Teorias curriculares, modelos de planificação e suas implicações no ensino da História e da Geografia

Mestrado, Ensino de História e de Geografia no 3.º Ciclo do Ensino Básico e no Ensino Secundário, 29 de Novembro de 2016, Universidade dos Açores.Planificar é um processo que implica orientar as ações a serem desenvolvidas antes, durante e depois da prática letiva, refletindo as decisões tomadas pelo docente. A planificação funciona assim como uma pedra basilar da prática pedagógica, que contribui para o sucesso do ensino, permitindo que seja efetuada uma previsão da aula, com definição de conteúdos, competências, objetivos, descritores de desempenho, conceitos, estratégias e avaliação. O processo de planificação vai muito para além de definir conteúdos, estratégias e materiais a serem mobilizados. Este processo exige uma reflexão constante por parte do docente sobre a sua prática, ou seja, este irá refletir sobre o que pretende com as suas ações, os objetivos a serem alcançados, tendo sempre consciência de que as suas ações irão desempenhar um papel fundamental no processo de aprendizagem dos alunos. Ao realizar este processo de planificação, o docente está a estruturar toda a sua atividade, delineando as suas ações, o que irá reduzir a probabilidade de algo correr mal. Dentro do campo da planificação docente existe uma panóplia de modelos que podem ser seguidos. Estes modelos advêm das várias teorias curriculares desenvolvidas ao logo dos anos por diversos investigadores, podendo servir de referência ao trabalho dos docentes. Este relatório centra-se na análise e reflexão crítica de todos os dados recolhidos ao longo do ano de estágio, com a finalidade compreender a importância e as implicações que terão as planificações no ensino da História e Geografia.ABSTRACT: Planning is a process that involves guiding the actions to be taken before, during and after teaching practice, where the teacher’s decisions are reflected. The planning works as a cornerstone of pedagogical practice, this contributes to the success of teaching and learning, allowing a prediction of the time of class and its performance, having set the contents, skills, goals, performance descriptors, concepts, strategies and evaluation. The planning process goes far beyond defining contents, strategies and materials to be taught. This process requires constant reflection by the teacher about his practice, and, it will reflect on what you want with your actions, the objectives to be achieved, always being aware that his actions will play a key-role in the process of teaching and student learning. By performing this process of planning, the teacher has to structure all his activity, defining his actions and what/ how to share, which will reduce the possibility of something going wrong. Within the planning of the teaching field there is a range of models that can be followed, these models come from various curriculum theories developed through the years by various global educators. It is now up to the teacher to select the model he will use. This report focuses on analysis and critical reflection of all the data collected during the internship year, and helped me through analysis and reflection to understand the importance and the implications it will have the unfolds in the teaching of history and geography

Valuation of European-Style swaptions

Tese de mestrado em Matemática Financeira, apresentada à Universidade de Lisboa, através da Faculdade de Ciências, 2010The present work focuses on the pricing of European-style interest rate swaptions, using the Edgeworth expansion [Collin-Dufresne and Goldstein (2002)] and the Hyperplane approxima-tions [Singleton and Umantsev (2002)], under multi-factor exponentially-affine models of the term structure. In a market without arbitrage opportunities, it is shown that an interest rate swaption can be priced as an option on a coupon-bearing bond. While the Edgeworth approx-imation suggests a cumulant expansion of the probability density function of the price of the underlying coupon-bearing bond, the Hyperplane approximation proposes a linearization of the exercise region, so that the same methods used when under one-factor models can be applied. Both methods are analyzed in detailed, and then implemented considering a three-factor Gaussian model, and different maturities for the underlying interest rate swaps, as well as a range of strike prices for each swaption. While there are almost no differences between the results yielded by both approximations, the Edgeworth approximation proves to be significantly slower as the time-to-maturity of the underlying swap increases. Moreover, the Edgeworth approximation is less .flexible, because it requires a closed-form solution for the moments of the distribution of the underlying asset (i.e. a coupon-bearing bond), which are not so readily available for non-affine term structure models

