Real-time structural health monitoring is a well established tool for post-earthquake damage estimation. A key component in the monitoring campaign is the approach used for processing the data from the structural health monitoring system. There is a large body of literature on signal processing approaches aimed at identifying ground-motion induced damage in civil engineering structures. This dissertation expands on a specific subgroup of processing approaches dealing with the identification of damage induced high-frequency transients in the monitoring data. The underlying intuition guiding the current research can be formulated in the following hypothesis - the time difference between the occurrence of a high-frequency transient and the closest deformation extremum forward in time is proportional to the degree of damage. A mathematical deduction is provided in support of the above hypothesis followed by a set of shaking table tests. For the purposes of this research two shaking table tests of reinforced concrete bridge piers were performed. Data from a shaking table test performed by another research group was also analyzed. The cases in which the proposed procedure could find a practical application are examined along with the present limitations.

Brain tumors are among the most devastating types of solid tumors to treat. Standard of care for glioblastoma (GBMs), the most aggressive form of primary brain tumors, has failed to improve the current survival rates in the past decades. Despite many other solid tumors, recent advances in cancer immunotherapies have also shown disappointing outcomes in GBMs. The heterogenous nature of GBMs, the immunosuppressive tumor microenvironment and the restrictive role of blood brain barrier (BBB) are some of the main challenges faced for treating GBMs. Electroporation-based treatments have demonstrated promising results, treating preclinical models of GBMs. It has been shown that low and high frequency irreversible electroporation treatments shift the immunosuppressive tumor microenvironment and reversibly open large areas of blood brain barrier (BBB). In this dissertation, in vitro cell culture models are utilized to study electroporation-based treatments for achieving a more optimized treatment for glioblastoma. We are proposing to utilize the immunomodulatory effects of electroporation treatments to improve the outcomes of immunotherapies in the brain. / Doctor of Philosophy / Despite the current advancements in treating solid tumors, brain tumors remain among the most difficult cancers to treat. The special structure of the brain as an organ as well as tumor complexity can lead to treatment failure. It is also known that infiltration of the immune cells within the tumor mass is limited due to the tumor's immunosuppressive nature. Hence, the use of newly advancing immunotherapy techniques is limited in the brain. Local treatments have become one of the most promising tools against brain tumors. Such treatments include methods that use excessive heating of the tissue to kill the tumors. Relying on heat for tissue destruction could damage the critical structures near the tumor and will reduce the favorable immune response after the treatment. A new treatment modality known as electroporation has been introduced for non-thermal treatment of brain tumors. Due to its non-thermal nature, electroporation treatments will allow for sparing of critical structures and can lead to a more robust immune response comparing to thermal treatment modalities. In this dissertation, we utilize electroporation-based treatments to try to overcome some of the challenges associated with treating brain tumors such as tumor heterogeneity and immune suppression.

