Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

A numerical analysis of generalized Boussinesq-type equation using continuos/discontinuous FEM

An improved class of Boussinesq systems of an arbitrary order using a wave surface elevation and velocity potential formulation is derived. Dissipative effects and wave generation due to a time-dependent varying seabed are included. Thus, high-order source functions are considered. For the reduction of the system order and maintenance of some dispersive characteristics of the higher-order models, an extra O(mu 2n+2) term (n ??? N) is included in the velocity potential expansion. We introduce a nonlocal continuous/discontinuous Galerkin FEM with inner penalty terms to calculate the numerical solutions of the improved fourth-order models. The discretization of the spatial variables is made using continuous P2 Lagrange elements. A predictor-corrector scheme with an initialization given by an explicit RungeKutta method is also used for the time-variable integration. Moreover, a CFL-type condition is deduced for the linear problem with a constant bathymetry. To demonstrate the applicability of the model, we considered several test cases. Improved stability is achieved.

Periodic paths on nonautonomous graphs

We define nonautonomous graphs as a class of dynamic graphs in discrete time whose time-dependence consists in connecting or disconnecting edges. We study periodic paths in these graphs, and the associated zeta functions. Based on the analytic properties of these zeta functions we obtain explicit formulae for the number of n-periodic paths, as the sum of the nth powers of some specific algebraic numbers.

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Relatório da Prática Profissional Supervisionada Mestrado em Educação Pré-Escolar

On-line defragmentation for run-time partially reconfigurable FPGAs

Dynamically reconfigurable systems have benefited from a new class of FPGAs recently introduced into the market, which allow partial and dynamic reconfiguration at run-time, enabling multiple independent functions from different applications to share the same device, swapping resources as needed. When the sequence of tasks to be performed is not predictable, resource allocation decisions have to be made on-line, fragmenting the FPGA logic space. A rearrangement may be necessary to get enough contiguous space to efficiently implement incoming functions, to avoid spreading their components and, as a result, degrading their performance. This paper presents a novel active replication mechanism for configurable logic blocks (CLBs), able to implement on-line rearrangements, defragmenting the available FPGA resources without disturbing those functions that are currently running.

Digestão anaeróbia de biomassa utilizando como substrato Cynara cardunculus L.

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova Lisboa para a obtenção de grau de Mestre em Bioenergia

L'émigration en tant que processus de déplacement et de recomposition de l'habitat

Sociedade e Território - Enjeux sociaux et transformations du territoire, Nº Especial, Lisboa, p. 53-56

Radiometric studies on the oxidation of (U-14C) L-amino acids by drug-susceptible and drug-resistant mycobacteria

A radiometric assay system has been used to study oxidation patterns of (U-14C) L-amino acids by drug-susceptible and drug-resistant mycobacteria. Drug-susceptible M. tuberculosis (H37Rv TMC 102 and Erdman) along with the drug-resistant organism M. tuberculosis (H37 Rv TMC 303), M. bovis, M. avium, M. intracellulare, M. kansasii and M. chelonei were used. The organisms were inoculated into a sterile reaction system with liquid 7H9 medium and one of the (U-14C) L-amino acids. Each organism displayed a different pattern of amino acid oxidation, but these patterns were not distinctive enough for identification of the organism. Complex amino acids such as proline, phenylalanine and tyrosine were of no use in identification of mycobacteria, since virtually all organisms failed to oxidize them. There was no combination of substrates able to separate susceptible from resistant organisms.

Comparative study of the biological behaviour in hamster of two isolates of leishmania characterized respectively as L. major-like and L. donovani

Hamster inoculated intraperitoneally with 1 x 10(7) parasites of L. donovani and L. major-like of the New World were studied in groups of 15, 30, 60 and 90 days of infection. The parasite load and density showed progressive increase with the evolution of the infection and was higher in the L. donovani groups than in the L. major-like groups. The L. major-like groups showed parasite density higher in the spleen than in the liver and was similar in both organs in L. donovani groups. The histopathology showed a diffuse marked hyperplasia and hypertrophy of the reticuloendothelial system with high parasitism in the L. donovani groups while there was focal involvement of these organs in L. major-like groups, forming nodules of macrophages that were scantly parasitised. The biological behaviour could be useful in the preliminary studies of Leishmania strain in regional laboratories and understanding the histopathology of lesions caused by different leishmania species.

A new approach to assess defragmentation strategies in dynamically reconfigurable FPGAs

Fragmentation on dynamically reconfigurable FPGAs is a major obstacle to the efficient management of the logic space in reconfigurable systems. When resource allocation decisions have to be made at run-time a rearrangement may be necessary to release enough contiguous resources to implement incoming functions. The feasibility of run-time relocation depends on the processing time required to set up rearrangements. Moreover, the performance of the relocated functions should not be affected by this process or otherwise the whole system performance, and even its operation, may be at risk. Relocation should take into account not only specific functional issues, but also the FPGA architecture, since these two aspects are normally intertwined. A simple and fast method to assess performance degradation of a function during relocation and to speed up the defragmentation process, based on previous function labelling and on the application of the Euclidian distance concept, is proposed in this paper.

Desenvolver o conhecimento sintático explícito no 1.º ciclo do ensino básico

Dissertação apresentada à Escola Superior de Educação de Lisboa para obtenção de grau de mestre em Didática da Língua Portuguesa

Télédetection en milieu périurbain. Détection et localisation du changement de l'occupation du sol par intégration des donnés-satellite SPOT HRV dans un système d'information géographique

Thèse pour obtenir le grade de DOCTEUR DE L' UNIVERSITÉ PARIS XII, Discipline: Urbanisme Aménagement

Run-time defragmentation for dynamically reconfigurable hardware

Reconfigurable computing experienced a considerable expansion in the last few years, due in part to the fast run-time partial reconfiguration features offered by recent SRAM-based Field Programmable Gate Arrays (FPGAs), which allowed the implementation in real-time of dynamic resource allocation strategies, with multiple independent functions from different applications sharing the same logic resources in the space and temporal domains. However, when the sequence of reconfigurations to be performed is not predictable, the efficient management of the logic space available becomes the greatest challenge posed to these systems. Resource allocation decisions have to be made concurrently with system operation, taking into account function priorities and optimizing the space currently available. As a consequence of the unpredictability of this allocation procedure, the logic space becomes fragmented, with many small areas of free resources failing to satisfy most requests and so remaining unused. A rearrangement of the currently running functions is therefore necessary, so as to obtain enough contiguous space to implement incoming functions, avoiding the spreading of their components and the resulting degradation of system performance. A novel active relocation procedure for Configurable Logic Blocks (CLBs) is herein presented, able to carry out online rearrangements, defragmenting the available FPGA resources without disturbing functions currently running.