Quadratic programming versus second order con programming in portfolio optimization

Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.

Implementação de um modelo de geometric semantic genetic programming para aplicação naval

Recaí sob a responsabilidade da Marinha Portuguesa a gestão da Zona Económica Exclusiva de Portugal, assegurando a sua segurança da mesma face a atividades criminosas. Para auxiliar a tarefa, é utilizado o sistema Oversee, utilizado para monitorizar a posição de todas as embarcações presentes na área afeta, permitindo a rápida intervenção da Marinha Portuguesa quando e onde necessário. No entanto, o sistema necessita de transmissões periódicas constantes originadas nas embarcações para operar corretamente – casos as transmissões sejam interrompidas, deliberada ou acidentalmente, o sistema deixa de conseguir localizar embarcações, dificultando a intervenção da Marinha. A fim de colmatar esta falha, é proposto adicionar ao sistema Oversee a capacidade de prever as posições futuras de uma embarcação com base no seu trajeto até à cessação das transmissões. Tendo em conta os grandes volumes de dados gerados pelo sistema (históricos de posições), a área de Inteligência Artificial apresenta uma possível solução para este problema. Atendendo às necessidades de resposta rápida do problema abordado, o algoritmo de Geometric Semantic Genetic Programming baseado em referências de Vanneschi et al. apresenta-se como uma possível solução, tendo já produzido bons resultados em problemas semelhantes. O presente trabalho de tese pretende integrar o algoritmo de Geometric Semantic Genetic Programming desenvolvido com o sistema Oversee, a fim de lhe conceder capacidades preditivas. Adicionalmente, será realizado um processo de análise de desempenho a fim de determinar qual a ideal parametrização do algoritmo. Pretende-se com esta tese fornecer à Marinha Portuguesa uma ferramenta capaz de auxiliar o controlo da Zona Económica Exclusiva Portuguesa, permitindo a correta intervenção da Marinha em casos onde o atual sistema não conseguiria determinar a correta posição da embarcação em questão.

Connect to success- consulting program of the U.S. embassy Lisbon creation of a business plan for “Quinta dos I’s”

The purpose of this project is to analyse and evaluate if the rural tourism cottage Quinta dos I’s will be profitable within the first five years of operation. It starts with a brief description of the business, followed by an industry analysis of the rural tourism market in Portugal and an intensive competitor analysis to evaluate Quinta dos I’s’ competitive advantages. The project then defines a marketing plan to generate awareness and establish the cottage in the market. Finally, a financial analysis is performed to examine the outcome of Quinta dos I’s’ recommended strategic activities. The results of this project show that the cottage is profitable after the first year of operation and expects to grow annually.

Non emergency patients transport - a mixed integer linear programming

This work presents a model and a heuristic to solve the non-emergency patients transport (NEPT) service issues given the new rules recently established in Portugal. The model follows the same principle of the Team Orienteering Problem by selecting the patients to be included in the routes attending the maximum reduction in costs when compared with individual transportation. This model establishes the best sets of patients to be transported together. The model was implemented in AMPL and a compact formulation was solved using NEOS Server. A heuristic procedure based on iteratively solving problems with one vehicle was presented, and this heuristic provides good results in terms of accuracy and computation time.

Epidemic store for massive scale systems

The MAP-i doctoral program of the Universities of Minho, Aveiro and Porto

Impact of an occupational gym program on flexibility in office workers

The problem of work-related musculoskeletal disorders is a rising concern in the companies. Thus, occupational gym has emerged as a possible solution to this problem because it leads to changes in the lifestyle by promoting health and physical activity. In this regard, this study purposes to evaluate the impact of an occupational gym program in the neck and shoulder flexibility in office workers. In order to evaluate the levels of flexibility, a universal goniometer was used for pre and post occupational gym program implementation. The program had an extension of three months, with 15 minutes sessions twice a week. The sample consisted in an intervention group comprised of 30 elements and a control group composed of 8 elements. The results suggest that there were improvements in flexibility at the cervical spine and shoulder segments levels. The increase on flexibility between the two time points in the intervention group was significant, unlike the control group that presented only slight improvements.

Reverse engineering of web applications

The MAP-i Doctoral Program of the Universities of Minho, Aveiro and Porto

Avaliação de programas de inovação: a importância dos impactos indiretos

Programa Doutoral em Engenharia Industrial e de Sistemas

Otimização com restrições de complementaridade: algoritmos e aplicações

Tese de Doutoramento em Engenharia Industrial e de Sistemas (PDEIS)

Logic programming and artificial neural networks in breast cancer detection

About 90% of breast cancers do not cause or are capable of producing death if detected at an early stage and treated properly. Indeed, it is still not known a specific cause for the illness. It may be not only a beginning, but also a set of associations that will determine the onset of the disease. Undeniably, there are some factors that seem to be associated with the boosted risk of the malady. Pondering the present study, different breast cancer risk assessment models where considered. It is our intention to develop a hybrid decision support system under a formal framework based on Logic Programming for knowledge representation and reasoning, complemented with an approach to computing centered on Artificial Neural Networks, to evaluate the risk of developing breast cancer and the respective Degree-of-Confidence that one has on such a happening.

Intervention program on adolescent’s creativity representations and academic motivation

Creativity and its promotion are widespread concerns in education. However, few efforts have been made to implement intervention programs designed to promote creativity and other related aspects (e.g., academic motivation). The Future Problem Solving Program International (FPSPI), aimed for training creativity representations and creative problem solving skills in young people, has been one of the most implemented programs. This intervention’s materials and activities were adapted for Portuguese students, and a longitudinal study was conducted. The program was implemented during four months, in weekly sessions, by thirteen teachers. Teachers received previous training for the program and during the program’s implementation. Intervention participants included 77 Basic and Secondary Education students, and control participants included 78 equivalent students. Pretest-posttest measures of academic motivation and creativity representations were collected. Results suggest a significant increase, in the intervention group, in motivation and the appropriate representations of creativity. Practical implications and future research perspectives are presented.

A integração de técnicas BIM (Building Information Modeling) no projeto e na construção de estruturas de madeira

Dissertação de mestrado integrado em Engenharia Civil

Single line for assembly just-in-sequence multiple models

Programa Doutoral em Líderes para as Indústrias Tecnológicas

From software extensions to product lines of dataflow programs

Abstract Dataflow programs are widely used. Each program is a directed graph where nodes are computations and edges indicate the flow of data. In prior work, we reverse-engineered legacy dataflow programs by deriving their optimized implementations from a simple specification graph using graph transformations called refinements and optimizations. In MDE-speak, our derivations were PIM-to-PSM mappings. In this paper, we show how extensions complement refinements, optimizations, and PIM-to-PSM derivations to make the process of reverse engineering complex legacy dataflow programs tractable. We explain how optional functionality in transformations can be encoded, thereby enabling us to encode product lines of transformations as well as product lines of dataflow programs. We describe the implementation of extensions in the ReFlO tool and present two non-trivial case studies as evidence of our work’s generality