Essays on option pricing, with applications on interest rates, equities and credit derivatives

JEL Classification: G13This thesis is devoted to option pricing, with applications on interest rates, equities and credit derivatives, and is comprised of three separate and self-contained essays: A Pricing Swaptions under Multifactor Gaussian HJM Models Several approximations have been proposed in the literature for the pricing of European-style swaptions under multifactor term structure models. However, none of them provides an estimate for the inherent approximation error. Until now, only the Edgeworth expansion technique of Collin-Dufresne and Goldstein (2002) is able to characterize the order of the approximation error. Under a multifactor Heath, Jarrow, and Morton (1992) Gaussian framework, this paper proposes a new approximation for European-style swaptions, which is able to set bounds on the magnitude of the approximation error and is based on the conditioning approach initiated by Curran (1994) and Rogers and Shi (1995). All the proposed pricing bounds will arise as a simple by-product of the Nielsen and Sandmann (2002) setup, and will be shown to provide a better accuracy-efficiency trade-off than all the approximations already proposed in the literature. B Pricing of European-style Barrier Options under Stochastic Interest Rates This paper offers an extremely fast and accurate novel methodology for the pricing of (long-term) European-style single barrier options on underlying spot prices driven by a geometric Brownian motion and under the stochastic interest rates framework of Vasiček (1977). The proposed valuation methodology extends the stopping time approach of Kuan and Webber (2003) to a more general setting, and expresses the price of a European-style barrier option in terms of the first passage time density of the underlying asset price to the barrier level. Using several model parameter constellations and option maturities, our numerical results show that the proposed pricing approach is much more accurate and faster than the two-dimensional extended Fortet method of Bernard et al. (2008). C Pricing Credit and Equity Default Swaps under the Jump to Default Extended CEV Model This paper offers a novel methodology for the pricing of credit and equity default swaps under the jump to default extended constant elasticity of variance (JDCEV) model of Carr and Linetsky (2006). The proposed method extends the stopping time approach of Kuan and Webber (2003), and expresses the value of the building blocks of both contracts in terms of the first passage time density of the underlying asset price to the contract triggering level. The numerical results show that the proposed pricing methodology is extremely accurate and much faster than the Laplace transform approach of Mendoza-Arriaga and Linetsky (2011).Esta tese dedica-se ao tema da avaliação de opções, com aplicações a taxas de juro, ações e derivados de crédito, e é composta por três artigos distintos: A Pricing Swaptions under Multifactor Gaussian HJM Models Várias aproximações foram já propostas na literatura para a avaliação de swaptions de estilo Europeu, no âmbito de modelos de taxa de juro multi-fator. Contudo, nenhuma delas fornece uma estimativa para o erro de aproximação subjacente. Até agora, apenas a Edgeworth expansion technique de Collin-Dufresne e Goldstein (2002) é capaz de caracterizar a ordem do erro de aproximação. No âmbito de um modelo Heath, Jarrow e Morton (1992) Gaussiano multi-fator, este artigo propõe uma nova aproximação para swaptions de estilo Europeu, que é capaz de estabelecer limites para a magnitude do erro de aproximação e é baseada na conditioning approach iniciada por Curran (1994) e Rogers e Shi (1995). Todos os limites de preço propostos surgirão como um simples sub-produto da estrutura de Nielsen e Sandmann (2002), e será demonstrado que estes proporcionam um melhor equilíbrio entre precisão e eficiência do que todas as aproximações já propostas na literatura. B Pricing of European-style Barrier Options under Stochastic Interest Rates Este artigo oferece uma nova metodologia, extremamente rápida e precisa, para a avaliação de opções de estilo Europeu com barreira sobre ativos subjacentes caracterizados por um geometric Brownian motion e no âmbito do modelo de taxas de juro estocásticas de Vasiček (1977). A metodologia de avaliação proposta estende a stopping time approach de Kuan e Webber (2003) a uma configuração mais geral, e expressa o preço de uma opção de estilo Europeu com barreira em termos da densidade de probabilidade do primeiro tempo de passagem do preço do ativo subjacente pelo nível da barreira. Utilizando várias configurações de parâmetros e maturidades de opções, os nossos resultados numéricos mostram que a metodologia de avaliação proposta é muito mais precisa e rápida do extended Fortet method bi-dimensional de Bernard et al. (2008). C Pricing Credit and Equity Default Swaps under the Jump to Default Extended CEV Model Este artigo oferece uma nova metodologia para a avaliação de credit e equity default swaps no âmbito do modelo jump to default extended constant elasticity of variance (JDCEV) de Carr e Linetsky (2006). A abordagem proposta estende a stopping time approach de Kuan e Webber (2003), e expressa o valor das componentes de ambos os contratos em termos da densidade de probabilidade do primeiro tempo de passagem do preço do ativo subjacente pelo nível de acionamento do contrato. Os resultados numéricos mostram que a abordagem de avaliação proposta é precisa e muito mais rápida do que a Laplace transform approach de Mendoza-Arriaga e Linetsky (2011)