The most common and aggressive malignant brain tumor, glioblastoma (GBM), demonstrates on average a 5-year survival rate of only 6.8%. Difficulties arising in the treatment of GBM include the inability of large molecular agents to permeate through the blood-brain barrier (BBB); migration of highly invasive GBM cells beyond the solid tumor margin; and gross, macroscopic intratumor heterogeneity. These characteristics complicate treatment of GBM with standard of care, resulting in abysmal prognosis. Electroporation-based therapies have emerged as attractive alternates to standard of care, demonstrating favorable outcomes in a variety of tumors. Notably, irreversible electroporation (IRE) has been used for BBB disruption and nonthermal ablation of intracranial tumor tissues. Despite promising results, IRE can cause unintended muscle contractions and is susceptible to electrical heterogeneities. Second generation High-frequency IRE (H-FIRE) utilizes bursts of bipolar pulsed electric fields on the order of the cell charging time constant (~1 μs) to ablate tissue while reducing nerve excitation, muscle contraction, and is far less prone to differences in electrical heterogeneities. Throughout my dissertation, I discuss investigations of H-FIRE for the treatment of malignant gliomas and other intracranial disorders. To advance the versatility, usability, and understanding of H-FIRE for intracranial applications, my PhD thesis focuses on: (1) characterizing H-FIRE-mediated BBB disruption effects in an in vivo healthy rodent model; (2) the creation of a novel, real-time impedance spectroscopy technique (Fourier Analysis SpecTroscopy, FAST) using waveforms compatible with existing H-FIRE pulse generators; (3) development of FAST as an in situ technique to monitor ablation growth and to determine patient-specific ablation endpoints; (4) conducting a preliminary efficacy study of H-FIRE ablation in an orthotopic F98 rodent glioma model; and (5) establishing the feasibility of MRI-guided H-FIRE for the ablation malignant gliomas in a spontaneous canine glioma model. The culmination of this thesis advances our understanding of H-FIRE in intracranial tissues, as well as develops a novel, intraoperative impedance spectroscopy technique towards determining patient-specific ablation endpoints for intracranial H-FIRE procedures. / Doctor of Philosophy / The most aggressive malignant brain tumor, glioblastoma (GBM), demonstrates on average a 5-year survival rate of only 6.8%. Difficulties arising in the treatment of GBM include the inability of chemotherapy agents to diffuse into brain tumor tissue as these molecular are unable to pass the so-called blood-brain barrier (BBB). This tumor tissue also presents with cells with the propensity to invade healthy tissue, to the point where diagnostic scans are unable to capture this migration. These characteristics complicate treatment of GBM with standard of care, resulting in abysmal prognosis. Electroporation-based therapies have emerged as attractive alternates to standard of care, demonstrating favorable outcomes in a variety of tumors. For instance, irreversible electroporation (IRE) has been used to successfully treat tumors in the prostate, liver, kidney, and pancreas. Second generation High-frequency IRE (H-FIRE) may possess even greater antitumor qualities and this is the focus of my dissertation. Throughout my dissertation, I discuss investigations of H-FIRE with applications to treat malignant gliomas and other intracranial disorders. My PhD thesis focuses on: (1) characterizing H-FIRE effects for enhanced drug delivery to the brain; (2) the creation of a new, real-time electrical impedance spectroscopy technique (Fourier Analysis SpecTroscopy, FAST) using waveforms compatible with existing H-FIRE pulse generators; (3) development of FAST as a technique to determine H-FIRE treatment endpoints; (4) conducting a preliminary efficacy study of H-FIRE to ablate rodent glioma tumors; and (5) establishing the feasibility of MRI-guided H-FIRE for the ablation malignant gliomas in a spontaneous canine glioma model. The culmination of this thesis advances our understanding of H-FIRE in intracranial tissues, as well as develops a new impedance spectroscopy technique to be used in determining patient-specific ablation endpoints for intracranial H-FIRE procedures.

