Understanding multi-asset factor models: Factor exposure interpretation

Field lab: Business project

Orthogonal models, structure crossing, nesting and inference

We intend to study the algebraic structure of the simple orthogonal models to use them, through binary operations as building blocks in the construction of more complex orthogonal models. We start by presenting some matrix results considering Commutative Jordan Algebras of symmetric matrices, CJAs. Next, we use these results to study the algebraic structure of orthogonal models, obtained by crossing and nesting simpler ones. Then, we study the normal models with OBS, which can also be orthogonal models. We intend to study normal models with OBS (Orthogonal Block Structure), NOBS (Normal Orthogonal Block Structure), obtaining condition for having complete and suffcient statistics, having UMVUE, is unbiased estimators with minimal covariance matrices whatever the variance components. Lastly, see ([Pereira et al. (2014)]), we study the algebraic structure of orthogonal models, mixed models whose variance covariance matrices are all positive semi definite, linear combinations of known orthogonal pairwise orthogonal projection matrices, OPOPM, and whose least square estimators, LSE, of estimable vectors are best linear unbiased estimator, BLUE, whatever the variance components, so they are uniformly BLUE, UBLUE. From the results of the algebraic structure we will get explicit expressions for the LSE of these models.

Cultural journalism in a digital environment : new models, practices and possibilities

Both culture coverage and digital journalism are contemporary phenomena that have undergone several transformations within a short period of time. Whenever the media enters a period of uncertainty such as the present one, there is an attempt to innovate in order to seek sustainability, skip the crisis or find a new public. This indicates that there are new trends to be understood and explored, i.e., how are media innovating in a digital environment? Not only does the professional debate about the future of journalism justify the need to explore the issue, but so do the academic approaches to cultural journalism. However, none of the studies so far have considered innovation as a motto or driver and tried to explain how the media are covering culture, achieving sustainability and engaging with the readers in a digital environment. This research examines how European media which specialize in culture or have an important cultural section are innovating in a digital environment. Specifically, we see how these innovation strategies are being taken in relation to the approach to culture and dominant cultural areas, editorial models, the use of digital tools for telling stories, overall brand positioning and extensions, engagement with the public and business models. We conducted a mixed methods study combining case studies of four media projects, which integrates qualitative web features and content analysis, with quantitative web content analysis. Two major general-interest journalistic brands which started as physical newspapers – The Guardian (London, UK) and Público (Lisbon, Portugal) – a magazine specialized in international affairs, culture and design – Monocle (London, UK) – and a native digital media project that was launched by a cultural organization – Notodo, by La Fábrica – were the four case studies chosen. Findings suggest, on one hand, that we are witnessing a paradigm shift in culture coverage in a digital environment, challenging traditional boundaries related to cultural themes and scope, angles, genres, content format and delivery, engagement and business models. Innovation in the four case studies lies especially along the product dimensions (format and content), brand positioning and process (business model and ways to engage with users). On the other hand, there are still perennial values that are crucial to innovation and sustainability, such as commitment to journalism, consistency (to the reader, to brand extensions and to the advertiser), intelligent differentiation and the capability of knowing what innovation means and how it can be applied, since this thesis also confirms that one formula doesn´t suit all. Changing minds, exceeding cultural inertia and optimizing the memory of the websites, looking at them as living, organic bodies, which continuously interact with the readers in many different ways, and not as a closed collection of articles, are still the main challenges for some media.

Development of human central nervous system 3D in vitro models for preclinical research

