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.

Aprendizagem baseada na resolução de problemas: uma experiência pedagógica com alunos de um Curso de Especialização Tecnológica

Relatório de estágio de mestrado em Ensino de Informática

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.

The non-emergency patient transport modelled as a team orienteering problem

This work presents an improved model 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 Orienteering Problems is presented, and this heuristic provides good results in terms of accuracy and computation time. Euclidean instances as well as asymmetric real data gathered from Google maps were used, and the model has a promising performance mainly with asymmetric cost matrices.

Vision-based hand Wheel-chair control

Several studies have shown that people with disabilities benefit substantially from access to a means of independent mobility and assistive technology. Researchers are using technology originally developed for mobile robots to create easier to use wheelchairs. With this kind of technology people with disabilities can gain a degree of independence in performing daily life activities. In this work a computer vision system is presented, able to drive a wheelchair with a minimum number of finger commands. The user hand is detected and segmented with the use of a kinect camera, and fingertips are extracted from depth information, and used as wheelchair commands.

Generic system for human-computer gesture interaction: applications on sign language recognition and robotic soccer refereeing

Hand gestures are a powerful way for human communication, with lots of potential applications in the area of human computer interaction. Vision-based hand gesture recognition techniques have many proven advantages compared with traditional devices, giving users a simpler and more natural way to communicate with electronic devices. This work proposes a generic system architecture based in computer vision and machine learning, able to be used with any interface for human-computer interaction. The proposed solution is mainly composed of three modules: a pre-processing and hand segmentation module, a static gesture interface module and a dynamic gesture interface module. The experiments showed that the core of visionbased interaction systems could be the same for all applications and thus facilitate the implementation. For hand posture recognition, a SVM (Support Vector Machine) model was trained and used, able to achieve a final accuracy of 99.4%. For dynamic gestures, an HMM (Hidden Markov Model) model was trained for each gesture that the system could recognize with a final average accuracy of 93.7%. The proposed solution as the advantage of being generic enough with the trained models able to work in real-time, allowing its application in a wide range of human-machine applications. To validate the proposed framework two applications were implemented. The first one is a real-time system able to interpret the Portuguese Sign Language. The second one is an online system able to help a robotic soccer game referee judge a game in real time.

Generic system for human-computer gesture interaction

Hand gestures are a powerful way for human communication, with lots of potential applications in the area of human computer interaction. Vision-based hand gesture recognition techniques have many proven advantages compared with traditional devices, giving users a simpler and more natural way to communicate with electronic devices. This work proposes a generic system architecture based in computer vision and machine learning, able to be used with any interface for humancomputer interaction. The proposed solution is mainly composed of three modules: a pre-processing and hand segmentation module, a static gesture interface module and a dynamic gesture interface module. The experiments showed that the core of vision-based interaction systems can be the same for all applications and thus facilitate the implementation. In order to test the proposed solutions, three prototypes were implemented. For hand posture recognition, a SVM model was trained and used, able to achieve a final accuracy of 99.4%. For dynamic gestures, an HMM model was trained for each gesture that the system could recognize with a final average accuracy of 93.7%. The proposed solution as the advantage of being generic enough with the trained models able to work in real-time, allowing its application in a wide range of human-machine applications.

Dynamic group formation in mobile computer supported collaborative learning environment

Forming suitable learning groups is one of the factors that determine the efficiency of collaborative learning activities. However, only a few studies were carried out to address this problem in the mobile learning environments. In this paper, we propose a new approach for an automatic, customized, and dynamic group formation in Mobile Computer Supported Collaborative Learning (MCSCL) contexts. The proposed solution is based on the combination of three types of grouping criteria: learner’s personal characteristics, learner’s behaviours, and context information. The instructors can freely select the type, the number, and the weight of grouping criteria, together with other settings such as the number, the size, and the type of learning groups (homogeneous or heterogeneous). Apart from a grouping mechanism, the proposed approach represents a flexible tool to control each learner, and to manage the learning processes from the beginning to the end of collaborative learning activities. In order to evaluate the quality of the implemented group formation algorithm, we compare its Average Intra-cluster Distance (AID) with the one of a random group formation method. The results show a higher effectiveness of the proposed algorithm in forming homogenous and heterogeneous groups compared to the random method.

