People



Profile photo

Agnieszka Bergel
Doutoramento em Matemática Aplicada à Economia e Gestão, Universidade de Lisboa, Portugal (2013)
Actuarial science, statistics, risk theory, financial mathematics

Profile photo

Alda Carvalho
Doutoramento em Matemática Aplicada à Economia e Gestão, Universidade Técnica de Lisboa, Portugal (2010)
Time series

Profile photo

Alexandra Moura
Dottore di Ricerca in Mathematical Engineering, Politecnico di Milano, Italy (2007)
Applied Mathematics, Mathematical Engineering, Numerical Analysis, Statistics and Actuarial Sciences

Profile photo

Alfredo D Egídio dos Reis
PhD in Actuarial Mathematics and Statistics, Heriot-Watt University, UK (1994)
Actuarial science, risk theory, credibility theory, ruin theory

Profile photo

Amélia Bastos
Doutoramento em Economia, Universidade Técnica de Lisboa, Portugal (1999)
Social economics, poverty and social exclusion, child poverty

Profile photo

Carlos Farinha Rodrigues
Doutoramento em Economia, Universidade Técnica de Lisboa, Portugal (2005)
Distribuição do Rendimento, Desigualdade e Pobreza; Política Social, Avaliação de Políticas Públicas, Redistribuição do Rendimento, Microsimulação de Políticas Sociais e Fiscais.

Profile photo

Esmeralda A Ramalho
PhD in Economics, University of Bristol, UK (2002)
Microeconometrics

Profile photo

Eugenio Rodriguez Martinez
Doutoramento em Matemática Aplicada à Economia e Gestão, Universidade de Lisboa, Portugal (2017)
Actuarial sciences

Profile photo

Fernando F Gonçalves
PhD in Mathematics and Statistics, University of Edinburgh, UK (2007)
Financial mathematics and applied econometrics

Profile photo

Filipe Oliveira
Docteur en Mathématiques, Université Paris XI, France (2001)
Partial Differential Equations

Profile photo

Graça Leão Fernandes
Doutoramento em Economia, Universidade Técnica de Lisboa, Portugal (1992)
Labour market

Profile photo

Isabel Proença
Docteur en Sciences Économiques, Université Catholique de Louvain, Belgium (1995)
Microeconometrics, models for discrete responses, panel data, semiparametric methods, spatial econometrics

Profile photo

João Andrade e Silva
Doutoramento em Economia, Universidade Técnica de Lisboa, Portugal (1991)
Actuarial science

Profile photo

João Janela
Doutoramento em Matemática, Universidade Técnica de Lisboa, Portugal (2008)
Numerical analysis

Profile photo

João Lopes Dias
PhD in Mathematics, University of Cambridge, UK (2002)
Dynamical systems, renormalisation, generic conservative dynamics

Profile photo

João Nicolau
Doutoramento em Matemática Aplicada à Economia e Gestão, Universidade Técnica de Lisboa, Portugal (2001)
Estimation of stochastic differential equations, volatility of financial time series, non-linear time series

Profile photo

João M E Guerra
Doctor en Matemàtiques, Universitat de Barcelona, Spain (2009)
Stochastic Analysis and Mathematical Finance

Profile photo

Jorge Caiado
Doutoramento em Matemática Aplicada à Economia e Gestão, Universidade Técnica de Lisboa, Portugal (2006)
Time series, forecasting methods, applied econometrics

Profile photo

José Passos
PhD in Economics, University of Bristol, UK (1997)
Microeconometrics, data analysis

Profile photo

José Pedro Gaivão
PhD in Mathematics, University of Warwick, UK (2010)
Dynamical systems, Hamiltonian dynamics

Profile photo

Leonor S Pinto
Doutoramento em Matemática Aplicada à Economia e Gestão, Universidade Técnica de Lisboa, Portugal (2004)
Operational research, combinatorial optimization

Profile photo

Manuel Guerra
Doutoramento em Matemática, Universidade de Aveiro, Portugal (2001)
Control theory

Profile photo

Maria de Fátima Fabião Ribeiro
Doutoramento em Matemática Aplicada à Economia e Gestão, Universidade Técnica de Lisboa, Portugal (2005)
Financial mathematics, delay differential equations

Profile photo

Maria de Lourdes Centeno
PhD in Actuarial Science, Heriot-Watt University, UK (1985)
Reinsurance, credibility theory, bonus systems, loss reserving, ruin theory

Profile photo

Maria do Rosário Grossinho
Doutoramento em Matemática, Universidade de Lisboa, Portugal (1988)
Differential equations and financial mathematics

Profile photo

Maria Eugénia Ferrão
Doutoramento em Teoria de Controle e Estatística, Pontifícia Universidade Católica do Rio de Janeiro, Brazil (1999)
Social Statistics

Profile photo

Nicoletta Rosati
Dottore di Ricerca in Statistica Applicata, Università degli Studi di Padova, Italy (2001)
Econometrics of panels and pseudo-panels, non-linear microeconometric models, health and medical statistics.