Irreversible electroporation has recently emerged as an effective focal ablation technique. When performed clinically, the procedure involves placing electrodes into, or around, a target tissue and applying a series of short, but intense, pulsed electric fields. Oftentimes, patient specific treatment plans are employed to guide procedures by merging medical imaging with algorithms for determining the electric field distribution in the tissue. The electric field dictates treatment outcomes by increasing a cell's transmembrane potential to levels where it becomes energetically favorable for the membrane to shift to a state of enhanced permeability. If the membrane remains permeabilized long enough to disrupt homeostasis, cells eventually die. By utilizing this phenomenon, irreversible electroporation has had success in killing cancer cells and treating localized tumors. Additionally, if the pulse parameters are chosen to limit Joule heating, irreversible electroporation can be performed safely on surgically inoperable tumors located next to major blood vessels and nerves. As with all technologies, there is room for improvement. One drawback associated with therapeutic irreversible electroporation is that patients must be temporarily paralyzed and maintained under general anesthesia to prevent intense muscle contractions occurring in response to pulsing. The muscle contractions may be painful and can dislodge the electrodes. To overcome this limitation, we have developed a system capable of achieving non-thermal irreversible electroporation without causing muscle contractions. This progress is the main focus of this dissertation. We describe the theoretical basis for how this new system utilizes alterations in pulse polarity and duration to induce electroporation with little associated excitation of muscle and nerves. Additionally, the system is shown to have the theoretical potential to improve lesion predictability, especially in regions containing multiple tissue types. We perform experiments on three-dimensional in vitro tumor constructs and in vivo on healthy rat brain tissue and implanted tumors in mice. The tumor constructs offer a new way to rapidly characterize the cellular response and optimize pulse parameters, and the tests conducted on live tissue confirm the ability of this new ablation system to be used without general anesthesia and a neuromuscular blockade. Situations can arise in which it is challenging to design an electroporation protocol that simultaneously covers the targeted tissue with a sufficient electric field and avoids unwanted thermal effects. For instance, thermal damage can occur unintentionally if the applied voltage or number of pulses are raised to ablate a large volume in a single treatment. Additionally, the new system for inducing ablation without muscle contractions actually requires an elevated electric field. To ensure that these procedures can continue to be performed safely next to major blood vessels and nerves, we have developed new electrode devices that absorb heat out of the tissue during treatment. These devices incorporate phase change materials that, in the past, have been reserved for industrial applications. We describe an experimentally validated numerical model of tissue electroporation with phase change electrodes that illustrates their ability to reduce the probability for thermal damage. Additionally, a parametric study is conducted on various electrode properties to narrow in on the ideal design. / Ph. D.

With the fast development of information technology (IT) industry, the demand and market volume for off-line power supplies keeps increasing, especially those for desktop, flat-panel TV, telecommunication, computer server and datacenter. An off-line power supply normally consists of electromagnetic interference (EMI) filter, power factor correction (PFC) circuit and isolated DC/DC converter. Isolated DC/DC converter occupies more than half of the volume in an off-line power supply and takes the most control responsibilities, so isolated DC/DC converter is the key aspect to improve the overall performance and reduce the total cost for off-line power supply. On the other hand, of all the power supplies for industrial applications, those for the data center servers are the most performance driven, energy and cost conscious due to the large electricity consumption. The total power consumption of today's data centers is becoming noticeable. Moreover, with the increase in cloud computing and big data, energy use of data centers is expected to continue rapidly increasing in the near future. It is very challenging to design isolated DC/DC converters for datacenters since they are required to provide low-voltage high-current output and fast transient response. The LLC resonant converters have been widely used as the DC-DC converter in off-line power supplies and datacenters due to its high efficiency and hold-up capability. Using LLC converters can minimize switching losses and reduce electromagnetic interference. Almost all the high-end offline power supplies employs LLC converters as the DC/DC converter. But there are three major challenges in LLC converters. Firstly, the control characteristics of the LLC resonant converters are very complex due to the dynamics of the resonant tank. This dissertation proposes to implement a special LLC control method, state-trajectory control, with a low-cost microcontroller (MCU). And further efforts have been made to