Research projects



Past:
  • FCT-Fundação para a Ciência e a Tecnologia
    1. Optimal reinsurance strategies
      (16 Oct 2007 - 16 Oct 2010). PI: ML Centeno. 42,000
    2. Randomness in deterministic dynamical systems and applications
      (1 Jan 2010 - 31 Jul 2013). PI: J Lopes Dias. 105,911
    3. Statistical analysis of computer models
      (1 Jan 2010 - 15 Jul 2013). PI: R Paulo. 18,600
    4. Evaluation of dividend barrier variables in the actuarial dual risk model
      (1 Feb 2010 - 31 Jul 2013). PI: AD Egídio dos Reis. 21,510
    5. Solving vehicle routing problems by using meta-heuristics
      (15 Mar 2010 - 14 Sep 2013). PI: J Brandão. 51,331
    6. Pricing and behavioural responses in the water sector.
      (1 Sep 2010 - 31 Aug 2013). PI: J Murteira. 63,258
    7. Stochastic Analysis and Numerical Approximations in Mathematical Finance - SANAF
      (9 Jun 2011 - 31 Dec 2014).
    8. Theoretical developments in the regression analysis of fractional data and its applications to Finance
      (1 Jan 2012 - 31 Dec 2014).
    9. Incumprimento de crédito bancário e as consequências para o financiamento das empresas
      (1 Oct 2012 - 30 Jul 2015). PI: DA Dias. 15,000
    10. Analysis of Nonlinear Partial Differential Equations in Mathematical Finance
      (1 Jan 2013 - 31 Dec 2014). PI: MR Grossinho. 4,000
    11. Ruin probabilities and dividend problems in the primal and dual risk models
      (1 Oct 2014 - 30 Sep 2015). PI: AD Egídio dos Reis. 12,000
  • European Commission - 7th Framework Programme - Marie Curie Initial Training Networks
    1. Multi-ITN STRIKE - Novel Methods in Computational Finance (Portuguese team of a Consortium of 11European universities)
      (1 Jan 2013 - 31 Dec 2016). PI: MR Grossinho. 200,000
  • Fundación MAPFRE
    1. Estimating the effects of technology advancement on pricing automobile insurance
      (1 Oct 2017 - 31 Mar 2018). PI: AD Egídio dos Reis. 15,000



2018
  1. A multidimensional approach to the analysis of poverty and social exclusion among children
  2. Application of self-normalization approaches for statistical testing in panel data
  3. Assessment of Higher Education Quality in Mozambique based on Student Perceptions
  4. Bayesian ANOVA
  5. Biodiversity Conservation, Global Change and Uncertainties: Reconciling Biodiversity Persistence and Human Development upon Dynamic Environments
  6. Control theory, optimization, and applications
  7. Development of metaheuristics for two variants of the vehicle routing problem.
  8. Dispersive Equations and Systems
  9. Dynamics on polytopes and polymatrix replicators
  10. ESSAYS IN CORPORATE INVESTMENT WITH PANEL DATA
  11. Essays in Spatial Econometrics
  12. Essays on Microeconometrics Analysis of Child Poverty
  13. Estimating partial effects for nonlinear dynamic panel data models with unobserved individual heterogeneity
  14. Estimating the effects of technology advancement on pricing automobile insurance
  15. Estimation of Panel data Models in the Presence of Nonignorable Attrition
  16. Estratificação da educação básica brasileira
  17. Evaluation of the firm-level VaR and ES forecasting performance of parametric volatility time series models
  18. From Ruin Theory to Credit Risk
  19. Generic properties of $C^2$ Hamiltonians III
  20. Hamiltonian dynamics: new developments beyond integrability
  21. Mathematical and numerical modelling in medicine and biology
  22. Microeconometric models for limited dependent variables with applications
  23. Modeling routing with network flows in waste collection problems
  24. More on Risk Dependencies
  25. Option pricing in Lévy models with transaction costs
  26. Parabolic dynamics of weak resonances in area-preserving maps II
  27. Periodic patterns of bidimensional subtraction games
  28. Piecewise Linear Dynamics meets Economics and Biology
  29. Pricing automobile insurance and the effects of technology advancement estimation
  30. Public transport demand in times of austerity : Evidence for Lisbon's metro system
  31. Redesigning a non-profit supply chain network in a triple bottom context
  32. Regression-Based Tail Index Estimator
  33. Reinsurance of dependent risks
  34. Ruin and dividend problems in the primal and dual risk models, for application in actuarial science and finance. Continuation.
