in the volatility in the analysis of continuous-valued financial time series like, for instance, the log-return series of foreign exchange rates, stock indices or share prices. As reported by Brannas and Quoreshi (2010), asymmetric responses in volatility are also observed in time series of counts such as the number of intra-day transactions in stocks. In this work, an asymmetric power autoregressive conditional Poisson model is introduced for the analysis of time series of counts exhibiting asymmetric overdispersion. Basic probabilistic and statistical properties are summarized and parameter estimation is discussed. A simulation study is presented to illustrate the proposed model. Finally, an empirical application to a set of data concerning the daily number of stock transactions is also presented to attest for its practical applicability in data analysis.

Benthic biotope index for classifying estuarine habitats

An integration of sediment physical, chemical, biological, and toxicity data is necessary for a meaningful interpretation of the complex sediment conditions in the marine environment. Assessment of benthic community is a vital component for that interpretation, yet their evaluation is complex and requires a large expenditure of time and funds. Thus, there is a need for new tools that are less expensive and more understandable for managers. This paper presents a benthic biotope index to predict from physical and chemical variables the occurrence of macrobenthic habitats, applied to Sado Estuary, as a case of study.

Seasonal variations in gross biochemical composition, percent edibility, and condition index of the clam Ruditapes Decussatus cultivated in the Ria Formosa (South Portugal)

The grooved carpet shell clam, Ruditapes decussatus (L. 1758), is one of the most popular and profitable molluscs exploited in rearing plots in the Mediterranean. However, annual catch has been declining steadily since the early nineties. In order to understand the seasonality of its nutritional value, thus providing an improved basis for economical valuation of the resource, gross biochemical composition, percentage edibility and condition index were investigated during a year with monthly periodicity in a commercially exploited population of the clam Ruditapes decussatus in the Ria Formosa, a temperate mesotidal coastal lagoon located in the south of Portugal. Our results show that total and non-protein nitrogen co-varied during the year, resulting in a protein content that peaked in the warmest months. Although complementary in summer, carbohydrate and lipid contents showed irregular annual trends. The observed seasonality was comparable to that shown by studies elsewhere at similar latitudes, and are underpinned by the reproductive cycle of the species. Our results show the clams to be at their prime nutritional value at the beginning of summer, when protein content peaks.

Walter Heissig, Rüdiger, Schott, Die Heutige Bedeutung Oraler traditionen. IHRE Archivierung, Publikation und index-Erschießung

The book under review is the publication of 28 contributions to a workshop which has tak en place in St. Augustin, near Bonn, in November 1995. This was attended by a large number of proeminent scholars, gathered around the commonly felt concern for the need to preserve “the oral traditions of all kinds” (p. 26). The papers, written in German (11), in English (16) and in French (1), are introduced by the organisers Walter Hessig and Rüdiger Schott in both German and English.

Effect of nitrogen and potassium fertilisation on vegetative growth and flowering of mature carob trees (Ceratonia siliqua): variations in leaf area index and water use indices

This work aimed to assess how potassium (K) and nitrogen (N) fertilisation may affect the use of precipitation in terms of vegetative and flowering response of 15-year-old carob trees during a 3-year experiment. A field trial was conducted in 1997, 1998 and 1999 in Algarve (Southern Portugal) in a calcareous soil. Four fertilisation treatments were tested: no fertiliser (control); 0.8 kg N/tree (N treatment); 1 kg K 2 O/tree (K treatment) and 0.8 kg N/tree plus 1 kg K 2 O/tree (NK treatment). No irrigation was applied during the experimental period. Branch length increments were measured every month throughout the growing season and inflorescence number was registered once per year. There was a strong seasonal effect on vegetative growth, since low levels of precipitation (115 mm) during October 1998–March 1999 suppressed the increment in branch length. N supplied to the trees (N and NK treatments) tended to increase water use indices in terms of vegetative growth. No response to K alone was observed in trees fertilised only with K. The number of inflorescences increased throughout the experimental period, particularly for N and NK treatments, and a reduction of the precipitation amount during April, May and June, may also enhance flowering. This knowledge could be important when making decisions concerning fertilisation under dry conditions. The results reported here indicate that tree growth (expressed as the branch growth) and flower production under dry-farming conditions, may be achieved by applying 0.8 kg of N (as ammonium nitrate) per tree during the growing season. However, N uptake and use depends on soil water availability.

Avaliação sensorial da frescura de produtos da pesca através do método QIM (Quality Index Method): revisão dos métodos desenvolvidos nos últimos 20 anos

Dissertação de mest., Tecnologia de Alimentos, Instituto Superior de Engenharia, Univ. do Algarve, 2012

Body Mass Index and Neighborhood Socioeconomic Status in Washington State

Thesis (Master's)--University of Washington, 2015-12

Evaluating monthly volatility forecasts using proxies at different frequencies

This paper analyses the forecastability of stock returns monthly volatility. The forecast obtained from GARCH and AGARCH models with Normal and Student's t errors are evaluated with respect to proxies for the unobserved volatility obtained through sampling at different frequencies. It is found that aggregation of daily multi-step ahead GARCH-type forecasts provide rather accurate predictions of monthly volatility.