integrate all the state-trajectory control function into one MCU for high-frequency LLC converters, including start-up and short-circuit protection, fast transient response, light load efficiency improvement and SR driving. Secondly, the transformer in power supplies for IT industry is very bulky and it is very challenging to design. By pushing switching frequency up to MHz with gallium nitride (GaN) devices, the magnetics can be integrated into printed circuit board (PCB) windings. This dissertation proposes a novel matrix transformer structure and its design methodology. On the other hand, shielding technique can be employed to suppress the CM noise for PCB winding transformer. This dissertation proposes a novel shielding technique, which not only suppresses CM noise, but also improves the efficiency. The proposed transformer design and shielding technique is applied to an 800W 400V/12V LLC converter design. Thirdly, the LLC converters have sinusoidal current shape due to the nature of resonance, which has larger root mean square (RMS) of current, as well as larger conduction loss, compared to pulse width modulation (PWM) converter. This dissertation employs three-phase interleaved LLC converters to reduce the circulating energy by inter-connecting the three phases in certain way, and proposed a novel magnetic structure to integrated three inductors and three transformers into one magnetic core. By pushing switching frequency up to 1MHz, all the magnetics can be implemented with 4-layer PCB winding. Additional 2-layer shielding can be integrated to reduce CM noise. The proposed magnetic structure is applied to a 3kW 400V/12V LLC converter. This dissertation solves the challenges in analysis, digital control, magnetic design and EMI in high-frequency DC/DC converters in off-line power supplies. With the academic contribution in this dissertation, GaN devices can be successfully applied to high-frequency DC/DC converters with MHz switching frequency to achieve high efficiency, high power density, simplified but high-performance digital control and automatic manufacturing. The cost will be reduced and the performance will be improved significantly. / Ph. D. / With the fast development of information technology (IT) industry, the demand and market volume for off-line power supplies keeps increasing, especially those for desktop, flat-panel TV, telecommunication, computer server and datacenter. The total power consumption of today’s data centers is becoming noticeable. Moreover, with the increase in cloud computing and big data, energy use of data centers is expected to continue rapidly increasing in the near future. The efficiency of off-line power supplies is very critical for the whole human society in order to reduce the total electricity consumption. And the cost is also a key driving force for the development of novel technology in off-line power supplies due to the large market volume. An off-line power supply normally consists of electromagnetic interference (EMI) filter, power factor correction (PFC) circuit and isolated DC/DC converter. Isolated DC/DC converter occupies more than half of the volume in an off-line power supply and takes the most control responsibilities, so isolated DC/DC converter is the key aspect to improve the overall performance and reduce the total cost for off-line power supply. Among all the DC/DC converter topologies, the LLC resonant converters have been most widely used as the DC/DC converter due to its high efficiency and hold-up capability. But there are three major challenges in LLC converters. Firstly, the control characteristics are very complex due to the dynamics of the resonant tank. To achieve good control performance, very complex and expensive digital controller has to be employed. Secondly, the magnetic components are very bulky, and it is expensive to manufacture them. Thirdly, there is circulating energy in LLC converters due to the nature of resonance, which increases the total loss. To solve these challenges, this dissertation proposes to implement a special control method, state-trajectory control, with a low-cost microcontroller (MCU). All the control functions can be integrated into one simple, low-cost MCU to replace the previous complex and expensive controller. By pushing switching frequency up to MHz with next generation power devices, this dissertation proposes a novel magnetics structure that can be integrated into printed circuit board (PCB) windings to achieve low-cost and automatic manufacturing. Furthermore, this dissertation employs three-phase interleaved LLC converters topology to reduce the circulating energy, and proposed a novel magnetic structure to integrated three inductors and three transformers into one magnetic core with simple 4-layer PCB winding. All the proposed technologies have been verified on hardware prototypes, and significant improvements over industrial state-of-art designs have been demonstrated. To sum up, this dissertation solves the challenges in analysis, digital control, magnetic design and EMI in DC/DC converters for off-line power supplies. With the academic contribution in this dissertation, the cost can be reduced due to the simplified control and automatic manufactured magnetics, and the efficiency can be improved with proper utilization of next generation power devices. This dissertation will improve future DC/DC converter for IT industrial in the three most important aspects of efficiency, power density and cost.