Neurological disorders are a major concern in modern societies, with increasing prevalence mainly related with the higher life expectancy. Most of the current available therapeutic options can only control and ameliorate the patients’ symptoms, often be-coming refractory over time. Therapeutic breakthroughs and advances have been hampered by the lack of accurate central nervous system (CNS) models. The develop-ment of these models allows the study of the disease onset/progression mechanisms and the preclinical evaluation of novel therapeutics. This has traditionally relied on genetically engineered animal models that often diverge considerably from the human phenotype (developmentally, anatomically and physiologically) and 2D in vitro cell models, which fail to recapitulate the characteristics of the target tissue (cell-cell and cell-matrix interactions, cell polarity). The in vitro recapitulation of CNS phenotypic and functional features requires the implementation of advanced culture strategies that enable to mimic the in vivo struc-tural and molecular complexity. Models based on differentiation of human neural stem cells (hNSC) in 3D cultures have great potential as complementary tools in preclinical research, bridging the gap between human clinical studies and animal models. This thesis aimed at the development of novel human 3D in vitro CNS models by integrat-ing agitation-based culture systems and a wide array of characterization tools. Neural differentiation of hNSC as 3D neurospheres was explored in Chapter 2. Here, it was demonstrated that human midbrain-derived neural progenitor cells from fetal origin (hmNPC) can generate complex tissue-like structures containing functional dopaminergic neurons, as well as astrocytes and oligodendrocytes. Chapter 3 focused on the development of cellular characterization assays for cell aggregates based on light-sheet fluorescence imaging systems, which resulted in increased spatial resolu-tion both for fixed samples or live imaging. The applicability of the developed human 3D cell model for preclinical research was explored in Chapter 4, evaluating the poten-tial of a viral vector candidate for gene therapy. The efficacy and safety of helper-dependent CAV-2 (hd-CAV-2) for gene delivery in human neurons was evaluated, demonstrating increased neuronal tropism, efficient transgene expression and minimal toxicity. The potential of human 3D in vitro CNS models to mimic brain functions was further addressed in Chapter 5. Exploring the use of 13C-labeled substrates and Nucle-ar Magnetic Resonance (NMR) spectroscopy tools, neural metabolic signatures were evaluated showing lineage-specific metabolic specialization and establishment of neu-ron-astrocytic shuttles upon differentiation. Chapter 6 focused on transferring the knowledge and strategies described in the previous chapters for the implementation of a scalable and robust process for the 3D differentiation of hNSC derived from human induced pluripotent stem cells (hiPSC). Here, software-controlled perfusion stirred-tank bioreactors were used as technological system to sustain cell aggregation and dif-ferentiation. The work developed in this thesis provides practical and versatile new in vitro ap-proaches to model the human brain. Furthermore, the culture strategies described herein can be further extended to other sources of neural phenotypes, including pa-tient-derived hiPSC. The combination of this 3D culture strategy with the implemented characterization methods represents a powerful complementary tool applicable in the drug discovery, toxicology and disease modeling.

The characteristics of social entrepreneurship business models in Portugal

This work project is based on the MIES (Map of Innovation and Social Entrepreneurship in Portugal) database and it aims to understand the characteristics of social business models in the context of the portuguese market, by determining whether they follow the proposed characteristics by John Elkington and Pamela Hartigan, and then adding to their matrix. Furthermore, it tries to determine success patterns by comparing a group of successful social ventures with a group of less successful ones, with the objective of increasing the knowledge of social entrepreneurship as it applies to Portugal and provide a framework for future study.

Integration of geometric consistency contributory factors in three-leg junctions collision prediction models of Portuguese two-lane national highways

This paper aims at developing a collision prediction model for three-leg junctions located in national roads (NR) in Northern Portugal. The focus is to identify factors that contribute for collision type crashes in those locations, mainly factors related to road geometric consistency, since literature is scarce on those, and to research the impact of three modeling methods: generalized estimating equations, random-effects negative binomial models and random-parameters negative binomial models, on the factors of those models. The database used included data published between 2008 and 2010 of 177 three-leg junctions. It was split in three groups of contributing factors which were tested sequentially for each of the adopted models: at first only traffic, then, traffic and the geometric characteristics of the junctions within their area of influence; and, lastly, factors which show the difference between the geometric characteristics of the segments boarding the junctionsâ area of influence and the segment included in that area were added. The choice of the best modeling technique was supported by the result of a cross validation made to ascertain the best model for the three sets of researched contributing factors. The models fitted with random-parameters negative binomial models had the best performance in the process. In the best models obtained for every modeling technique, the characteristics of the road environment, including proxy measures for the geometric consistency, along with traffic volume, contribute significantly to the number of collisions. Both the variables concerning junctions and the various national highway segments in their area of influence, as well as variations from those characteristics concerning roadway segments which border the already mentioned area of influence have proven their relevance and, therefore, there is a rightful need to incorporate the effect of geometric consistency in the three-leg junctions safety studies.

Influência da temperatura na germinação de sementes de Cubiu (Solanum sessiliflorum Dunal) no escuro

Objetivou-se determinar a influência de diferentes temperaturas constantes (20, 25, 30 e 35°C) e alternadas de 12 / 12 horas (20:30°C e 20:35°C) na germinação de sementes de uma população cultivada de cubiu (Solanum sessiliflorum Dunal) na ausência de luz. Foram avaliadas a percentagem de germinação e o índice de velocidade de germinação (I.V.G.). Os tratamentos com temperaturas alternadas foram similares, com 68,7% e 65,5% de germinação e com 33,7 e 32,7 de I.V.G., respectivamente. Nos tratamentos com temperaturas constantes a germinação foi baixa, com percentagens de germinação entre 0 e 1%.

