Publicações Linha de Investigação – ÁLGEBRA Revistas ... filePublicações Linha de...

Publicações

Linha de Investigação – ÁLGEBRA

Livro - I. Cabral, C. Perdigão, C. Saiago, “Álgebra Linear”, Escolar Editora, (3ª Edição), páginas 458, ISBN: 9789725923603, 2012.

Revistas científicas

- Aceite – J. Faria Martins, A. Miković, “Four-Dimensional Spin Foam Perturbation Theory”, Symmetry, Integrability and Geometry: Methods and Applications (SIGMA), Vol. 7, 094, 22 pages, Outubro 2011. URL: http://www.emis.de/journals/SIGMA/2011/094/ - Aceite – J. Faria Martins, “The fundamental 2-crossed complex of a reduced CW-complex”, Homology, Homotopy and Applications, Vol. 13, Nº 2, pp. 129-157, Maio 2011. URL: http://www.intlpress.com/hha/v13/n2/a9/ - Publicado – G. Tabuada, M. Marcolli, “Kontsevich's noncommutative numerical motives”, Compositio Mathematica, Vol. 148, Nº 6, pp. 1811-1820, Novembro 2012. URL: http://journals.cambridge.org/action/displayAbstract?fromPage=online,aid=8764750 - Publicado – G. Tabuada, “Weight structure on Kontsevich's noncommutative mixed motives”, Homology, Homotopy and Applications, Vol. 14, Nº 2, pp. 129-142, 2012. URL: http://projecteuclid.org/DPubS?service=UI,version=1.0,verb=Display,handle=euclid.hha/1355321484 - Publicado – G. Tabuada, “The fundamental theorem via derived Morita invariance, localization, and A^1- homotopy invariance”, Journal of K-Theory, Vol. 9, Nº 3, pp. 407-420, Junho 2012. URL: http://journals.cambridge.org/action/displayAbstract?fromPage=online,aid=8489106 - Publicado – G. Tabuada, “Transfer maps and projection formulas”, Proceedings of the American Mathematical Society, Vol. 140, pp. 2589-2597, 2012. URL: http://www.ams.org/journals/proc/2012-140-08/S0002-9939-2011-11169-9/ - Publicado – G. Tabuada, D. C. Cisinski, “Symmetric monoidal structure on noncommutative motives”, Journal of K-Theory, Vol. 9, Nº 2, pp. 201-268, Abril 2012. URL: http://journals.cambridge.org/action/displayAbstract?fromPage=online,aid=8547265 - Publicado – G. Tabuada, I. Dell'Ambrogio, “Tensor triangular geometry of noncommutative motives”, Advances in Mathematics, Vol. 229, Nº 2, pp. 1329-1357, Janeiro 2012. URL: http://www.sciencedirect.com/science/article/pii/S0001870811003793 - Publicado – G. Tabuada, “Co-representability of the Grothendieck group of endomorphisms functor in the category of noncommutative motives”, Homology, Homotopy and Applications, Vol. 13, Nº 2, pp. 315-328, 2011. URL: http://projecteuclid.org/DPubS?service=UI,version=1.0,verb=Display,handle=euclid.hha/1335806756 - Publicado – G. Tabuada, “Universal suspension via noncommutative motives”, Journal of