Le développement des technologies de communication et de l’information nécessite des composants semi-conducteurs ultrarapides et à faible niveau de bruit. Les transistors bipolaires à hétérojonction (TBH) sont des dispositifs qui visent des applications à hautes fréquences et qui peuvent satisfaire ces conditions. L’objet de cette thèse est l’étude expérimentale et la modélisation du bruit haute fréquence des TBH Si/SiGe:C (technologie STMicroelectronics) et InP/InGaAs (III-V Lab Alcatel-Thales).Accompagné d’un état de l’art des performances dynamiques des différentes technologies de TBH, le chapitre I rappelle brièvement le fonctionnement et la caractérisation des TBH en régime statique et dynamique. La première partie du chapitre II donne la description des deux types de TBH, avec l’analyse des performances dynamiques et statiques en fonction des variations technologiques de ceux-ci (composition de la base du TBH SiGe:C, réduction des dimensions latérales du TBH InGaAs). Avec l’aide d’une modélisation hydrodynamique, la seconde partie montre l’avantage d’une composition en germanium de 15-25% dans la base du TBH SiGe pour atteindre les meilleurs performances dynamiques. Le chapitre III synthétise des analyses statiques et dynamiques réalisées à basse température permettant de déterminer le poids relatif des temps de transit et des temps de charge dans la limitation des performances des TBH. L’analyse expérimentale et la modélisation analytique du bruit haute fréquence des deux types de TBH sont présentées en chapitre IV. La modélisation permet de mettre en évidence l’influence de la défocalisation du courant, de l’auto-échauffement, de la nature de l’hétérojonction base-émetteur sur le bruit haute fréquence. Une estimation des performances en bruit à basse température des deux types de TBH est obtenues avec les modèles électriques. / In order to fulfil the roadmap for the development of telecommunication and information technologies (TIC), low noise level and very fast semiconductor devices are required. Heterojunction bipolar transistor has demonstrated excellent high frequency performances and becomes a candidate to address TIC roadmap. This work deals with experimental analysis and high frequency noise modelling of Si/SiGe:C HBT (STMicroelectronics tech.) and InP/InGaAs HBT (III-V Lab Alcatel-Thales).Chapter I introduces the basic concepts of HBTs operation and the characterization at high-frequency. This chapter summarizes the high frequency performances of many state-of-the-art HBT technologies. The first part of chapter II describes the two HBT sets, with paying attention on the impact of the base composition (SiGe:C) or the lateral reduction of the device (InGaAs) on static and dynamic performances. Based on TCAD modelling, the second part shows that a 15-25% germanium composition profile in the base is able to reach highest dynamic performances. Chapter III summarizes the static and dynamic results at low temperature, giving a separation of the intrinsic transit times and charging times involved into the performance limitation. Chapter IV presents noise measurements and the derivation of high frequency noise analytical models. These models highlight the impact of the current crowding and the self-heating effects, and the influence of the base-emitter heterojunction on the high frequency noise. According to these models the high frequency noise performances are estimated at low temperature for both HBT technologies.

Les travaux présentés dans ce manuscrit de thèse concernent le développement d’une méthode de caractérisation électrique de cellules biologiques, sans marquage, basée sur la diélectrophorèse Ultra Haute Fréquence (DEP-UHF). Sous l’action d’un champ électrique alternatif non uniforme, les cellules biologiques sont soumises à des forces de déplacement essentiellement liées à leurs propriétés diélectriques. En particulier, aux hautes fréquences, le champ électrique pénètre à l’intérieur de la cellule et interagit donc avec son contenu intracellulaire. Il est donc possible d’accéder à une «signature diélectrophorétique» de la cellule représentative de ses propriétés biologiques internes mais aussi de mécanismes physiologiques tels que l’apoptose ou encore la différenciation. Ce manuscrit présente le développement d’un microsystème innovant, implémenté à partir des couches passives d’une puce BiCMOS et couplé à un réseau microfluidique, pour la caractérisation, à l’échelle cellulaire, par DEP-UHF. Le microsystème développé permet une analyse fine et précise du comportement DEP haute fréquence d’une cellule. Un banc expérimental dédié aux caractérisations cellulaires, capable de générer des signaux hautes fréquences dans la gamme 10 MHz – 1 GHz pour des amplitudes allant jusqu’à 18 Vpp, a été développé. Ces travaux exploratoires ont pour but de démontrer le potentiel de discrimination de cette méthode entre différentes lignées cellulaires cancéreuses humaines à des stades tumoraux différents, dans