How do current term structure model behave beyond the last liquid point?: A comparison of the DNS and Smith-Wilson methods

A Work Project, presented as part of the requirements for the Award of a Master’s Double Degree in Finance from Maastricht University and NOVA – School of Business and Economics

Reconnection current sheet structure in a turbulent medium

In the presence of turbulence, magnetic field lines lose their dynamical identity and particles entrained on field lines diffuse through space at a rate determined by the amplitude of the turbulence. In previous work (Lazarian and Vishniac, 1999; Kowal et al., 2009; Eyink et al., 2011) we showed that this leads to reconnection speeds which are independent of resistivity. In particular, in Kowal et al. (2009) we showed that numerical simulations were consistent with the predictions of this model. Here we examine the structure of the current sheet in simulations of turbulent reconnection. Laminar flows consistent with the Sweet-Parker reconnection model produce very thin and well ordered currents sheets. On the other hand, the simulations of Kowal et al. (2009) show a strongly disordered state even for relatively low levels of turbulence. Comparing data cubes with and without reconnection, we find that large scale field reversals are the cumulative effect of many individual eddies, each of which has magnetic properties which are not very different from turbulent eddies in a homogeneous background. This implies that the properties of stationary and homogeneous MHD turbulence are a reasonable guide to understanding turbulence during large scale magnetic reconnection events. In addition, dissipation and high energy particle acceleration during reconnection events take place over a macroscopic volume, rather than being confined to a narrow zone whose properties depend on microscopic transport coefficients.

Electric field distribution in silicon edgeless detector

This Master’s Thesis work reports about electric field distribution in recently developed silicon edgeless detector with a new current terminating structure. This structure enables the essential reduction of insensitive detector area as well as allows separation of the current flowing through the active area from the current flowing at the cut edge. The reliable operation of this detector is strongly needed due to the installation inside LHC. In accordance with formulated problems SEM was used as an investigation tool for collecting the data about electric field distribution.

Inferences of evolutionary and ecological events that influenced the population structure of Plebeia remota, a stingless bee from Brazil

The present study characterised the population genetic structure of Plebeia remota through mitochondrial DNA (mtDNA) analysis and evaluated evolutionary and ecological processes that may have contributed to the species current genetic scenario. Seventy feral nests were sampled representing four geographic regions (Cunha, Curitiba, Prudentopolis, and Blumenau). Fifteen composite mtDNA haplotypes were determined and a high genetic structure was detected among all populations. The current population structure may be a result of queen philopatry and vegetation shifts caused by palaeoclimatic changes and uplift of Brazilian coastal ranges. Finally, this study strongly suggests a revision of the taxonomic status of P. remota from the Prudentopolis region.

Novel structure for large area image sensing

This work presents preliminary results in the study of a novel structure for a laser scanned photodiode (LSP) type of image sensor. In order to increase the signal output, a stacked p-i-n-p-i-n structure with an intermediate light-blocking layer is used. The image and the scanning beam are incident through opposite sides of the sensor and their absorption is kept in separate junctions by an intermediate light-blocking layer. As in the usual LSP structure the scanning beam-induced photocurrent is dependent on the local illumination conditions of the image. The main difference between the two structures arises from the fact that in this new structure the image and the scanner have different optical paths leading to an increase in the photocurrent when the scanning beam is incident on a region illuminated on the image side of the sensor, while a decreasing in the photocurrent was observed in the single junction LSP. The results show that the structure can be successfully used as an image sensor even though some optimization is needed to enhance the performance of the device.

Predicting present and future intra-specific genetic structure through niche hindcasting across 24 millennia.

Paleoclimatic reconstructions coupled with species distribution models and identification of extant spatial genetic structure have the potential to provide insights into the demographic events that shape the distribution of intra-specific genetic variation across time. Using the globeflower Trollius europaeus as a case-study, we combined (1) Amplified Fragment Length Polymorphisms, (2) suites of 1000-years stepwise hindcasted species distributions and (3) a model of diffusion through time over the last 24,000 years, to trace the spatial dynamics that most likely fits the species' current genetic structure. We show that the globeflower comprises four gene pools in Europe which, from the dry period preceding the Last Glacial Maximum, dispersed while tracking the conditions fitting its climatic niche. Among these four gene pools, two are predicted to experience drastic range retraction in the near future. Our interdisciplinary approach, applicable to virtually any taxon, is an advance in inferring how climate change impacts species' genetic structures.

