Forecasting sovereign bonds markets using machine learning: forecasting the portuguese government bond using machine learning approach

Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and ManagementFinancial markets, due to their non-linear, volatile and complex nature turn any type of forecasting into a difficult task, as the classical statistical methods are no longer adequate. Many factors exist that can influence the government bonds yields and how these bonds behave. The consequence of the behaviour of these bonds are extended over geographies and individuals. As the financial markets grow bigger, more investors are trying to develop systematic approaches that are intended to predict prices and movements. Machine Learning algorithms already proven their value in predicting and finding patterns in many subjects. When it comes to financial markets, Machine Learning is not a new tool. It is already widely used to predict behaviours and trends with some degree of success. This dissertation aims to study the application of two Machine Learning algorithms - Genetic Programming (GP) and Long Short-Term Memory (LSTM) - to the Portuguese Government 10Y Bond and try to forecast the yield with accuracy. The construction of the predictive models is based on historical information of the bond and on other important factors that influence its behaviour, extracted through the Bloomberg Portal. In order to analyse the quality of the two models, the results of each algorithm will be compared. An analysis will be presented regarding the quality of the results from both algorithms and the respective time cost. In the end, each model will be discussed and conclusions will be taken about which one can be the answer to the main question of this study, which is “What will the Yield of the Portuguese Government 10Y Bond be on T+1?”. The results obtained showed that Genetic Programming can create a model with higher accuracy. However, Long Short-Term Memory should not be ignored because it can also point to good results. Regarding execution time, velocity is a problem when it comes to Genetic Programming. This algorithm takes more time to execute compared to LSTM. Long Short-Term Memory is considerably quicker to get results. In order to take the right decision about which model to choose one must keep in mind the priorities. In case accuracy is the priority, Genetic Programming will be the answer. Nevertheless, when velocity is the priority Long Short-Term Memory should be the choice

Algorithms and methodologies for decision support in energy efficiency on buildings

Dissertação apresentada na faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Electrotécnica e de ComputadoresBuildings worldwide account for approximately 40 percent of the global energy consumption and the resulting carbon footprint significantly exceeds those of all transportation combined. However, large and attractive opportunities to reduce energy use in buildings exist today. To reach ambitious energy efficiency goals, the building sector must undergo through technological innovation, informed customer choices, and smart business decisions. Existing building simulation tools provide users with key building performance indicators,such as energy use and demand. However, these tools do not deal with activities performed by building occupants and with the resulting utilization of spaces. At best, they rely on assumptions referring to human behavior. As a result, energy prediction often does not represent the real building utilization. Therefore, it is assumed that user behavior is one of the most important input parameter influencing the results of building performance simulations. A methodology for constructing an energy consumption model that reflects the human behavior dynamics and occupancy patterns within a building is presented. This research will provide a possible methodology for the pillars of future work in modeling the building usage under real patterns of utilization. A simulator has been developed from a model where both human behavior and building have been incorporated. Simulations have been performed to test different behavioral situations where the developed models and algorithms have been applied for prediction purposes. The proposed methodologies focus on the applicability of a rule-based expert system to support the simulator and stochastic modeling. The building’s occupant behavior is modeled with a hidden Markov model and the building’s spaces are described as Markov chains

Materiais para o fim do mundo 4

Para estudar o imaginário do fim do mundo, o Instituto de Literatura Comparada Margarida Losa organiza, desde 2013, uma série de seminários abertos, coincidindo com os equinócios e os solstícios. Os libretos Materiais para o Fim do Mundo recolhem alguns ensaios apresentados nesses seminários, ou textos afins. Neste quarto libreto, Matilde Vieira questiona os fins do mundo perspectivados pelas crianças, entre a literatura infanto-juvenil, a paisagem desolada de A Estrada de Cormac McCarthy, a desagregação da linguagem, a invasão do nada; Tiago Sousa Garcia encontra em Camões as razões para o canto e para a renúncia ao canto, quando o mundo ciclicamente se perde numa "austera, apagada e vil tristeza"; por fim, Vítor Ferreira lê o fascínio e o pavor pelo fim do mundo entre o teatro de Sarah Kane e o cinema de Lars von Trier, problematizando conceitos como pessimismo, perigo ou responsabilidade