Influência do tipo de alimento e da temperatura na evacuação gástrica da piranha caju (Pygocentrus nattereri) em condições experimentais

taxa de evacuação gástrica é uma variável importante para estimar o consumo diário de alimento e portanto a pressão de predação que um piscívoro exerce sobre as presas. Esta taxa pode ser influenciada pela temperatura, tamanho do predador e pelo tipo de alimento. Neste trabalho medimos experimentalmente os efeitos que estas três variáveis exercem sobre a evacuação gástrica de Pygocentrus nattereri, um dos principais piscívoros da Amazônia. Para isso foram utilizadas temperaturas variando de 27° a 31°C e os seguintes itens alimentares: músculo e nadadeira de Semaprochilodus insignis e gafanhoto da espécie Paulinia sp. Estes alimentos compõem a dieta silvestre da piranha. O tamanho da piranha não influenciou na evacuação gástrica. Músculos obtiveram uma taxa de evacuação gástrica de 18,3% h -1, enquanto que nadadeira e gafanhoto obtiveram uma taxa média de 10,7% h -1. O efeito da temperatura foi mais pronunciado quando o item alimentar era músculo do que com nadadeira e insetos.

Conceptual-physical bridging – From BPMN models to physical implementations on kettle

Developing and implementing data-oriented workflows for data migration processes are complex tasks involving several problems related to the integration of data coming from different schemas. Usually, they involve very specific requirements - every process is almost unique. Having a way to abstract their representation will help us to better understand and validate them with business users, which is a crucial step for requirements validation. In this demo we present an approach that provides a way to enrich incrementally conceptual models in order to support an automatic way for producing their correspondent physical implementation. In this demo we will show how B2K (Business to Kettle) system works transforming BPMN 2.0 conceptual models into Kettle data-integration executable processes, approaching the most relevant aspects related to model design and enrichment, model to system transformation, and system execution.

Automatic generation of ETL physical systems from BPMN conceptual models

ETL conceptual modeling is a very important activity in any data warehousing system project implementation. Owning a high-level system representation allowing for a clear identification of the main parts of a data warehousing system is clearly a great advantage, especially in early stages of design and development. However, the effort to model conceptually an ETL system rarely is properly rewarded. Translating ETL conceptual models directly into something that saves work and time on the concrete implementation of the system process it would be, in fact, a great help. In this paper we present and discuss a hybrid approach to this problem, combining the simplicity of interpretation and power of expression of BPMN on ETL systems conceptualization with the use of ETL patterns to produce automatically an ETL skeleton, a first prototype system, which has the ability to be executed in a commercial ETL tool like Kettle.

Implementation of integral viscoelastic constitutive models in OpenFOAM® computational library

This work reports the implementation and verification of a new so lver in OpenFOAM® open source computational library, able to cope with integral viscoelastic models based on the integral upper-convected Maxwell model. The code is verified through the comparison of its predictions with analytical solutions and numerical results obtained with the differential upper-convected Maxwell model

Influência da temperatura e do substrato na germinação de sementes de itaubarana (Acosmium nitens (Vog.) Yakovlev) - Leguminosae, Caesalpinoideae

Acosmium nitens (Vog.) Yakovlev (Itaubarana), Leguminosae Caesalpinoideae, é uma espécie madeireira e ocorre em áreas inundáveis da Amazônia. O objetivo deste trabalho foi estudar a germinação de sementes de itaubarana sob diferentes condições de temperatura e substrato, utilizando-se como parâmetros a porcentagem e o tempo médio de germinação. Realizou-se um experimento, de acordo com o fatorial 4x3, nas temperaturas constantes de 20, 25, 30 e 35°C e utilizando os substratos sobre areia (S.A), sobre papel (S.P) e sobre vermiculita (S.V). O delineamento estatístico empregado foi o inteiramente casualizado em esquema fatorial, com quatro repetições de 25 sementes por tratamento. Os resultados demonstraram que não ocorreu germinação das sementes quando semeadas sobre papel nas temperaturas de 30 e 35°C. Para o substrato vermiculita, em todas as temperaturas testadas, foram observadas altas taxas de germinação das sementes com valores variando de 87 a 97%. A temperatura de 30°C juntamente com o substrato vermiculita mostrou-se mais adequada para a germinação das sementes; nesta condição foi obtida a maior taxa de germinação (97%) com tempo médio de aproximadamente 5,0 dias. Para o substrato sobre areia, as temperaturas de 20, 25 e 30°C proporcionaram maiores porcentagens de germinação das sementes quando comparadas com a temperatura de 35°C. Para as temperaturas de 30 e 35°C, o substrato sobre vermiculita proporcionou maior taxa de germinação quando comparado aos demais substratos.

