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Scope for industrial applications of production scheduling models and solution ...
Harjunkoski, Iiro; Maravelias, Christos T.; Bongers, Peter; Castro, Pedro; Engell, Sebastian; Grossmann, Ignacio E.; Hooker, John; Mendez, Carlos A.This paper gives a review on existing scheduling methodologies developed for process industries. Above all, the aim of the paper is to focus on the industrial aspects of scheduling and discuss the main characteristics, including strengths and weaknesses of the presented approaches. It is claimed that optimization tools of today can effectively support the plant level production. However there is still clear pot...
An exploratory study on the influence of socio-demographic characteristics on w...
Matos, Cristina; Teixeira, Carlos A.; Bento, Ricardo; Varajão, João; Bentes, IsabelAny strategy of water demand management needs the collaboration of the population involved and so it is important to know how characteristics as residence area, number of residents, presence/absence of children/elders, income level, and educational level, among others, may influence the use of water. Empirical studies that quantify relationship between socio-demographic factors and the water end use patterns in...
Spatial distribution of Madeira Island Laurisilva endemic spiders (Arachnida: A...
Crespo, Luís C.; Boieiro, Mário; Cardoso, Pedro; Aguiar, Carlos A. S.; Amorim, Isabel R.; Barrinha, Carla; Borges, Paulo A. V.; Menezes, DiliaCopyright © Crespo L et al.. This is an open access article distributed under the terms of the Creative Commons Attribution License (CC BY 4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ; Madeira island presents a unique spider diversity with a high number of endemic species, many of which are still poorly known. A recen...
Infecção por Parasitas Intestinais numa População Pediátrica
Sarmento, Alzira; Costa, José Manuel; Valente, Carlos A. Pratas; Teixeira, Maria ElisaA infecção por parasitas intestinais é um problema de saúde pública, particularmente nos países em desenvolvimento.Todo o programa que vise o controlo da transmissão de parasitas deve assentar numa análise actual da população alvo. Em Portugal os estudos epidemiológicos sobre este tipo de infecção são insuficientes, implicando limitações na avaliação da eficácia dos esquemas terapêuticos com anti-helmínticos.Ob...
A note on (dis)investment options and perpetuities under CIR interest rates
Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.In this chapter, we discuss alternative ways of computing the oprions to invest in and divest from an investment project in a CIR economy (Cox et al., Ecomometrica 53(2): 385-408, 1985). Moreover, different methods of determining CIR perpetuities will also be analysed.
On the computation of option prices and Greeks under the CEV model
Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.Pricing options and evaluating Greeks under the constant elasticity of variance (CEV) model requires the computation of the non-central chi-square distribution function. In this article, we compare the performance, in terms of accuracy and computational time, of alternative methods for computing such probability distributions against an externally tested benchmark. In addition, we present closed-form solutions ...
Allee effects in randomly varying environments
Braumann, Carlos A.; Carlos, ClaraBased on a deterministic model of population growth with Allee effects, we propose a general stochastic model that incorporates environmental random fluctuations in the growth process. We study the model properties, existence and uniqueness of solution and the staionary behavior. We also obtain expressions for the first passage times, in particular, the mean and standard deviation of the extinction times for th...
Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and...
da Silva, João Lita; Caeiro, Frederico; Natário, Isabel; Braumann, Carlos A.; Esquível, Manuel L.; Mexia, João TiagoSelected papers of the 17th Congress of the Portuguese Statistical Society, covering recent advances in Statistics, particularly in Regression, Extreme values, Markov processes and statistical applications in several areas.
Absolute diffusion process: sensitivity measures
Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A.The constant elasticity of variance (CEV) model of Cox (Notes on Option Pricing I: Constant Elasticity of Variance Diffusions, Working paper, Stanford University (1975)) captures the implied volatility smile that is similar to volatility curves observed in practice. The diffusion process has been used for pricing several financial option contracts. In this paper we present the analytical expressions of sensitiv...
Networking events for the exchange of experiences and in marketing clusters
Marques, Carlos A. F.; Mendes, SóniaThis chapter is about the networking events for the exchange of experiences and clusters marketing actions and activities of PACMan project. Territorial marketing actions were realized to promote the MED agro-food clusters as a model of innovation and sustainability. This chapter describes and characterizes the networking events for the exchange of experiences and clusters marketing actions and activities of PA...
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