l’objectif de développer de nouveaux outils d’aide au diagnostic. L’existence de différences significatives entre les signatures de certains types cellulaires ouvre des perspectives très intéressantes notamment pour le développement d’outils de tri cellulaire originaux basés uniquement sur les propriétés diélectriques intracellulaires. / The work presented in this dissertation concerns the development of an original label-free electrical characterization method dedicated to biological cells based on Ultra High Frequency dielectrophoresis (DEP-UHF). Under the action of a non-uniform alternative electric field, the biological cells are subjected to displacement forces related to their own dielectric properties. In particular, at high frequencies, the electric field penetrates inside the cell and thus interacts with its intracellular content. Therefore, it is possible to access to a «dielectrophoretic signature» of the cell that it is representative of its internal biological properties but also of physiological mechanisms such as apoptosis or differentiation. This dissertation presents the development of an innovative microsystem, implemented in the passive layer stack of a BiCMOS chip and associated with microfluidic, dedicated to biological characterization, at the cellular level. The developed microsystem allows an accurate analysis of a single cell DEP-UHF behaviour. An experimental bench, dedicated to cell characterization, and able to generate high frequency signals from 10 MHz to 1 GHz up to 18 Vpp magnitude, has been also developed accordingly. Actually, the led exploratory work achieved was focused on evaluating the discrimination potential of this method between different human cancer cells at different tumor stages with the objective to envision new kind of diagnostic tools. Finally, the existence of significant differences between the signatures of different cell types leads to very interesting perspectives, particularly for the development of new cell sorting tools based especially on the intracellular dielectric properties.

[pt] Nos últimos anos, as bandas de frequências nas comunicações sem fio estão começando a saturar devido ao incremento do tráfego e o aumento dos usuários, é devido a isso que, é necessário estudar as bandas de frequências que não estão sendo utilizadas nas áreas das comunicações como a banda milimétrica e sub-milimétrica. A transmissão de dados na banda EHF o banda milimétrica constitui uma possível solução para conseguir transmitir maiores quantidades de informação a altas velocidades de transmissão aliviando as bandas de frequências atuais. Neste trabalho se estuda a transmissão de dados em frequências de 100, 200, 300 e 400 GHz, empregando a modulação Quadrature Phase-Shift Keying (QPSK) mediante uma arquitetura baseada no batimento de dois lasers, cujas frequências são combinadas em um Beam Splitter, para que a corrente resultante da soma dos campos elétricos dos dois lasers seja convertida em um sinal de alta frequência por meio de uma antena fotocondutora. O batimento dos dois lasers, com diferentes comprimentos de onda e com a mesma potência, ao interagir com uma antena fotocondutora dá como resultado uma frequência na ordem de Gigahertz. No experimento utilizaram-se dois tipos de diodos receptores, um de banda larga (menor que 4 GHz) e outro de banda estreita (menor que 1 MHz). As duas antenas foram testadas em diferentes distâncias e com diferentes frequências de portadora para verificar qual delas tinha o melhor desempenho na banda EHF para poder realizar a transmissão de dados. / [en] In recent years, the frequency bands in wireless communications are beginning to saturate due to the increase of traffic and the increase of users, and it for that reason that is necessary to study the frequency bands that are not begin used in the communication areas like millimeter and sub-millimeters bands. Data transmission in the EHF band is a possible solution to be able to transmit large amounts of information at high transmission speeds, alleviating current frequency bands. In this work, the transmission of data in frequencies of 100, 200, 300 and 400 Gigahertz is studied, using Quadrature phase-shift keying (QPSK) modulation with an architecture based on the beat of two lasers, whos frequencies are combined by means of Beam Splitter, so that result of the electric fields of two lasers is converted into a high frequency signal with the aid of a photoconductor antenna. The.beating of the two lasers, with different wavelengths and with the same power, when interacting with a photoconductor antenna results in a frequency in the order of Gigahertz. In the experiment, two types of receiver diodes were used, one Broadband (less than 4 GHz) and the other of narrowband (less than 1 MHz). The two antennas were tested at different distances and with different carrier frequencies to verify which one had the best performance in the EHF band in order to perform the data transmission.

