Publications

2020

32 Articles in international journals with referee

Aging population and inflation: Evidence from panel cointegration
P. Albuquerque, J. Caiado and A. Pereira
Journal of Applied Economics 23, 469-484 (2020).

A Measure of Child Exposure to Household Material Deprivation: Empirical Evidence from the Portuguese Eu-Silc
M. E. Ferrão, A. Bastos and T. G. Alves
Child Indicators Research, to appear (2020).

A memory-based iterated local search algorithm for the multi-depot open vehicle routing problem
J. Brandão
European Journal of Operational Research 284, 559-571 (2020).

A note on the spatial approximation of PDEs with unbounded coefficients - The special one-dimensional case
F. F. Gonçalves, M. R. Grossinho and E. Morais
International Journal of Applied Mathematics, to appear (2020).

Combinatorics of jenga
A. Carvalho, J. P. Neto and C. P. Santos
The Australasian Journal of Combinatorics 76(1), 87-104 (2020).

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 32, 101098 (2020).

Green investment under time-dependent subsidy retraction risk
V. Hagspiel, C. Nunes, C. Oliveira and M. Portela
Journal of Economic Dynamics and Control, (2020).

Hyperbolicity through stable shadowing for generic geodesic flows
M. Bessa, J. Lopes Dias and M. J. Torres
Physica D: Nonlinear Phenomena 406, 132423 (2020).

Identifying the long-term care beneficiaries: Differences between risk factors of nursing homes and community-based services admissions
H. Lopes, C. Mateus and N. Rosati
Aging Clinical and Experimental Research 32, 2099-2110 (2020).

Inflation in the G7 and the expected time to reach the reference rate: a nonparametric approach
I. Cabral and J. Nicolau
International Journal of Finance and Economics, to appear (2020).

Lagrangian duality for robust problems with decomposable functions: the case of a robust inventory problem
F. G. Rodrigues
INFORMS - Journal on Computing, to appear (2020).

Measuring the Gender Disparities in Unemployment Dynamics during the Recession: Evidence from Portugal
J. Passinhas and I. Proença
Applied Economics 52:6, 623-636 (2020).

Multiple imputation in big identifiable data for educational research: An example from the Brazilian education assessment system
M. E. Ferrão, P. Prata and M. T. Alves
Ensaio: Avaliação e Políticas Públicas em Educação 28, 599-621 (2020).

On a coupled system of a Ginzburg-Landau equation with a quasilinear conservation law
F. Oliveira, J. Dias and H. Tavares
Communications in Contemporany Mathematics 22, (2020).

On Lattices from Combinatorial Game Theory Modularity and a Representation Theorem: Infinite Case
A. Carvalho, C. Santos, C. Dias, F. Coelho, J. Neto, R. Nowakowski and S. Vinagre
International Journal of Game Theory, (2020).

Optimal reinsurance of dependent risks
A. Moura and M. L. Centeno
REVSTAT Statistical Journal, to appear (2020).

Option pricing in exponential Lévy models with transaction costs
N. Cantarutti, M. Guerra, J. M. E. Guerra and M. R. Grossinho
Journal of Computational Finance 23, Number 4, 1-31 (2020).

Periodic attractor in the discrete time best-response dynamics of the Rock-Paper-Scissors game
J. P. Gaivão and T. Peixe
Dynamic Games and Applications, to appear (2020).

Permanence in Polymatrix Replicators
T. Peixe
Journal of Dynamics and Games, to appear (2020).

Pricing American call options using the Black–Scholes equation with a nonlinear volatility function, to appear in Journal of Computational Finance.
M. R. Grossinho, Y. Kord and D. Sevcovic
Journal of Computational Finance 23, Number 4, 93-113 (2020).

Ratings matter: announcements in times of crisis and the dynamics of stock markets
N. Rosati, M. Bellia, P. Verga Matos and V. Oliveira
Journal of International Financial Markets, Institutions and Money 64, 101166 (2020).

Reducibility of quasi-periodically forced circle flows
S. Kocic and J. Lopes Dias
Discrete and Continuous Dynamical Systems - A 40, 5325-5345 (2020).

Risk-Neutral Densities: Advanced Methods of Estimating Non-Normal Options Underlying Asset Prices and Returns
A. Santos and J. M. E. Guerra
Journal of Risk Model Validation 14, 41-64 (2020).

Sociopolitical values, attitudes and behaviors of Portuguese economics students
J. Graça, R. Correia and J. Caiado
Sociologia, Problemas e Práticas 92, 111-132 (2020).