Model Based Development of Quality-Aware Software Services

Modelling languages and development frameworks give support for functional and structural description of software architectures. But quality-aware applications require languages which allow expressing QoS as a first-class concept during architecture design and service composition, and to extend existing tools and infrastructures adding support for modelling, evaluating, managing and monitoring QoS aspects. In addition to its functional behaviour and internal structure, the developer of each service must consider the fulfilment of its quality requirements. If the service is flexible, the output quality depends both on input quality and available resources (e.g., amounts of CPU execution time and memory). From the software engineering point of view, modelling of quality-aware requirements and architectures require modelling support for the description of quality concepts, support for the analysis of quality properties (e.g. model checking and consistencies of quality constraints, assembly of quality), tool support for the transition from quality requirements to quality-aware architectures, and from quality-aware architecture to service run-time infrastructures. Quality management in run-time service infrastructures must give support for handling quality concepts dynamically. QoS-aware modeling frameworks and QoS-aware runtime management infrastructures require a common evolution to get their integration

Perturbação de hiperactividade e défice de atenção e o desporto

Orientação: Maria Cristina Saraiva GonçalvesCabe à Escola promover respostas educativas que eduquem com sucesso todos os alunos, incluindo os com Perturbação de Hiperactividade e Défice de Atenção. Este trabalho centra-se nesta temática e no contributo da actividade física e desportiva nas pessoas com este síndrome. Assim, sabendo que no contexto educativo, os professores são os principais intervenientes no processo de ensino–aprendizagem dos alunos, consideramos pertinente desenvolver um estudo com os docentes de Educação Física a leccionar nas Actividades de Enriquecimento Curricular e os docentes do 1.º Ciclo com variante em Educação Física. Esta investigação tem como principais finalidades verificar se a actividade física e desportiva traz benefícios ao desenvolvimento das crianças com PHDA e procurar conhecer a percepção dos professores, relativamente às estratégias mais adequadas a ter na intervenção com estes alunos. Assim sendo, foi formulado o seguinte problema de investigação: Qual a percepção dos professores (Educação Física das Actividades de Enriquecimento Curricular e Professores do 1º ciclo com variante em Educação Física) relativamente às estratégias mais adequadas na intervenção com alunos do 1º ciclo com Perturbação de Hiperactividade e Défice de Atenção? Foram também definidas duas hipóteses de investigação: 1 – Os professores da amostra apresentam preferência comum por algumas estratégias de intervenção em alunos com Perturbação de Hiperactividade e Défice de Atenção. 2 – Os alunos com Perturbação de Hiperactividade e Défice de Atenção beneficiam mais com a participação em actividades físicas e desportivas quando desenvolvidas com recurso a estratégias específicas. O estudo desenvolvido resulta de uma análise efectuada aos dados recolhidos através de um inquérito por questionário, constituído por perguntas abertas e fechadas. Neste estudo, foi utilizado o método quantitativo no tratamento dos dados resultantes das perguntas fechadas. As perguntas abertas foram submetidas a uma análise de conteúdo. Como análise conclusiva deste trabalho, constatamos que os professores da amostra consideram que o contributo da actividade física e desportiva nos alunos com PHDA é muito importante e que a aplicação de estratégias específicas, que vão ao encontro das áreas de distúrbio do aluno, permite a atenuação/superação das dificuldades. Verificámos também que estes profissionais apresentam preferência comum por um conjunto de estratégias e que, nestes casos, são várias as áreas que beneficiam com a actividade física e desportiva.It is for the school to promote educational responses that successfully educate all students, including those with Hyperactivity Disorder and Attention Deficit Disorder. This paper focuses on this theme and the contribution of physical and sporting activity in people with this syndrome. So knowing that in an educational context, teachers are the key players in the process of teaching and student learning, we consider pertinent to develop a study of teachers to teach Physical Education in Curriculum Enrichment Activities and teachers of the first. Cylce with variant in Physical Education. This research has as main purpose to check if the physical and sporting activity benefits the development of children with ADHD and seek to understand the perception of teachers, for the most appropriate strategies to take action on these students. Thus, the following problem has been made of investigation: What is the perception of teachers (Physical Education Activities Enrichment Curriculum and Teachers of the stream with a variant in Physical Education) for the most appropriate strategies for intervention with students from a stream with Hyperactivity Disorder and Attention Deficit? We also defined two research hypotheses: 1º - Teachers in the sample have common preference for some strategies in students with Hyperactivity Disorder and Attention Deficit Disorder. 