Estudo sobre a presença da literatura em manuais de ELE

Mestrado em Ensino de Inglês e de Língua Estrangeira (Espanhol) no 3º Ciclo do Ensino Básico e no Ensino SecundárioConscientes das potencialidades da literatura no ensino de LE e reconhecendo, pela experiência enquanto alunos e professores-estagiários, da parca utilização da mesma nas práticas educativas, o presente relatório de estágio, desenvolvido no contexto das unidades curriculares de PES I e II, tem como objetivos primordiais apontar a presença da literatura em manuais portugueses e espanhóis de ELE e analisar as competências trabalhadas pelas atividades adjacentes aos textos literários encontrados. A revisão documental foi o instrumento de recolha de dados selecionado, através do qual foram revistos dois manuais escolares editados em Portugal e Espanha. Partindo de categorias de análise definidas consoante os objetivos do estudo, seguimos uma metodologia mista, onde os dados recolhidos foram analisados, numa primeira fase, quantitativamente, e de forma qualitativa (na perspetiva interpretativa da análise de conteúdo) aquando das conclusões da investigação. A análise efetuada mostra que a presença da literatura nos manuais selecionados é mínima, comparativamente à quantidade de textos não-literários, e que a mesma é trabalhada maioritariamente a partir de atividades de compreensão escrita, promovendo, no geral, o desenvolvimento da competência linguística.Conscientes de las potencialidades didácticas de la literatura en el proceso de enseñanza-aprendizaje de ELE y reconociendo, como alumnos y profesores en prácticas, de su poca utilización en las prácticas educativas, la presente disertación de máster, desarrollada en el contexto de las unidades didácticas “PES I y II”, tiene como objetivos principales verificar la presencia de la literatura en manuales escolares de ELE, además de analizar las competencias trabajadas en las actividades asociadas a los textos literarios encontrados. El análisis documental fue el instrumento de recogida de datos seleccionado, mediante el cual se revisaron dos manuales escolares editados en Portugal y España. Partiendo de las categorías de análisis definidas según los objetivos del estudio, seguimos una metodología mixta, mediante la cual los datos recogidos fueron analizados cuantitativamente, en un primer momento y posteriormente de forma cualitativa, desde la perspectiva interpretativa del análisis del contenido. A través del análisis efectuado, verificamos que la presencia de la literatura en los manuales seleccionados es mínima en comparación con la de los textos de naturaleza no literaria, y que las actividades con las cuales se trabajan los textos literarios son mayoritariamente de comprensión lectora y, en general, inciden en trabajar la competencia lingüística.Aware of the didactic potentialities of literature in the teaching/learning process of foreign languages and recognizing, as students and trainee-teachers, the lack of its utilisation in educational practices, the present master’s dissertation, conceived within the framework of the course units “PES I and II”, aims to verify the presence of literature regarding Spanish as a Second Language textbooks and to analyse which competences are developed by the activities associated with the literary texts found. The document analysis was the selected data collection instrument, through which two Portuguese and Spanish textbooks were revised. Starting from the categories defined in accordance with the research objectives, we followed a methodology which combines a quantitative approach (at an initial stage) with a qualitative interpretation of the collected data (content analysis). Through the analysis conducted, we verified that the presence of the literature in the selected textbooks is minimal when compared with the amount of non-literary texts, and the activities associated with the literary texts found are, mainly, reading comprehension tasks which intend, in general, to develop the linguistic competence

A intemporalidade da mudança do Renascimento: a abordagem de gamificação e o conceito de tempo-mudança

