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Publications

2016

A new dynamic modeling framework for credit risk assessment

Authors
Sousa, MR; Gama, J; Brandao, E;

Publication
EXPERT SYSTEMS WITH APPLICATIONS

Abstract
We propose a new dynamic modeling framework for credit risk assessment that extends the prevailing credit scoring models built upon historical data static settings. The driving idea mimics the principle of films, by composing the model with a sequence of snapshots, rather than a single photograph. In doing so, the dynamic modeling consists of sequential learning from the new incoming data. A key contribution is provided by the insight that different amounts of memory can be explored concurrently. Memory refers to the amount of historic data being used for estimation. This is important in the credit risk area, which often seems to undergo shocks. During a shock, limited memory is important. Other times, a larger memory has merit. An application to a real-world financial dataset of credit cards from a financial institution in Brazil illustrates our methodology, which is able to consistently outperform the static modeling schema.

2016

Classification of knee arthropathy with accelerometer-based vibroarthrography

Authors
Moreira, D; Silva, J; Correia, MV; Massada, M;

Publication
PHEALTH 2016

Abstract
One of the most common knee joint disorders is known as osteoarthritis which results from the progressive degeneration of cartilage and subchondral bone over time, affecting essentially elderly adults. Current evaluation techniques are either complex, expensive, invasive or simply fails into detection of small and progressive changes that occur within the knee. Vibroarthrography appeared as a new solution where the mechanical vibratory signals arising from the knee are recorded recurring only to an accelerometer and posteriorly analyzed enabling the differentiation between a healthy and an arthritic joint. In this study, a vibration-based classification system was created using a dataset with 92 healthy and 120 arthritic segments of knee joint signals collected from 19 healthy and 20 arthritic volunteers, evaluated with k-nearest neighbors and support vector machine classifiers. The best classification was obtained using the k-nearest neighbors classifier with only 6 time-frequency features with an overall accuracy of 89.8% and with a precision, recall and f-measure of 88.3%, 92.4% and 90.1%, respectively. Preliminary results showed that vibroarthrography can be a promising, non-invasive and low cost tool that could be used for screening purposes. Despite this encouraging results, several upgrades in the data collection process and analysis can be further implemented.

2016

Traffic restriction policies in an urban avenue: A methodological overview for a trade-off analysis of traffic and emission impacts using microsimulation

Authors
Fernandes, P; Bandeira, JM; Fontes, T; Pereira, SR; Schroeder, BJ; Rouphail, NM; Coelho, MC;

Publication
INTERNATIONAL JOURNAL OF SUSTAINABLE TRANSPORTATION

Abstract
Urban traffic emissions have been increasing in recent years. To reverse that trend, restrictive traffic measures can be implemented to complement national policies. We have proposed a methodology to assess the impact of three restrictive traffic measures in an urban arterial by using a microsimulation model of traffic and emissions integrated platform. The analysis is extended to some alternative roads and to the overall network area. Traffic restriction measures provided average reductions of 45%, 47%, 35%, and 47% for CO2, CO, NOx, and HC, respectively, due to traffic being diverted to other roads. Nevertheless, increases of 91%, 99%, 55%, and 121% in CO2, CO, NOx, and HC, respectively, can be expected on alternative roads.

2016

Benchmarking Wireless Protocols for Feasibility in Supporting Crowdsourced Mobile Computing

Authors
Rodrigues, J; Silva, J; Martins, R; Lopes, L; Drolia, U; Narasimhan, P; Silva, F;

Publication
DISTRIBUTED APPLICATIONS AND INTEROPERABLE SYSTEMS, DAIS 2016

Abstract
Recent advances in mobile device technology have triggered research on using their aggregate computational and/or storage resources to form edge-clouds. Whilst traditionally viewed as simple clients, smart-phones and tablets today have hardware resources that allow more sophisticated software to be installed, and can be used as thick clients or even thin servers. Simultaneously, new standards and protocols, such as Wi-Fi Direct and Wi-Fi TDLS (Tunneled Direct Link Setup), have been established that allow mobile devices to talk directly with each other, as opposed to over the Internet or across Wi-Fi access points. This can, potentially, lead to ubiquitous, low-latency, device-to-device (D2D) communication. In this paper, we study whether D2D protocols can support mobile-edge clouds by benchmarking different protocols and configurations for a specific application. The results show that decentralized device-to-device techniques can be used to efficiently disseminate multimedia contents while diminishing contention in the wireless infrastructure, allowing for up to 65% traffic reduction at the access points.

2016

Power Transformer for a Single-stage Bidirectional and Isolated AC-DC Matrix Converter for Energy Storage Systems

Authors
Varajao, D; Miranda, LM; Araujo, RE; Lopes, JP;

Publication
PROCEEDINGS OF THE IECON 2016 - 42ND ANNUAL CONFERENCE OF THE IEEE INDUSTRIAL ELECTRONICS SOCIETY

Abstract
This paper presents an approach to design the transformer and the link inductor for the high-frequency link matrix converter. The proposed method aims to systematize the design process of the HF-link using analytic and software tools. The models for the characterization of the core and winding losses have been reviewed. Considerations about the practical implementation and construction of the magnetic devices are also provided. The software receives the inputs from the mathematical analysis and runs the optimization to find the best design. A 10 kW / 20 kHz transformer plus a link inductor are designed using this strategy achieving a combined efficiency of 99.32%.

2016

Online Social Networks Event Detection: A Survey

Authors
Cordeiro, Mario; Gama, Joao;

Publication
Solving Large Scale Learning Tasks. Challenges and Algorithms - Essays Dedicated to Katharina Morik on the Occasion of Her 60th Birthday

Abstract
Today online social network services are challenging stateof- the-art social media mining algorithms and techniques due to its realtime nature, scale and amount of unstructured data generated. The continuous interactions between online social network participants generate streams of unbounded text content and evolutionary network structures within the social streams that make classical text mining and network analysis techniques obsolete and not suitable to deal with such new challenges. Performing event detection on online social networks is no exception, state-of-the-art algorithms rely on text mining techniques applied to pre-known datasets that are being processed with no restrictions on the computational complexity and required execution time per document analysis. Moreover, network analysis algorithms used to extract knowledge from users relations and interactions were not designed to handle evolutionary networks of such order of magnitude in terms of the number of nodes and edges. This specific problem of event detection becomes even more serious due to the real-time nature of online social networks. New or unforeseen events need to be identified and tracked on a real-time basis providing accurate results as quick as possible. It makes no sense to have an algorithm that provides detected event results a few hours after being announced by traditional newswire. © Springer International Publishing Switzerland 2016.

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