2º - Students with Hyperactivity Disorder and Attention Deficit benefit most from participation in physical and sporting activities when developed using specific strategies. The results of a study carried out analysis of data collected through a questionnaire consisting of open and closed questions. In this study, we used the quantitative method in the treatment of the resulting data from closed questions. The open questions were subjected to content analysis. As a conclusive analysis of this study, we found that the teachers in this study consider that the contribution of physical activity and sport among children with ADHD is very important and that the application of specific strategies that meet the student's areas of disturbance, allows the attenuation / overcome difficulties. We also found that these professionals have common preference for a set of strategies and that in such cases, there are several areas that benefit from physical activity and sport

Stress tests on european banks: determinants of banking failure

Banks are very unique entities essential to the actual society, since generally every single individual needs one at least once in his life. Besides being a rare event, banking failures consequences are quite dramatic do society. A bank failure is different from a non-financial corporation failure, since the impact to society is bigger. With a bank failure, arises the possibility of a contagion effects and the possibility of destruction of clients’ trust in the whole sector. Banks are also the main financing source of both families and companies. Stress tests started to be executed by large financial institutions to trading books, in order to assess their potential losses under extremely adverse market conditions. The emergence of several crises, namely the recent sovereign debt crisis, changed stress tests from a small-scale exercise to a bigger-scale exercise and gave them an important role in policy. This dissertation identifies the determinants of stress tests results in Europe. To achieve this goal, a Pooled Logit model was estimated with stress tests results as dependent variable and using as explanatory variables bank specific variables, like financial ratios, and macroeconomic variables of the bank’s home country. The results showed that both financial and macroeconomic variables influence the probability of stress tests failure. However, with the overcoming of the economic crises that haunted Europe in the last decade, and with the growth of banking regulation/supervision, the probability of a European bank failing stress tests and consequently having problems that could cause bankruptcy, has decreased.Os bancos são entidades únicas e essenciais para a sociedade atual. Apesar de ser um evento raro, a falência de bancos tem um enorme impacto na sociedade. É este impacto que distingue a falência de um banco e a falência de uma empresa não financeira, uma vez que o impacto para a sociedade é maior no primeiro caso. Com a falência de um banco, surge a possibilidade de efeitos de contágio e de destruição da confiança dos clientes no setor, sendo os bancos a principal fonte de financiamento de particulares e empresas. Os testes de stress começaram a ser desenvolvidos por grandes instituições financeiras, que os aplicavam a "trading books". Com o surgir de várias crises, nomeadamente com a recente crise das dívidas soberanas, os testes de stress passaram de um exercício em pequena escala para um exercício de grande escala, começando ainda a ter um importante papel na política. Para identificar os determinantes que explicam os resultados dos testes de stress à banca europeia, foi estimado um modelo "Pooled Logit" utilizando os resultados dos testes como variável binária dependente e como variáveis explicativas variáveis específicas dos bancos, como rácios financeiros, e variáveis macroeconómicas do país de cada banco. Os resultados mostram que quer os rácios financeiros, quer as variáveis macroeconómicas, influenciam a probabilidade de falha nos testes de stresss. No entanto, com o ultrapassar das crises económicas e com o crescimento da supervisão bancária, a probabilidade de um banco falhar nos testes, e de poder vir a falir, diminuiu