Volatility and VaR Forecasting in the Madrid Stock Exchange

This paper provides an empirical study to assess the forecasting performance of a wide range of models for predicting volatility and VaR in the Madrid Stock Exchange. The models performance was measured by using different loss functions and criteria. The results show that FIAPARCH processes capture and forecast more accurately the dynamics of IBEX-35 returns volatility. It is also observed that assuming a heavy-tailed distribution does not improve models ability for predicting volatility. However, when the aim is forecasting VaR, we find evidence of that the Student’s t FIAPARCH outperforms the models it nests the lower the target quantile.

A randomized trial to assess the potential of different beverages to affect hydration status: development of a beverage hydration index

Background: The identification of beverages that promote longer- term fluid retention and maintenance of fluid balance is of real clinical and practical benefit in situations in which free access to fluids is limited or when frequent breaks for urination are not desirable. The postingestion diuretic response is likely to be influenced by several beverage characteristics, including the volume ingested, energy den- sity, electrolyte content, and the presence of diuretic agents. Objective: This study investigated the effects of 13 different com- monly consumed drinks on urine output and fluid balance when ingested in a euhydrated state, with a view to establishing a beverage hydration index (BHI), i.e., the volume of urine produced after drinking expressed relative to a standard treatment (still water) for each beverage. Design: Each subject (n = 72, euhydrated and fasted male subjects) ingested 1 L still water or 1 of 3 other commercially available beverages over a period of 30 min. Urine output was then collected for the subsequent 4 h. The BHI was corrected for the water content of drinks and was calculated as the amount of water retained at 2 h after ingestion relative to that observed after the ingestion of still water. Results: Total urine masses (mean 6 SD) over 4 h were smaller than the still-water control (1337 6 330 g) after an oral rehydration solution (ORS) (1038 6 333 g, P , 0.001), full-fat milk (1052 6 267 g, P , 0.001), and skimmed milk (1049 6 334 g, P , 0.001). Cumulative urine output at 4 h after ingestion of cola, diet cola, hot tea, iced tea, coffee, lager, orange juice, sparkling water, and a sports drink were not different from the response to water ingestion. The mean BHI at 2 h was 1.54 6 0.74 for the ORS, 1.50 6 0.58 for full- fat milk, and 1.58 6 0.60 for skimmed milk. Conclusions: BHI may be a useful measure to identify the short- term hydration potential of different beverages when ingested in a euhydrated state.

Multi index model - uma abordagem para aplicação ao mercado accionista em Portugal

O mercado accionista, de uma forma global, tem-se revelado nos últimos tempos uma das principais fontes de incentivo ao mercado de valores mobiliários. O seu impacto junto do público em geral é enorme e a sua importância para as empresas é vital. Interessa, então, perceber como é que a teoria financeira tem obordado a avaliação e a compreensão do processo de formação de uma cotação. Desde os anos 50 até aos dias de hoje, interessa perceber como é que os diferentes autores têm tratado esta abordagem e quais os resultados deste confronto. Interessa sobretudo perceber o abordogem de Stephen Ross e a teoria do arbitragem. Na sequência desta obordagem e com o aparecimento do Multi Index Model, passou a ser possível extimar com maior precisão a evolução da cotação, na medida em que esta estaria dependente de um vasto conjunto de variavéis, que abragem uma vasta área de influência. O contributo de Ross é por isso decisivo. No final interessa reter a melhor técnica e teoria, que defende os interesses do investidor. Face o isto resta, então, saber qual a melhor técnica estatística para proceder a estes estudos empíricos.

Desenvolvimento do método de Índice de Qualidade ("QIM-Quality Index Method") para as lapas (Patella candei e Patella aspera) e estudo das suas condições de transporte

Dissertação de Mestrado, Estudos Integrados dos Oceanos, 15 de Março de 2016, Universidade dos Açores.

Developing and implementing an environmental performance index for the Portuguese military

Business Strategy and the Environment nº 15, p. 71–86

An efficient numerical scheme for solving multi-dimensional fractional optimal control problems with a quadratic performance index

The shifted Legendre orthogonal polynomials are used for the numerical solution of a new formulation for the multi-dimensional fractional optimal control problem (M-DFOCP) with a quadratic performance index. The fractional derivatives are described in the Caputo sense. The Lagrange multiplier method for the constrained extremum and the operational matrix of fractional integrals are used together with the help of the properties of the shifted Legendre orthonormal polynomials. The method reduces the M-DFOCP to a simpler problem that consists of solving a system of algebraic equations. For confirming the efficiency and accuracy of the proposed scheme, some test problems are implemented with their approximate solutions.