Profile photo

Nuno Crato
PhD in Applied Mathematics, University of Delaware, USA (1992)
Time series, stochastic processes

Profile photo

Nuno Sobreira
Doutoramento em Economia, Nova School of Business and Economics, Portugal (2012)
Structural breaks, economic forecasting, realized and stochastic volatility, unit roots, cointegration, long memory

Profile photo

Onofre Simões
Doutoramento em Organização e Gestão de Empresas, Universidade Técnica de Lisboa, Portugal (1997)
Actuarial science, financial mathematics

Profile photo

Paulo Parente
PhD in Economics, University of Warwick, UK (2007)
Generalised method of moments and generalised empirical likelihood, quantile and mode regressions, and the bootstrap.

Profile photo

Pierre Hoonhout
PhD in Economics, University College London, UK (2011)
Econometrics

Profile photo

Raúl Brás
Doutoramento em Matemática Aplicada à Economia e à Gestão, Universidade Técnica de Lisboa, Portugal (2013)
Combinatorial optimization, computer science

Profile photo

Raquel M Gaspar
PhD in Finance, Stockholm School of Economics, Sweden (2006)
Mathematical finance, Term Structure Models, Interest rate & Credit Risk Models, Convexity Adjustments, Structured Products

Profile photo

Rui Paulo
PhD in Statistics, Duke University, USA (2002)
Bayesian Inference, statistical analysis of computer models, Bayesian computation

Profile photo

Telmo Peixe
Doutoramento em Matemática, Universidade de Lisboa, Portugal (2015)
Hamiltonian Dynamics, Game Theory, Lotka-Volterra Systems, Replicator Equation

Profile photo

Weihong Ni
PhD in Actuarial mathematics, University of Liverpool, UK (2016)
Actuarial mathematics, Bayesian statistics, Ruin theory





Profile photo

Alana K Azevedo de Macedo
Supervisor: Alfredo D Egídio dos Reis

Profile photo

André P Sousa
Supervisor: Isabel Proença

Profile photo

Aurea Filipa Marques
Supervisor: João Nicolau

Profile photo

Bruno Damásio
Supervisor: João Nicolau

Profile photo

Carlos Martins
Supervisor: Margarida Vaz Pato

Profile photo

Filipe Amone
Supervisor: Graça Leão Fernandes

Profile photo

Filipe Santos
Supervisor: João Lopes Dias

Profile photo

Flávio Ivo Riedlinger
Supervisor: João Nicolau

Profile photo

Gilson S Silva
Supervisor: João Janela
Co-supervisor: João M E Guerra

Profile photo

Ivo Tavares
Supervisor: Rui Paulo
Co-supervisor: Nuno Sobreira

Profile photo

José Cruz
Supervisor: Maria do Rosário Grossinho
Co-supervisor: Daniel Sevcovic

Profile photo

Liliana Pereira
Supervisor: Fernando F Gonçalves

Profile photo

Luís Silveira Santos
Supervisor: Isabel Proença

Profile photo

Mabel Barros
Supervisor: Amélia Bastos
Co-supervisor: Isabel Proença

Profile photo

Maria João Domingues
Supervisor: Manuel Guerra

Profile photo

Mónica C Martinho
Supervisor: Alfredo D Egídio dos Reis

Profile photo

Nicola Cantarutti
Supervisor: João M E Guerra
Co-supervisor: Manuel Guerra

Profile photo

Nuno Miguel Conceição
Supervisor: Maria do Rosário Grossinho

Profile photo

Pedro Ferreira
Supervisor:

Profile photo

Pedro Pólvora
Supervisor: Manuel Guerra
Co-supervisor: Daniel Sevcovic

Profile photo

Raúl Narciso
Supervisor: João M E Guerra
Co-supervisor: Manuel Guerra

Profile photo

Renata G Alcoforado
Supervisor: Alfredo D Egídio dos Reis

Profile photo

Sara D Lopes
Supervisor: Maria do Rosário Grossinho
Co-supervisor: Carlos Vazquez

Profile photo

Sílvia Vaz
Supervisor: Jorge Caiado
Co-supervisor: João Nicolau

Profile photo

Yaser Kord
Supervisor: Maria do Rosário Grossinho



Ana Diniz
Universidade de Lisboa, Portugal

António A Costa
Universidade de Lisboa, Portugal

Daniel A Dias
Board of Governors of the Federal Reserve System, USA

Diogo Pinheiro
City University of New York, Portugal

Eva Morais
Universidade de Trás-os-Montes e Alto Douro, Portugal

Gianluigi Del Magno
Universidade Federal da Bahia, Brazil

Isabel Cordeiro
Universidade do Minho, Portugal

João A Bastos
Nokia, Portugal

João M C Santos Silva
University of Surrey, UK

José Murteira
Universidade de Coimbra, Portugal

Manuel C Pereira
Banco de Portugal, Portugal

Nuno Azevedo
Banco de Portugal, Portugal

Victor Manuel Moutinho
Universidade de Aveiro, Portugal

Walter Neuhaus
Zabler-Neuhaus AS, Norway

Scientific Coordinator

Isabel Proença

Audit comittee

Agnieszka Bergel

Nuno Sobreira

President:

Raúl Brás

External advisors panel

Albert N Shiryaev
Lomonosov Moscow State University, Russian Federation

Maria Antónia Turkman
Universidade de Lisboa, Portugal

Sílvia Gonçalves
Université de Montréal, Canada