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EDIÇÕES eUAb

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http://hdl.handle.net/10400.2/3417

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Percorrer EDIÇÕES eUAb por Domínios Científicos e Tecnológicos (FOS) "Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática"

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  • Greeks’ Sphere: a three-dimensional visualization grammar for financial options
    Publication . Asiaín, Luís; Pestana, Pedro Duarte
    We introduce the Greeks’ Sphere, a technology‐agnostic 3D visualization grammar that unifies the principal option sensitivities—delta (Δ), gamma (Γ), theta (Θ), and vega (𝑣)—with strike and time to maturity in a single coherent structure. The scheme is built around an underlying sphere and a cutting plane tied to implied volatility: Δ maps to radial wireframe displacement, Γ to smooth procedural mesh undulation (Perlin noise), Θ to mesh opacity, and 𝑣 to an arc along the cutting section anchored to the plane. A reference prototype instantiates the grammar on option data and enables interactive scans by strike and maturity with stable scales and clearly separated channels, supporting integrated reasoning about multi‐Greek behaviour. The prototype exists solely to probe the grammar; implementation choices and data sources are incidental to the model, which is intended to be replicated in other environments. Our contribution is the conceptual grammar itself—transferable across implementation stacks—rather than any specific software artefact.
    2025Artigo científico Acesso aberto Ver mais
  • SpectroFX: real-time audio effects via graphical spectrogram manipulation
    Publication . Rocha, Manuel; Pestana, Pedro Duarte
    SpectroFX turns the short-time Fourier transform (STFT) spectrogram into a band- limited canvas for real-time audio effects inside VCV Rack. The digital signal processing (DSP) pipeline is deterministic: STFT/inverse short-time Fourier transform (ISTFT) with a periodic √Hann window and 50 % overlap (𝐹𝐹𝑇 𝑠𝑖𝑧𝑒 𝑁 = 1024, hop 𝐻 = N/2), explicit 1/N IFFT scaling, and overlap-add (OLA). Magnitude operators use the Open-Source Computer Vision (OpenCV) library over a 1 × 𝐾 vector per frame—Gaussian blur, unsharp-mask sharpening, Sobel edge emphasis, emboss, mirror, gating and frequency stretch—and act only within a full-width horizontal band set in the widget. Phase is reconstructed by a dedicated engine with three non-iterative modes: RAW, phase vocoder (PV) and identity phase-locking (PV-Lock). Output conditioning applies a first-order high-pass direct current (DC) blocker and a soft limiter. The design privileges predictable cost and glitch-free operation.
    2025Artigo científico Acesso aberto Ver mais