Química atmosférica na Amazônia: a floresta e as emissões de queimadas controlando a composição da atmosfera amazônica

Entender os processos naturais que regulam a composição da atmosfera é crítico para que se possa desenvolver uma estratégia de desenvolvimento sustentável na região. As grandes emissões de gases e partículas durante a estação seca provenientes das queimadas alteram profundamente a composição da atmosfera amazônica na maior parte de sua área. As concentrações de partículas de aerossóis e gases traço aumentam por fatores de 2 a 8 em grandes áreas, afetando os mecanismos naturais de uma série de processos atmosféricos na região amazônica. Os mecanismos de formação de nuvens, por exemplo, são profundamente alterados quando a concentração de núcleos de condensação de nuvens (NCN) passa de 200 a 300 NCN/cm³ na estação chuvosa para 5.000-10.000 NCN/centímetro cúbico na estação seca. As gotas de nuvens sofrem uma redução de tamanho de 18 a 25 micrômetros para 5 a 10 micrômetros, diminuindo a eficiência do processo de precipitação e suprimindo a formação de nuvens. A concentração de ozônio, um gás importante para a saúde da floresta amazônica passa de cerca de 12 partes por bilhão em volume (ppb) (concentração típica ao meio do dia na estação chuvosa) para valores em regiões fortemente impactadas por queimadas de até 100 ppb, nível que pode ser fitotóxico para a vegetação. O balanço de radiação é fortemente afetado, com uma perda líquida de até 70% da radiação fotossinteticamente ativa na superfície.

Modelling Amazonian forest eddy covariance data: a comparison of big leaf versus sun/shade models for the C-14 tower at Manaus I. Canopy photosynthesis

In this study, we concentrate on modelling gross primary productivity using two simple approaches to simulate canopy photosynthesis: "big leaf" and "sun/shade" models. Two approaches for calibration are used: scaling up of canopy photosynthetic parameters from the leaf to the canopy level and fitting canopy biochemistry to eddy covariance fluxes. Validation of the models is achieved by using eddy covariance data from the LBA site C14. Comparing the performance of both models we conclude that numerically (in terms of goodness of fit) and qualitatively, (in terms of residual response to different environmental variables) sun/shade does a better job. Compared to the sun/shade model, the big leaf model shows a lower goodness of fit and fails to respond to variations in the diffuse fraction, also having skewed responses to temperature and VPD. The separate treatment of sun and shade leaves in combination with the separation of the incoming light into direct beam and diffuse make sun/shade a strong modelling tool that catches more of the observed variability in canopy fluxes as measured by eddy covariance. In conclusion, the sun/shade approach is a relatively simple and effective tool for modelling photosynthetic carbon uptake that could be easily included in many terrestrial carbon models.

Influência da temperatura e da quantidade de água no substrato sobre a germinação de sementes de Ochroma pyramidale (Cav. ex Lam.) Urban (pau-de-balsa)

O presente trabalho foi conduzido com o objetivo de avaliar diferentes volumes de água no substrato e temperaturas na germinação de sementes de Ochroma pyramidale (Cav. ex Lam.) Urban. Antes da instalação dos testes de germinação, as sementes foram tratadas com imersão em água quente a 80º C até o resfriamento, para superar a dormência. A semeadura foi realizada em rolos de papel germitest, umedecidos com volumes (mL) de água equivalentes a 1,5; 2,0; 2,5 e 3,0 vezes o peso do substrato nas temperaturas de 25, 30 e 35º C. O delineamento experimental adotado foi o inteiramente casualizado com os tratamentos em esquema fatorial 4 x 3. Para cada tratamento, utilizaram-se quatro repetições de 25 sementes. Após o encerramento do experimento (aos 21 dias), foi avaliada a porcentagem, o índice de velocidade de germinação e os comprimentos da raiz primária e do hipocótilo. A porcentagem de germinação final não foi influenciada pelos fatores estudados. O índice de velocidade de germinação foi favorecido pelas maiores temperaturas, 30 e 35º C. A temperatura de 30º C e a quantidade de água de 1,5 vezes o peso do papel, e 35º C e a quantidade de 3,0 vezes, foram as mais indicadas para o desenvolvimento da raiz primária e do hipocótilo da espécie. Para a germinação das sementes de O. pyramidale recomenda-se a temperatura de 30º C com a quantidade de água de 1,5 vezes o peso do papel, e a temperatura de 35º C com a quantidade de água de 3,0 vezes.