Family Preservation Services under Managed Care: Current Practices and Future Directions

Family preservation service agencies in the State of Kansas have undergone major changes since the implementation of a managed care model of service delivery in 1996. This qualitative study examines the successes and barriers experienced by agency directors in utilization of a managed care system. Outcome/ performance measures utilized by the State of Kansas are reviewed, and contributing factors to the successes and limitations of the program are discussed. Included in these reviews is an analysis and presentation of literature and research which has been used as support for the current program structure. Recommendations for further evolution of practice are proposed.

Modeling associations between genetic markers using Bayesian networks

Motivation: Understanding the patterns of association between polymorphisms at different loci in a population ( linkage disequilibrium, LD) is of fundamental importance in various genetic studies. Many coefficients were proposed for measuring the degree of LD, but they provide only a static view of the current LD structure. Generative models (GMs) were proposed to go beyond these measures, giving not only a description of the actual LD structure but also a tool to help understanding the process that generated such structure. GMs based in coalescent theory have been the most appealing because they link LD to evolutionary factors. Nevertheless, the inference and parameter estimation of such models is still computationally challenging. Results: We present a more practical method to build GM that describe LD. The method is based on learning weighted Bayesian network structures from haplotype data, extracting equivalence structure classes and using them to model LD. The results obtained in public data from the HapMap database showed that the method is a promising tool for modeling LD. The associations represented by the learned models are correlated with the traditional measure of LD D`. The method was able to represent LD blocks found by standard tools. The granularity of the association blocks and the readability of the models can be controlled in the method. The results suggest that the causality information gained by our method can be useful to tell about the conservability of the genetic markers and to guide the selection of subset of representative markers.

Mecanismos de gestão de recursos humanos no setor público: as implicações da austeridade

Dissertação de Mestrado apresentada ao Instituto Politécnico do Porto para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Gestão das Organizações – Ramo de Gestão de Empresas Orientador: Professor Doutor Pedro Nunes Orientador: Professor Henrique Curado

Machine learning Gaussian short rate

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

Wealth Management in Africa: The Cape Verde Opportunity

This work project consists of a comprehensive study of the possibility of opening a Wealth Management (WM) firm located in Cape Verde (CV), and was made at the request of NovoBanco’s Research Sectorial team. WM is a growing industry that consists in the set of financial services provided to wealthy clients. After taking into account the expected industry growth of the Sub-Saharan region, the preferences of the African wealthy, the current industry structure, and the advantages and disadvantages of locating a WM business in CV, it is concluded that a business opportunity exists. The reasons for thus, along with relevant recommendations, including which services a new business should offer and whom to target specifically, are presented in the final section.

ESTABLISH & DEPLOY DOWNSTREAM MARKETING CAPABILITIES: a case study research following the framework implementation journey

According to many academic researches, the development of marketing capabilities can enhance organizational performance. Similarly, downstream marketing capabilities have an important role in accomplishment the organizational goals. Particularly the downstream marketing capabilities identified in this research are the Marketing Communication, Selling, Marketing implementation, and Market information management. These four capabilities are summarized under the following abilities. First, the ability to manage customers’ opinion regarding the offered value from the organization. Second, the ability of the organization to obtain orders from new and established customers. Third, the ability of aligning and translate the marketing strategy into an operating action plan along with the deployment of the organizational resources. Forth, the continuous process of gathering and managing information about the markets. Moreover, the literature review of this research shed light on the elements that compose the downstream marketing capabilities. Specifically, this research examined the downstream processes and the required information required to control these processes based on the American Productivity and Quality Center’s Process Classification Framework. Furthermore, the literature review examined some of the technological tools that are used in marketing processes, and also some managerial implication regarding the management of the downstream marketing employees. Along with the investigation of downstream marketing capabilities, the literature review investigated the utilization and the benefits of Component Business Model and Process Classification Framework, as they are defined by the organizations that developed them. Besides this initial study, the research presents how the examined organization is using the two frameworks together by cross-referring them. Finally, the research presents the optimal deployment of the collected downstream capabilities elements in the current organizational structure. The optimal deployment has been grounded on the information collected from the literature review but also from internal documentation, provided from the examined organization. By comparing the optimal deployment and the current condition on the organization, the research exhibits some points for improvement, but also some of the projects that are currently in progress inside the organization and eventually will provide solutions to these downsides.

