Browsing by Author "Silva, Eliana Costa e"
Now showing 1 - 9 of 9
Results Per Page
Sort Options
- Consumer Default Risk Assessment in a Banking InstitutionPublication . Silva, Eliana Costa e; Lopes, Isabel Cristina; Correia, Aldina; Faria, SusanaCredit scoring is an application of financial risk forecasting to consumer lending. In this study, statistical analysis is applied to credit scoring data from a financial institution to evaluate the default risk of consumer loans. The default risk was found to be influenced by the spread, the age of the consumer, the number of credit cards owned by the consumer. A lower spread, a higher number of credit cards and a younger age of the borrower are factors that decrease the risk of default. Clients receiving the salary in the same banking institution of the loan have less chances of default than clients receiving their salary in another institution. We also found that clients in the lowest income tax echelon have more propensity to default.
- MANOVA for Distinguishing Experts’ Perceptions about Entrepreneurship using NES Data from GEMPublication . Correia, Aldina; Silva, Eliana Costa e; Lopes, Cristina; Braga, AlexandraGlobal Entrepreneurship Monitor is a large scale database for internationally comparative entrepreneurship that includes information about many aspects of entrepreneurship activities, perceptions, conditions, national and regional policy, among others, of a large number of countries. This project has two main sources of primary data: the Adult Population Survey and the National Expert Survey. In this work the 2011 and 2012 National Expert Survey datasets are studied. Our goal is to analyze the effects of the different type of entrepreneurship expert specialization on the perceptions about the Entrepreneurial Framework Conditions. For this purpose the multivariate analysis of variance is used. Some similarities between the results obtained for the 2011 and 2012 datasets were found, however the differences between experts still exist.
- A mathematical model for supermarket order pickingPublication . Silva, Eliana Costa e; Cruz, Manuel; Lopes, Isabel Cristina; Moura, AnaOrder picking consists in retrieving products from storage locations to satisfy independent orders from multiple customers. It is generally recognized as one of the most significant activities in a warehouse (Koster et al, 2007). In fact, order picking accounts up to 50% (Frazelle, 2001) or even 80% (Van den Berg, 1999) of the total warehouse operating costs. The critical issue in today’s business environment is to simultaneously reduce the cost and increase the speed of order picking. In this paper, we address the order picking process in one of the Portuguese largest companies in the grocery business. This problem was proposed at the 92nd European Study Group with Industry (ESGI92). In this setting, each operator steers a trolley on the shop floor in order to select items for multiple customers. The objective is to improve their grocery e-commerce and bring it up to the level of the best international practices. In particular, the company wants to improve the routing tasks in order to decrease distances. For this purpose, a mathematical model for a faster open shop picking was developed. In this paper, we describe the problem, our proposed solution as well as some preliminary results and conclusions.
- Optimal scheduling of aircrafts’ engines repair processPublication . Cerdeira, Jorge Orestes; Lopes, Isabel Cristina; Silva, Eliana Costa eWe address a real world scheduling problem concerning the repair process of aircrafts’ engines by TAP - Maintenance & Engineering (TAP-ME). TAP-ME is the maintenance, repair and overhaul organization of TAP Portugal, Portugal’s leading airline, which employs about 4000 persons to provide maintenance and engineering services in aircraft, engines and components. TAP-ME is aiming to optimize its maintenance services, focusing on the reduction of the engines repair turnaround time.
- Optimization in Generalized Linear Models: a Case StudyPublication . Silva, Eliana Costa e; Correia, Aldina; Lopes, Isabel CristinaThe maximum likelihood method is usually chosen to estimate the regression parameters of Generalized Linear Models (GLM) and also for hypothesis testing and goodness of fit tests. The classical method for estimating GLM parameters is the Fisher scores. In this work we propose to compute the estimates of the parameters with two alternative methods: a derivative-based optimization method, namely the BFGS method which is one of the most popular of the quasi-Newton algorithms, and the PSwarm derivative-free optimization method that combines features of a pattern search optimization method with a global Particle Swarm scheme. As a case study we use a dataset of biological parameters (phytoplankton) and chemical and environmental parameters of the water column of a Portuguese reservoir. The results show that, for this dataset, BFGS and PSwarm methods provided a better fit, than Fisher scores method, and can be good alternatives for finding the estimates for the parameters of a GLM.
- Phytoplankton analysis of portuguese reservoirs: a cluster analysis with RPublication . Correia, Aldina; Lopes, Isabel Cristina; Silva, Eliana Costa e; Cabecinha, EdnaIn this work, cluster analysis is applied to a real dataset of biological features of several Portuguese reservoirs. All the statistical analysis is done using R statistical software. Several metrics and methods were explored, as well as the combination of Euclidean metric and the hierarchical Ward method. Although it did not present the best combination in terms of internal and stability validation, it was still a good solution and presented good results in terms of interpretation of the problem at hand.
- Scheduling aircraft’s engines repair process: a mathematical modelPublication . Cerdeira, Jorge Orestes; Lopes, Isabel Cristina; Silva, Eliana Costa eIn this talk, we discuss a scheduling problem that originated at TAP - Maintenance & Engineering - the maintenance, repair and overhaul organization of Portugal’s leading airline. In the repair process of aircrafts’ engines, the operations to be scheduled may be executed on a certain workstation by any processor of a given set, and the objective is to minimize the total weighted tardiness. A mixed integer linear programming formulation, based on the flexible job shop scheduling, is presented here, along with computational experiment on a real instance, provided by TAP-ME, from a regular working week. The model was also tested using benchmarking instances available in literature.
- Superquadrics Objects Representation for Robot ManipulationPublication . Silva, Eliana Costa e; Costa, M. Fernanda; Erlhagen, Wolfram; Bicho, EstelaSuperquadric are mathematically quite simple and have the ability to obtain a variety of shapes using low order parameterization. Furthermore they present closed-form equations and therefore can be used in the formulation of robotic movement planning problems, in particular in obstacle-avoidance and grasping constraints. In this paper we explore the modeling of objects using superquadrics. The classical nonlinear optimization problem for fitting shapes is extended by adding nonlinear constraints. The numerical results obtained by two different optimization methods are presented and a comparison of the volume of the superquadrics to the volume of simple ellipsoids is made.
- Towards Human-like Bimanual Movements in Anthropomorphic Robots: A Nonlinear Optimization ApproachPublication . Silva, Eliana Costa e; Costa, M. F.; Araujo, J. P.; Machado, D.; Louro, L.; Erlhagen, W.; Bicho, EstelaPreviously we have presented a model for generating human-like arm and hand movements on an unimanual anthropomorphic robot involved in human-robot collaboration tasks. The present paper aims to extend our model in order to address the generation of human-like bimanual movement sequences which are challenged by scenarios cluttered with obstacles. Movement planning involves large scale nonlinear constrained optimization problems which are solved using the IPOPT solver. Simulation studies show that the model generates feasible and realistic hand trajectories for action sequences involving the two hands. The computational costs involved in the planning allow for real-time human robot-interaction. A qualitative analysis reveals that the movements of the robot exhibit basic characteristics of human movements.