Publications

2019

9 Articles in international journals with referee

A fragmented-periodogram approach for clustering big data time series
J. Caiado, N. Crato and P. Poncela
Advances in Data Analysis and Classification, (2019).

Bayesian selection of technology assumptions for the transformation from supply-use to input-output tables
J. F. Rodrigues, A. F. Amores and R. Paulo
Economic systems research, to appear (2019).

Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese Stock Market
N. Sobreira and R. Louro
Finance Research Letters, to appear (2019).

Optimal investment decision under switching regimes of subsidy support
C. Oliveira and N. Perkowski
European Journal of Operational Research, (2019).

Option Pricing Under a Jump-Telegraph Diffusion Model with Jumps of Random size
J. Janela, J. M. E. Guerra and G. S. Silva
International Journal of Computer Mathematics, (2019).

Text mining and ruin theory: A case study on risk models with dependence
R. G. Alcoforado and A. D. Egídio dos Reis
REVSTAT Statistical Journal https://www.ine.pt/revstat/forthcoming_papers.html, (2019).

The effect of ventricular volume increase in the amplitude of intracranial pressure
J. Apura, J. Tiago, A. Moura, J. A. Lourenço and A. Sequeira
Computer Methods in Biomechanics and Biomedical Engineering, (2019).

The inversion of the spatial lag operator in binary choice models: Fast computation and a closed formula approximation
L. Silveira Santos and I. Proença
Regional Science and Urban Economics 76, 74-102 (2019).

The optimal stopping problem revisited
M. Guerra, C. Nunes and C. Oliveira
Statistical Papers, (2019).


1 Books - author

Modelos de Regressão Multinível: Pesquisa e Avaliação em Educação
M. E. Ferrão
Editora UFMG, (2019).


1 Books - editor

Data-Driven Policy Impact Evaluation: How Access to Microdata is Transforming Policy Design
N. Crato and P. Paruolo
Springer, (2019).


1 Chapters in international books with referee

The Power of Microdata: An Introduction
N. Crato and P. Paruolo
in Data-Driven Policy Impact Evaluation: How Access to Microdata is Transforming Policy Design, Eds. Crato and Paruolo, Springer, 1-14 (2019).


2 Conference proceedings with referee

How to clutch skills from higher education curricula: Analysis of Portuguese learning outcomes
A. Fidalgo, F. Ramos, D. Dias and F. F. Gonçalves
INTED2019 Proceedings, 8955-8964 (2019).

Restyling the higher education landscape: Regional (a)symmetries across Portugal
D. Dias, F. Ramos, A. Fidalgo and F. F. Gonçalves
INTED2019 Proceedings, 8965-8974 (2019).


4 Preprints

Estimation of foreseeable and unforeseeable risks in motor insurance
W. Ni, C. Constantinescu, A. D. Egídio dos Reis and V. Maume-Deschamps
preprint (2019).

Ruin probabilities for open automobile portfolios with a bonus-malus system based on claim counts
L. B. Afonso, R. M. Cardoso, A. D. Egídio dos Reis and G. R. Gracinda
preprint (2019).

Sturm-Liouville hypergroups without the compactness axiom
R. Sousa, M. Guerra and S. Yakubovich
preprint (2019).

The hyperbolic maximum principle approach to the construction of generalized convolutions
R. Sousa, M. Guerra and S. Yakubovich
preprint (2019).