Efficacy of Cluster- Based Approach for the revival of Handloom Co-operative Societies in Kerala- with special reference to Thiruvananthapuram and Kannur Districts

one of the key sectors, identified by the Department of Industries Government of Kerala, for the cluster development initiative is Handloom, which gives employment to over over 50,000 people directly. Despite its age old tradition and fame, the performance of the sector vis-à-vis power looms is not very rosy owing to (i) competition from cheap power loom cloth from other states (ii) scarcity of quality yarn (iii) price escalation of yarn, dyes, chemicals and other raw materials (iv) the shrinking market for handlooms in Kerala (v) non-demand based production and inadequacy of new designs and (vi) inefficiencies in the system, particularly in the co-operative sector. Cluster based approach is adopted in the handloom sector with the objective of providing necessary support mechanism to come out of the crisis that the sector faces now. While four cluster schemes are being implemented in Kerala, it is under IHDS-CDP that the State got a sizeable number of clusters benefiting a large number of societies and weavers- 24 handloom clusters, bringing 152 handloom co-operative societies and over 19,800 handloom workers under the Programme. This research attempts to revisit the underlying rationale and context of the new direction and would attempt to broadly analyze the growth trends under the influence of cluster model adopted by the State IHDS-CDP for the revival of handloom sector through a detailed study of the handloom co-operative societies in Kerala. If handloom sector in Kerala can be revived using cluster based approach, it can be easily concluded that cluster is capable of taking the MSME in Kerala to a ‘high growth path.’ The study is aimed at understanding how best clusters emerge as appropriate industrial organization suitable for the current global structure of manufacture

Comentarios sobre la propuesta de reforma a la estructura arancelaria colombiana

En este estudio se evalúan los efectos estáticos de una reciente propuesta de reforma a la actual estructura arancelaria aplicada por Colombia. La propuesta, realizada por el gobierno, estaba dirigida a racionalizar dicha estructura y a propiciar un mejoramiento de la productividad de la industria, pero fue desechada en vista de la oposición del sector privado a la misma. La evaluación se hace mediante un modelo de equilibrio general computable multipaís. Sus resultados indican que la no implementación de la propuesta implica renunciar a las ganancias de bienestar esperables de una combinación de ésta y de la implementación de los acuerdos que hacen parte de la agenda comercial del país.

Controls on inorganic nitrogen leaching from Finnish catchments assessed using a sensitivity and uncertainty analysis of the INCA-N model

The semi-distributed, dynamic INCA-N model was used to simulate the behaviour of dissolved inorganic nitrogen (DIN) in two Finnish research catchments. Parameter sensitivity and model structural uncertainty were analysed using generalized sensitivity analysis. The Mustajoki catchment is a forested upstream catchment, while the Savijoki catchment represents intensively cultivated lowlands. In general, there were more influential parameters in Savijoki than Mustajoki. Model results were sensitive to N-transformation rates, vegetation dynamics, and soil and river hydrology. Values of the sensitive parameters were based on long-term measurements covering both warm and cold years. The highest measured DIN concentrations fell between minimum and maximum values estimated during the uncertainty analysis. The lowest measured concentrations fell outside these bounds, suggesting that some retention processes may be missing from the current model structure. The lowest concentrations occurred mainly during low flow periods; so effects on total loads were small.