Statistical methods in recent higher education research
M. E. Ferrão
Journal of College Student Development 61, 366-371 (2020).

Stochastic differential equations harvesting policies: Allee effects, logistic-like growth and profit optimization
N. M. Brites and C. A. Braumann
Applied Stochastic Models in Business and Industry 36, 825-835 (2020).

Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics
J. Cruz, J. Nicolau and P. Rodrigues
Asia Pacific Financial Markets, to appear (2020).

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 18 (4), (2020).

The attractor of piecewise expanding maps of the interval
G. Del Magno, J. Lopes Dias, P. Duarte and J. P. Gaivão
Stochastics and Dynamics 20, 2050009 (2020).

The Contribution of Digital Financial Services to Financial Inclusion in Mozambique: An ARDL Model Approach
C. Fernandes, M. R. Fernandes and J. Caiado
Applied Economics, (2020).

The Impact of Uncertainty in the Measurement of Progress in Earned Value Analysis
R. Almeida, R. Abrantes, M. Romão and I. Proença
Procedia Computer Science, to appear (2020).

The Profitability in the FTSE 100 Index: a New Markov Chain Approach
F. I. Riedlinger and J. Nicolau
Asia Pacific Financial Markets 27, 61-81 (2020).


1 Articles in national journals with referee

Territorial differences in student performance in Portugal: The role of family characteristics and school composition
P. Costa, A. P. Couto and M. E. Ferrão
Revista Portuguesa de Estudos Regionais, to appear (2020).


1 Books - author

Common Shareholding in Europe
N. Rosati, P. BOMPREZZI, M. FERRARESI, A. FRIGO and M. NARDO
DOI 10.2760/734264, Publications Office of the European Union JRC121476, (2020).


2 Chapters in international books with referee

Curriculum and Educational Reforms in Portugal: An Analysis on Why and How Students’ Knowledge and Skills Improved
N. Crato
Audacious Education Purposes, Ed. F. M. Reimers, Springer, 209-231 (2020).

Harvesting Policies with Stepwise Effort and Logistic Growth in a Random Environment
N. M. Brites and C. A. Braumann
Current Trends in Dynamical Systems in Biology and Natural Sciences, Springer 21, 95-110 (2020).


2 Conference proceedings with referee

A Bayesian approach to predict the structural responses of FGM plates with uncertain parameters
A. Loja, A. Carvalho, J. Neto, T. Silva and M. Vinyas
AIP Conference Proceedings, AIP Publishing LLC 2204, (2020).

Data Anonymization: K-anonymity Sensitivity Analysis
W. Santos, G. Sousa, P. Prata and M. E. Ferrão
Iberian Conference on Information Systems and Technologies, CISTI, IEEE Xplore 10.23919/CISTI49556.2020.9141044, 1-6 (2020).


1 Chapters in international books without referee

A MATEMÁTICA DAS PENSÕES EM PORTUGAL: HISTÓRIA RECENTE
O. Simões
Prospecção de Problemas e Soluções nas Ciências Matemáticas 2, Organizadores Américo Silva e André Vieira, Atena Editora, (2020).


8 Preprints

Accuracy of European Stock Target Prices
J. Almeida and R. M. Gaspar
preprint (2020). PDF

Dynamics of piecewise increasing contractions
J. P. Gaivão and A. Nogueira
preprint (2020).

Early Parental Reading and Reading for Enjoyment: What Matters Most for Boys and Girls
L. Araujo, P. Costa, N. Crato, M. Dumangane and N. Picker
preprint (2020).

Expansiveness and hyperbolicity in convex billiards
M. Bessa and J. Lopes Dias
preprint (2020). PDF

Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations.
C. Nunes, C. Oliveira and R. Pimentel
preprint (2020). PDF

Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations.

preprint (2020).

Reinsurance of multiple risks with generic dependence structures
M. Guerra and A. Moura
preprint (2020). PDF

Time-symmetric optimal stochastic control problems in space-time domains
A. B. Cruzeiro, C. Oliveira and J. Zambrini
preprint (2020). PDF


3 Lecture notes

An Introduction to Quantitative Finance

https://www.iseg.ulisboa.pt/aquila/getFile.do?method=getFile&fileId=1452128, (2020).

An Introduction to Quantitative Finance
A. D. Egídio dos Reis and A. Bergel
https://www.iseg.ulisboa.pt/aquila/getFile.do?method=getFile&fileId=1452128, (2020).

Introdução à Matemática Financeira
A. D. Egídio dos Reis and A. Bergel
https://www.iseg.ulisboa.pt/aquila/getFile.do?method=getFile&fileId=1453271, (2020).