Search results for: Helder Coelho
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5

Search results for: Helder Coelho

5 Interbank Networks and the Benefits of Using Multilayer Structures

Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

Abstract:

Complexity science seeks the understanding of systems adopting diverse theories from various areas. Network analysis has been gaining space and credibility, namely with the biological, social and economic systems. Significant part of the literature focuses only monolayer representations of connections among agents considering one level of their relationships, and excludes other levels of interactions, leading to simplistic results in network analysis. Therefore, this work aims to demonstrate the advantages of the use of multilayer networks for the representation and analysis of networks. For this, we analyzed an interbank network, composed of 42 banks, comparing the centrality measures of the agents (degree and PageRank) resulting from each method (monolayer x multilayer). This proved to be the most reliable and efficient the multilayer analysis for the study of the current networks and highlighted JP Morgan and Deutsche Bank as the most important banks of the analyzed network.

Keywords: Complexity, interbank networks, multilayer networks, network analysis.

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4 Measuring Banks’ Antifragility via Fuzzy Logic

Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

Abstract:

Analysing the world banking sector, we realize that traditional risk measurement methodologies no longer reflect the actual scenario with uncertainty and leave out events that can change the dynamics of markets. Considering this, regulators and financial institutions began to search more realistic models. The aim is to include external influences and interdependencies between agents, to describe and measure the operationalization of these complex systems and their risks in a more coherent and credible way. Within this context, X-Events are more frequent than assumed and, with uncertainties and constant changes, the concept of antifragility starts to gain great prominence in comparison to others methodologies of risk management. It is very useful to analyse whether a system succumbs (fragile), resists (robust) or gets benefits (antifragile) from disorder and stress. Thus, this work proposes the creation of the Banking Antifragility Index (BAI), which is based on the calculation of a triangular fuzzy number – to "quantify" qualitative criteria linked to antifragility.

Keywords: Complex adaptive systems, X-events, risk management, antifragility, banking antifragility index, triangular fuzzy number.

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3 Web-Based Control and Notification for Home Automation Alarm Systems

Authors: Helder Adão, Rui Antunes, Frederico Grilo

Abstract:

This paper describes the project and development of a very low-cost and small electronic prototype, especially designed for monitoring and controlling existing home automation alarm systems (intruder, smoke, gas, flood, etc.), via TCP/IP, with a typical web browser. Its use will allow home owners to be immediately alerted and aware when an alarm event occurs, and being also able to interact with their home automation alarm system, disarming, arming and watching event alerts, with a personal wireless Wi-Fi PDA or smartphone logged on to a dedicated predefined web page, and using also a PC or Laptop.

Keywords: Alarm Systems, Home Automation, Web-Server, TCP/IP.

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2 Sustainable Development Contributions among University of Madeira (Portugal) Students

Authors: Hélder Spínola

Abstract:

Sustainable development is highly dependent on the implementation of environmental education programs, which has as its ultimate goal to produce environmentally literate citizens that undertake environmentally friendly actions. Efforts on environmental education along past years are now perceived on the increase of citizens awareness on European countries and, particularly, in Portugal. However, we still have a lack of information on the prevalence of specific behaviors that contributes to sustainability, influenced by a new attitude toward the environment. The determination of pro-environmental behaviors prevalence in higher education students is an important approach to understand to which extend the next leading generation is, in practice, committed with the goals of sustainable development. Therefore, present study evaluates the prevalence of a specific set of behaviors (water savings, energy savings, environmental criteria on shopping, and mobility) on the University of Madeira students and discusses their commitment with sustainable development.

Keywords: Pro-environmental behaviors, sustainable development, environmental education, higher education students

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1 CDM Controller Order and Disturbance Rejection Ability

Authors: Jo˜ao Paulo Coelho, Wojciech Giernacki, Jos´e Boaventura-Cunha

Abstract:

The coefficient diagram method is primarily an algebraic control design method whose objective is to easily obtain a good controller with minimum user effort. As a matter of fact, if a system model, in the form of linear differential equations, is known, the user only need to define a time-constant and the controller order. The later can be established regarding the expected disturbance type via a lookup table first published by Koksal and Hamamci in 2004. However an inaccuracy in this table was detected and pointed-out in the present work. Moreover the above mentioned table was expanded in order to enclose any k order type disturbance.

Keywords: Coefficient diagram method, control system design, disturbance rejection.

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