Modelling crystal growth from pure and impure solutions : a case study on sucrose

Tese de doutoramento. Engenharia Química. 2006. Faculdade de Engenharia. Universidade do Port

Aggregate and country-specific analysis to Eurozone monetary shock using a factor augmented VAR approach

This study aims to analyse the impact of monetary shocks, both on the aggregate euro area as a whole and also at the country level. We estimate a dynamic factor model that summarises the information in a large data set with few estimated factors, subsequently incorporated in a recursive VAR. We find that (i) when compared with the VAR model, the FAVAR better identified the shock, mainly after the 2008 crises; (ii) the monetary policy seems to have lost impact over the economy in recent years; (iii) across countries, the results reveal mixed reactions, being the larger economies the ones that predominantly benefited from the monetary policy

Clinical deterioration detection for continuous vital signs monitoring using wearable sensors

Surgical patients are at risk of experiencing clinical deterioration events, especially when transferred to general wards during the postoperative period of their hospital stay. Cur rently, such events are detected by combining Early Warning Scores (EWS) with manual and periodical vital signs measurements, performed by nurses every 4 to 6 hours. Hence, deterioration may remain unnoticed for hours, delaying patient treatment, which might lead to increased morbidity and mortality. Also, EWS are inadequate to predict events so physiologically complex. So that early warning of deterioration could be provided, it was investigated the potential of warning systems that combine machine learning-based prediction models with continuous vital signs monitoring, provided by wearable sensors. This dissertation presents the development of such a warning system, fully indepen dent of manual measurements and based on a logistic regression prediction model with 85% sensitivity, 79% precision and 98% specificity. Additionally, a new personalized ap proach to handle missing data periods in vital signs and a novel variation of a RR-interval preprocessing technique were developed. The results obtained revealed a relevant im provement in the detection of deterioration events and a significant reduction in false alarms, when comparing the warning system with a commonly employed EWS (42% sensitivity, 14% precision and 90% specificity). It was also found that the developed sys tem can assess patient’s condition much more frequently and with timely deterioration detection, without even requiring nurses to interrupt their workflow. These findings sup port the idea that these warning systems are reliable, more practical, more appropriate and produce smarter alarms than current methods, making early deterioration detection possible, thus contributing for better patients outcomes. Nonetheless, the performance achieved may yet reveal insufficient for application in real clinical contexts. Therefore, further work is necessary to improve prediction performance to a greater extent and to confirm these systems reliability

Analysis of an edible coating of chitosan as an alternative to glazing of frozen salmon