Avaliação do processo de implementação de PBL num curso de engenharia informática em Moçambique: as percepções dos estudantes

O presente artigo traz uma avaliação sobre um processo de implementação do PBL que ocorreu no curso de Engenharia Informática na Faculdade de Engenharia da Universidade Eduardo Mondlane em Moçambique. Por este processo ser novo no contexto de ensino de Engenharia em Moçambique foram os desafios encontrados por parte dos docentes e estudantes relativos a implementação, coordenação e adequação do currículo a metodologia do PBL, fazendo com que o processo de implementação fosse gradual. Assim no primeiro semestre de 2014 foi implementado um processo PBL piloto envolvendo as disciplinas de Programação Orientada à Objetos 1 e Base de Dados 1, que foram disciplinas escolhidas pelo facto de seus currículos terem matérias comuns, todos desafios e comentários dados pelos estudantes foram levados em conta no desenho do segundo processo PBL para o segundo semestre de 2014 que envolveu as disciplinas de Programação Orientada à Objetos 2, Base de Dados 2 e Sistemas de Multimídia fazendo com que houvesse mais informação para o terceiro processo envolvendo as disciplinas de Engenharia de Software 1 e Programação em Web. A avaliação do processo por parte dos estudantes, veio através de inquiridos onde os estudantes fizeram chegar as suas preocupações e ideias a respeito do PBL e dos moldes em que este estava a ser implementado no currículo. O processo de implementação do PBL pode ser considerado uma experiência bem sucedida e com futuro promissor e que de certeza vai ajudar a inovar os processos de ensino de engenharia em Moçambique.

Artificial neural networks in diagnosis of liver diseases

Liver diseases have severe patients’ consequences, being one of the main causes of premature death. These facts reveal the centrality of one`s daily habits, and how important it is the early diagnosis of these kind of illnesses, not only to the patients themselves, but also to the society in general. Therefore, this work will focus on the development of a diagnosis support system to these kind of maladies, built under a formal framework based on Logic Programming, in terms of its knowledge representation and reasoning procedures, complemented with an approach to computing grounded on Artificial Neural Networks.

Towards human-like bimanual movements in anthropomorphic robots: a nonlinear optimization approach

Previously we have presented a model for generating human-like arm and hand movements on an unimanual anthropomorphic robot involved in human-robot collaboration tasks. The present paper aims to extend our model in order to address the generation of human-like bimanual movement sequences which are challenged by scenarios cluttered with obstacles. Movement planning involves large scale nonlinear constrained optimization problems which are solved using the IPOPT solver. Simulation studies show that the model generates feasible and realistic hand trajectories for action sequences involving the two hands. The computational costs involved in the planning allow for real-time human robot-interaction. A qualitative analysis reveals that the movements of the robot exhibit basic characteristics of human movements.

Estudo, desenvolvimento de manuais de utilização e colocação em funcionamento da bancada SIMATIC da Siemens

Dissertação de mestrado em Engenharia Mecatrónica

Towards the design and implementation of aspect-oriented programming for spreadsheets

A spreadsheet usually starts as a simple and singleuser software artifact, but, as frequent as in other software systems, quickly evolves into a complex system developed by many actors. Often, different users work on different aspects of the same spreadsheet: while a secretary may be only involved in adding plain data to the spreadsheet, an accountant may define new business rules, while an engineer may need to adapt the spreadsheet content so it can be used by other software systems.Unfortunately,spreadsheetsystemsdonotoffermodular mechanisms, and as a consequence, some of the previous tasks may be defined by adding intrusive “code” to the spreadsheet. In this paper we go through the design and implementation of an aspect-oriented language for spreadsheets so that users can work on different aspects of a spreadsheet in a modular way. For example, aspects can be defined in order to introduce new business rules to an existing spreadsheet, or to manipulate the spreadsheet data to be ported to another system. Aspects are defined as aspect-oriented program specifications that are dynamically woven into the underlying spreadsheet by an aspect weaver. In this aspect-oriented style of spreadsheet development, differentusers develop,orreuse,aspects withoutaddingintrusive code to the original spreadsheet. Such code is added/executed by the spreadsheet weaving mechanism proposed in this paper.