Relatório de estágio de mestrado em Ensino de História do 3º Ciclo do Ensino Básico e no Ensino SecundárioA mudança anda de mãos dadas com o tempo. Peter Lee (2005) apresenta os perigos que representa para os estudantes a interpretação do tempo segundo um olhar focado no “clock time”, é pretendido que os estudantes desenvolvam a capacidade de olhar para a história com uma maior amplitude. Neste sentido, também se torna necessário que se foque o olhar na questão da datação dos séculos, procurando focalizar numa vertente mais histórica e menos matemática. Para isso pretende-se contribuir para que os estudantes desenvolvam o seu pensamento numa lógica histórica de balizar os séculos. Através do trabalho da das expressões de Hobsbawn “Longo Século XIX” (1987) e o “Breve Século XX” (1994), almeja-se que os estudantes interliguem o conceito de tempo e mudança. Continuando neste seguimento, procura-se que os estudantes consigam entender que não existe uma maneira homogénea de se datar o início e o fim de um determinado evento histórico. Esta Intervenção Pedagógica Supervisionada teve lugar numa turma de 27 estudantes que frequentam o décimo ano de escolaridade. O conceito metahistórico de mudança trabalhado interligar se-á com os conceitos substantivos relacionados com o Renascimento. Aplicou-se ainda a abordagem de gamificação, correlacionando o uso dos jogos virtuais e analógicos. Procedeu-se à realização de um jogo analógico através do recurso a uma aplicação informática para projetar em sala de aula. Em cada casa do jogo pretendeu-se desenvolver com os estudantes os conceitos substantivos e metahistóricos através de jogos mais tradicionais como o jogo da forca ou o jogo das diferenças. Posteriormente utilizou-se como ferramenta de recurso digital o jogo Assassins Creed II, como forma de explorar a cidade de Florença no período renascentista, e compreender as ideias que surgem nas respostas dos estudantes ao desenvolvimento dos conceitos substantivos e metahistóricos através de uma abordagem de gamificação. Neste estudo foi possível concluir que a abordagem de gamificação teve um impacto positivo na aprendizagem histórica dos estudantes. O engajamento nos diferentes momentos da aula permitiu o trabalho dos conceitos metahistóricos e substantivos assistindo-se a uma sofisticação de ideias: a. de ideias tautológicas para ideias aproximadas do conhecimento histórico substantivo; b. de ideias de Tempo cronológico/matemático e de Mudança cumulativa para ideias de Tempo com Significado e Mudança como processo. Os estudantes acabam por demonstraram e afirmaram ter uma maior preferência da aplicação de jogos tradicionais em contexto de sala de aula face aos jogos digitais.Change goes hand in hand with time. Peter Lee (2005) presents the dangers students face when they interpret time with a focus on “clock time”, as it is intended that students develop the ability to look at history with a wider scope. In this fashion, it is also necessary to focus the student’s study in how they date centuries, seeking to draw their attention to a more historical instead of mathematical vision. In order to achieve this, it is intended to contribute so that students develop their thought in a historical logic of dividing centuries. Through the work developed by Hobsbawn with his expressions “Longo Século XIX” (1987) and “Breve Século XX” (1994), it is intended that students link the concepts of time and change. Continuing on this segue, students should understand that there is no homogenous way to date the beginning and end of a determined historical event. This “Intervenção Pedagógica Supervisionada” took place in a class with 27 students in the tenth year of schooling. The metahistorical concept of change worked was interlinked with the substantive concepts related to the Renaissance. A gamification approach was applied, correlating the use of digital and analogic games. Through the use of projection, an analogic game was shown and participated on by the class. In each house of the game, it was intended that the students developed substantive and metahistorical concepts through traditional games such as hangman or “spot the difference”. Furthermore, videogame Assasins Creed II was used as a digital resource to explore the city of Florence in the Renaissance period, and to help understand the ideas that are shown in students’ replies of the development of substantive and metahistorical concepts through this gamification approach. In this study we could conclude that the gamification approach had a positive impact in the students historical learning. The engagement in the different class moments allowed for the development of metahistorical and substantive concepts with a sophistication of ideas: a. from tautological ideas to approximate ones of substantive historical knowledge; b. from ideas of chronological/mathematical Time and cumulative Change to ideas of Time with Meaning and Change as a process. The students demonstrated and affirmed a greater affinity and preference to traditional analogical games in the classroom when compared to digital ones

Villes littéraires et villes numériques: la Página Literária de Porto

Étant donné que, par sa tradition et par sa dynamique, la ville de Porto peut accueillir un projet fondé sur l'exploitation de ses potentialités en tant que ville littéraire et étant donné, par ailleurs, que la mise en place de systèmes d'information massifs, dans le cadre des programmes de dynamisation de villes numériques promus par l'Union Européenne, permettant l'application de puissants outils de diffusion aux produits culturels, se présentait comme une circonstance favorable à l'augmentation des interactions et des pratiques innovatrices, nous avons développé un portail, la Página Literária do Porto (Page Littéraire de Porto), visant à la divulgation en ligne d'informations littéraires et de données se rapportant à la vie, à l'oeuvre et à l'autoréflexion créative des auteurs portugais vivants. En conjuguant les ressources d'une société d'information et les aspirations d'une ville de la création, la Página Literária do Porto récupère des fonctionnalités des anciennes revues littéraires, elle bénéficie des avantages apportés par la possibilité étendue de stockage et d'édition de données en ligne et elle fournit aux chercheurs des corpora originaux pour le développement d'études dans le cadre de la théorie, de la critique et de l'histoire littéraires