  35. Solow growth model with time delays labor growth
  36. Statistical modelling in Education: multilevel models applied to large and complex data - year three
  37. STUDENTS GRADE RETENTION -- A MULTILEVEL MODELLING APPROACH
2017
  1. Analysis of school failure through multilevel models
  2. Application of bivariate discrete distributions to actuarial modelling
  3. Application of nonlinear regression models to Markov Chain estimation
  4. A simple nonparametric method to estimate the expected time to cross a threshold - The continuous time case
  5. Assessment of Higher Education Quality in Mozambique based on Student Perceptions
  6. Bayesian ANOVA
  7. Children and dynamics of poverty and social exclusion
  8. Control of evolution equations and Markov processes
  9. Development of an algorithm for vehicle routing problem with backhauls and soft time windows
  10. Developments in ruin theory, the primal and dual risk models, ruin probabilities and dividend strategies for application in actuarial science and finance. Continuation.
  11. Double unit roots and structural breaks
  12. Dynamics on polytopes and polymatrix replicators
  13. Eficácia e Avaliação Educacional: Para a melhoria da qualidade e equidade na educação
  14. Essays in Spatial Econometrics
  15. Essays on Microeconometrics Analysis of Child Poverty
  16. Estimating partial effects for nonlinear dynamic panel data models with unobserved individual heterogeneity
  17. Estimating the effects of technology advancement on pricing automobile insurance
  18. Estimating the effects of technology advancement on pricing automobile insurance
  19. Evaluation of the firm-level VaR and ES forecasting performance of parametric volatility time series models
  20. Generic properties of $C^2$ Hamiltonians II
  21. Habitats of sets of combinatorial game values
  22. Mathematical and numerical modelling in medicine and biology
  23. Modeling routing with network flows in waste collection problems
  24. Modelling short term memory effects in financial derivatives
  25. Option pricing in Lévy models and integro-differential equations
  26. Parabolic dynamics of weak resonances in area-preserving maps
  27. Periodic versus oscillating solutions in Solow growth model
  28. Regression-Based Tail Index Estimator
  29. Reinsurance of dependent risks
  30. Semiparametric estimation in sample selection models for quarterly data
  31. SRB measures for piecewise diffeomorphisms
  32. Statistical modelling in Education: multilevel models applied to large and complex data - year two
  33. Stochastic and computational finance
  34. Stochastic optimization and decisions under uncertainty
  35. The impact of bonus-malus systems in finite and continuous time ruin probabilities in motor insurance for large portfolios. The open model.
  36. The National Network for Long-term Integrated Care in Portugal
  37. The weekend effect in Acute Myocardial Infarction
2016
  1. A multidimensional approach to the dynamics of child poverty
  2. Application of bivariate discrete distributions to actuarial modelling
  3. Application of nonlinear regression models to Markov Chain estimation
  4. Assessment of Higher Education Quality in Mozambique based on Student Perceptions
  5. Bayesian testing in Analysis of Covariance models
  6. Bayesian Validation of Behavioural Parameters in Economic Models
  7. Biodiversity Conservation, Global Change and Uncertainties: Reconciling Biodiversity Persistence and Human Development upon Dynamic Environments
  8. Bone Geometry, Physical Activity and Bone Mass at Fracture-Critical Bone Regions of Proximal Femur
  9. Control of evolution equations and Markov processes
  10. Development of an algorithm for the open vehicle routing problem with time windows.
  11. Developments in ruin theory, the primal and dual risk models, ruin probabilities and dividend strategies for application in actuarial science and finance
  12. Dissipative outer billiards on polygons
  13. Dynamic Models for Extreme Events
  14. Essays in Spatial Econometrics
  15. Essays on Microeconometrics Analysis of Child Poverty
  16. Generic properties of $C^2$ Hamiltonians
  17. Geometric renormalization of area-preserving twist maps
  18. Gevrey renormalization of vector fields on the torus
  19. Implications of poverty and social exclusion on students grade retention $-$ a multilevel modelling approach.
  20. Mathematical and numerical modelling in medicine and biology
  21. Modeling routing with network flows in waste collection problems
  22. Modelling short term memory effects in financial derivatives
  23. MTD-Probit Model
  24. Option pricing in Lévy models and integro-differential equations
  25. Persistence of homoclinic tangencies near saddle-centre bifurcations
  26. Previsão da variabilidade em materiais compósitos, induzida por operações de furação
  27. Regression-Based Tail Index Estimator
  28. Semiparametric estimation in sample selection models for quarterly data
  29. Splitting of separatrices near resonant elliptic fixed points of area preserving maps
  30. Statistical analysis of wind farms
  31. Statistical modelling in Education: multilevel models applied to large and complex data
  32. Stochastic and computational finance
  33. Stochastic optimization and decisions under uncertainty
  34. Strategic decisions on a Food Banks' supply chain
  35. Students Attitudes, Learning, Achievement in Quantitative curricular units: The case of ISEG- ULisbon
  36. Testing for Breaks in the Tails
  37. The impact of bonus-malus systems in finite and continuous time ruin probabilities in motor insurance for large portfolios.
  38. The National Network for Long-term Integrated Care in Portugal