Submitted by Gustavo de Faro Colen Nunes (gustavocolennunes@gmail.com) on 2013-02-28T19:45:35Z No. of bitstreams: 1 MODELO DA DINÂMICA DE UM LIVRO DE ORDENS PARA APLICAÇÕES EM HIGH-FREQUENCY TRADING.pdf: 1769569 bytes, checksum: fcb41165f230caf02656cf7b8a709951 (MD5) / Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2013-02-28T21:30:40Z (GMT) No. of bitstreams: 1 MODELO DA DINÂMICA DE UM LIVRO DE ORDENS PARA APLICAÇÕES EM HIGH-FREQUENCY TRADING.pdf: 1769569 bytes, checksum: fcb41165f230caf02656cf7b8a709951 (MD5) / Made available in DSpace on 2013-03-01T11:06:28Z (GMT). No. of bitstreams: 1 MODELO DA DINÂMICA DE UM LIVRO DE ORDENS PARA APLICAÇÕES EM HIGH-FREQUENCY TRADING.pdf: 1769569 bytes, checksum: fcb41165f230caf02656cf7b8a709951 (MD5) Previous issue date: 2013-02-01 / As operações de alta frequência (High-Frequency Trading - HFT) estão crescendo cada vez mais na BOVESPA (Bolsa de Valores de São Paulo), porém seu volume ainda se encontra muito atrás do volume de operações similares realizadas em outras bolsas de relevância internacional. Este trabalho pretende criar oportunidades para futuras aplicações e pesquisas nesta área. Visando aplicações práticas, este trabalho foca na aplicação de um modelo que rege a dinâmica do livro de ordens a dados do mercado brasileiro. Tal modelo é construído com base em informações do próprio livro de ordens, apenas. Depois de construído o modelo, o mesmo é utilizado em uma simulação de uma estratégia de arbitragem estatística de alta frequência. A base de dados utilizada para a realização deste trabalho é constituída pelas ordens lançadas na BOVESPA para a ação PETR4. / High-frequency trading (HFT) are increasingly growing on BOVESPA (São Paulo Stock Exchange), but their volume is still far behind the volume of similar operations performed on other internationally relevant exchange markets. The main objective of this work is to create opportunities for future research and applications in this area. Aiming at practical applications, this work focuses on applying a model that governs the dynamics of the order book to the Brazilian market. This model is built based in the information of the order book alone. After building the model, a high frequency statistical arbitrage strategy is simulated to validate the model. The database used for this work consists on the orders posted on the equity PETR4 in BOVESPA.

Over the years, RFID (radio frequency identification) technology has gained popularity in a number of applications. The decreased cost of hardware components along with the recognition and implementation of international RFID standards have led to the rise of this technology. One of the major factors associated with the implementation of RFID infrastructure is the cost of tags. Low frequency (LF) RFID tags are widely used because they are the least expensive. The drawbacks of LF RFID tags include low data rate and low range. Most studies that have been carried out focus on one frequency band only. This thesis presents an analysis of RFID tags across low frequency (LF), high frequency (HF), and ultra-high frequency (UHF) environments. Analysis was carried out using a simulation model created using OPNET Modeler 17. The simulation model is based on the Basic Frame Slotted ALOHA (BFSA) protocol for non-unique tags. As this is a theoretical study, environmental disturbances have been assumed to be null. The total census delay and the network throughput have been measure for tags ranging from 0 to 1500 for each environment. A statistical analysis has been conducted in order to compare the results obtained for the three different sets.