Sistema integrado ABC-EVA como uma ferramenta de gestão: um estudo de caso

This paper analyses the implementation and the use of the Integrated ABC-EVA System as an engineering management tool, that identify activities which are economic value added creators and so contribute to stockholders’ wealth. The motivations to rate indirect and capital costs are presented. Pre-implementation and implementation steps are illustrated using data from an implementation of the system at a mill services multinational company. The impact of the increased reliability of cost information on the company’s decision-making, potential long-term business performance, and expected shareholder wealth creation is discussed.Este artigo analisa a implementação e o uso do Sistema Integrado ABCEVA como uma ferramenta de gestão de engenharia, que identifica atividades criadoras de valor econômico agregado e, portanto contribuem para a riqueza do acionista. Os motivos para avaliação de custos indiretos e de capital são apresentados. Os passos de pré-implementação e implementação são ilustrados usando dados de uma implementação do sistema em uma empresa multinacional de serviços industriais. O impacto da crescente confiabilidade das informações de custo na tomada de decisão da empresa, desempenho comercial potencial de longo prazo e a esperada criação de riqueza para o acionista são discutidos

Successful Treatment and Management of Canine Ehrlichiosis-Leishmaniosis-Heartworm Comorbidity

 Background: Canine vector borne diseases (CVBD) are common in tropical countries where the climate favors arthropods abundance. Comorbidity with one or more CVBD are reported as clinical complication and worsen prognostic. Canine visceral leishmaniosis (CanL) is an endemic zoonotic disease in Brazil caused by Leishmania infantum, with several restrictions to canine treatment and suggestion of reservoirs euthanasia for disease control. Heart worm (HW) is a helminthic disease caused by Dirofilaria immitis infection in dogs. It is a chronic heart disease, which can lead to death by congestive heart failure. Canine ehrlichiosis (CE) is caused by Ehrlichia canis bacterial infection with a zoonotic potential and fatal to dogs in acute and chronic presentations. Exposed the above, this study aims to describe a successful treatment and management of a dog with CanL, CE, and HW comorbidity. Case: A 3-year-old male uncastrated black Labrador dog, weighing 35 kg, was admitted to the veterinary clinic due to immunochromatographic CanL positive test performed by municipal zoonosis control center active surveillance in August 2014. Clinical exam showed a mild shedding, intermittent eye white/yellow discharge and popliteal lymph nodes enlargement. After positive for CanL, veterinary requested more laboratorial exams. IFAT and ELISA were positive for CanL, blood smear showed presence of microfilaria, and bone marrow cytology showed Ehrlichia spp. morulae and microfilaria. Initial treatment prescribed was oral doxycycline, omeprazole, ranitidine, and domperidone for 30 days, and allopurinol and ivermectin until further recommendation. Additionally, repellent collar, repellent spray and vitamin supplement was indicated. After first month, marbofloxacin for 30 days and three doses of immune stimulant protocol were administrated. After three months of treatment, dog still positive for heartworm, ehrlichiosis, and CanL. Doxycycline protocol was repeated. Dog became consistently negative for all pathogens one year later with persistent thrombocytopenia but without clinical signs, ergo allopurinol and ivermectin were discontinued. After four years of follow up, the animal had an acute pancreatitis and died, with unremarkable total blood count and negative for all pathogens. Discussion: CVBD coinfections are commonly reported as worsen prognostic in endemic regions. The pathogens reported here share a host immunomodulation competence. L. infantum and Ehrlichia spp.downregulates Th1 response, whereas D. immitis increase as Th2 profile. The therapeutic protocol was iniciated by staging CanL. Since the patient had clinical signs, allopurinol was prescribed as a well-established drug for CanL. Marbofloxacin was added due to its high safety drug in clinical improvement of infected dogs with and without renal disease and in vitro effectiveness against L. infantum. Domperidone was used to promote Th1 cytokine profile as INF-γ, IL-2, IL-12, and TNF-α. We used an immunostimulant protocol to favor polarization to the Th1 profile comprised by 30 days of domperidone protocol followed by a vaccine and an immunomodulator. Doxycycline was used successfully for Ehrlichia spp. and HE clearance after two treatment courses and one year of ivermectin every 15 days. The animal presented intermittent coughing episodes on the first treatment course, but no medical intervention was needed besides exercise restriction. Our report shows the successful management of one dog with CanL, CE and HE comorbidity. This success was possible due to early detection and good therapeutic choice.Keywords: canine visceral leishmaniosis, coinfection, Dirofilaria immitis, Erhlichia canis, Leishmania infantum, treatment