Dissertação de mestrado integrado em Engenharia Biológica (área de especialização em Tecnologia Química e Alimentar)A natureza perecível do peixe, aliada ao aumento no seu consumo, tem levado à necessidade de melhoria das técnicas de preservação. A utilização de revestimentos de quitosano oferece vantagens em relação às técnicas tradicionais de conservação, no entanto existe a necessidade de avaliar o seu efeito nas propriedades sensoriais do salmão. Neste trabalho as propriedades protetoras de uma solução de quitosano a 1.5 % foram estudadas e comparadas com as de amostras vidradas com água, e sem revestimento, sob stress térmico, com temperaturas a variar entre -15 ⁰C e -5 ⁰C, durante 70 dias; os parâmetros avaliados incluem os valores de pH, contagem de microrganismos a 30⁰ C, Azoto Volátil Total, assim como cor e perda de revestimento. O efeito da solução de quitosano nas propriedades sensoriais, de salmão Atlântico (Salmo salar) também foi estudado, recorrendo a um colorímetro, um texturómetro e um painel sensorial treinado ao longo de seis meses. Os resultados mostram que sob stress térmico as amostras revestidas com quitosano obtiveram valores semelhantes aos obtidos com as amostras vidradas com água no que diz respeito a cor, valores de pH e Azoto Volátil Total, ao passo que oferecem melhores resultados em valores de contagem de microrganismos a 30 ⁰C e de perda de revestimento, mostrando que o quitosano pode ser uma melhor opção protetora que a vidragem. Realizou-se uma análise sensorial para estudar e comparar os efeitos dos diferentes revestimentos nas propriedades organoléticas de amostras de salmão e os resultados mostraram que não existiram diferenças significativas entre os diferentes revestimentos no que diz respeito à cor e à textura. A análise sensorial realizada por um painel treinado demonstrou que o quitosano é uma melhor escolha após seis meses de conservação em amostras congeladas, enquanto para amostras descongeladas e cozidas não se verificaram diferenças significativas entre amostras vidradas com água e revestidas com quitosano, sendo que ambas apresentaram melhores resultados do que amostras sem revestimento. Houve um particular cuidado em determinar se teria ocorrido difusão de sabor dos revestimentos para as amostras de salmão, tendo a análise estatística dos resultados do painel treinado mostrado que não existiu nenhuma relação entre o tipo de revestimento e o sabor da amostra, indiciando que nenhuma difusão de sabor ocorreu.The perishable nature of fish, coupled with an increase in fish consumption in recent years, has led to the improvement of fish preservation techniques. Chitosan coatings offer several advantages over more traditional freezing techniques, however there is a need to assess their effect on the sensory properties of salmon. In this work the protective properties of a chitosan solution at 1.5 % (w/v) were studied and compared to those of uncoated and water glazed samples, under thermal stress conditions, with temperature varying between -15 ⁰C and -5 ⁰C, during 70 days. Assessed parameters included pH, Total Volatile Basic Nitrogen (TVB-N), Total Viable Count (TVC) values, as well as coating loss and color parameters. The effect of the chitosan solution on the sensory properties, especially flavor, of Atlantic salmon (Salmo salar) was also studied through the use of a colorimeter, a texturometer and a trained sensory panel over six months of storage. Results show that under thermal stress conditions the chitosan coated samples presented similar values regarding color, pH and TVB-N values while offering better results in terms of TVC and coating loss values, proving chitosan a better protective option than water glazing. Sensory analysis was conducted to study and compare the effects of different coatings, and the results show that no significant differences were found between different coatings regarding color and texture. Sensory analysis by a trained panel of judges demonstrated that chitosan was a better choice after six months in frozen samples, while in thawed and cooked samples no significant differences were present between chitosan coated and water glazed samples, while both were better than uncoated samples, after six months of storage. In particular flavor was assessed in order to determine if flavor diffusion from the chitosan coating had occurred, and statistical analysis of the results of the trained panel of judges showed no relation between coating type and sample flavor, indicating that no flavor diffusion had occurred