Noncommutative Geometry, Vol. 5, N. 4, pp. 573-589, 2011. URL: http://www.ems-ph.org/journals/show_abstract.php?issn=1661-6952,vol=5,iss=4,rank=5 - Publicado – G. Tabuada, “A simple criterion for extending natural transformations to higher K-theory”, Documenta Mathematica, Vol. 16, pp. 657-668, 2011. URL: http://www.math.uiuc.edu/documenta/vol-16/vol-16-eng.html - Publicado – G. Tabuada, D. C. Cisinski, “Nonconnective K-theory via universal invariants”, Compositio Mathematica, Vol. 147, pp. 1281-1320, 2011. URL: http://journals.cambridge.org/action/login - Publicado – G. Tabuada, “A universal characterization of the Chern character maps”, Proceedings of the American Mathematical Society, Vol. 139, pp. 1263-1271, 2011. URL: http://www.ams.org/journals/proc/2011-139-04/S0002-9939-2010-10569-5/ - Publicado – H. J. Silva, “Minimal Ockham algebras”, Algebra Universalis, Springer ,Vol. 67, Nº 4, pp. 393-395, Junho 2012. URL: http://link.springer.com/article/10.1007%2Fs00012-012-0193-0#page-1 - Publicado – T. S. Blyth, M. H. Almeida Santos, “On amenable orders and inverse transversals”, Communications in Algebra, Vol. 39, Nº 6, pp. 2189-2209. URL: http://dx.doi.org/10.1080/00927872.2010.489530 - Publicado – T. S. Blyth, M. H. Almeida Santos, “H-cohesive orders associated with inverse transversals”, Communications in Algebra, Vol. 40, Nº 8, pp. 2771-2785, 2012. URL: http://dx.doi.org/10.1080/00927872.2011.585678 - Publicado – L. Cirio, J. Faria Martins, “Categorifying the Knizhnik–Zamolodchikov connection”, Differential Geometry and its Applications, Vol. 30, Nº 3, pp. 238-261, June 2012. URL: http://www.sciencedirect.com/science/article/pii/S0926224512000071 - Publicado – J. Faria Martins, A. Miković, “Lie crossed modules and gauge-invariant actions for 2-BF theories”, Advances in Theoretical and Mathematical Physics, Vol. 15, Nº 4, pp. 1059-1084, Agosto 2011. URL: http://www.intlpress.com/ATMP/ATMP-issue_15_4.php - Publicado – C. R. Johnson, A. Leal-Duarte, C. M. Saiago, “The change in eigenvalue multiplicity associated with perturbation of a diagonal entry”, Linear and Multilinear Algebra, Vol. 60, Nº 5, pp. 525-532, 2012. URL: http://dx.doi.org/10.1080/03081087.2011.610973 - Publicado – T. Sousa, “Decompositions of graphs into a given clique-extension”, Ars. Combin., 100, pp. 465-472, 2011. URL: http://bkocay.cs.umanitoba.ca/arscombinatoria/index.html - Publicado – T. Sousa, "Greedy Friensdhip Decompositions of Graphs," Open Journal of Discrete Mathematics, Vol. 1, N. 1, pp. 32-34, 2011. URL: http://www.scirp.org/journal/ojdm/ - Publicado – T. Sousa, “Minimum weight H-decompositions of graphs: the bipartite case”, Electron. J. Combin., Vol. 18, Nº 1, Paper 126, 10 pp., Junho 2011. URL: http://www.combinatorics.org/ojs/index.php/eljc/article/view/v18i1p126 - Publicado – T. Sousa, "4-Cycle Decompositions of Graphs," Open Journal of Discrete Mathematics, Vol. 2, Nº 4, pp. 125-130, 2012. URL: http://www.scirp.org/journal/ojdm/

- Publicado – T. Sousa, "The H-Decomposition Problem for Graphs," Applied Mathematics, Vol. 3, Nº. 11, pp. 1719-1722, 2012. URL: http://www.scirp.org/journal/am/ - Publicado – T. Sousa, "Friendship Decompositions of Graphs: The general problem," Open Journal of Applied Sciences, Vol. 2, Nº 4B, pp. 30-33, 2012. URL: http://www.scirp.org/journal/ojapps/ - Submetido – H. Liu, A. Mestre, T. Sousa, “Totally Rainbow k-connection in Graphs”, Submetido para Graphs and Combinatorics, Novembro 2012. - Submetido – H. Liu, T. Sousa, “Monochromatic K_r-Decompositions of Graphs”, Submetido para Journal of Graph Theory, Julho 2012. - Submetido – R. Carpentier, H. Liu, M. Silva, T. Sousa, “Rainbow connection in hypergraphs”, Submetido para Electronic. J. of Combinatorics, September 2012. - Submetido – H. Liu, A. Mestre, T. Sousa, “Rainbow vertex k-connection in graphs”, Submetido para Discrete Applied Mathematics, October 2012. - Submetido – A. Dubickas, P. Sarka, M. Silva, T. Schoen. "Finding large co-Sidon subsets in sets with a given additive energy" - Submetido – H. Liu, M. Silva, Rui Carpentier, T. Sousa, "Rainbow Connection in Hypergraphs". - Publicado – H. Liu, “Rainbow k-connection in dense graphs” (extended abstract) (with Shinya Fujita and Colton Magnant), in: Proceedings of EuroComb 11, Electronic Notes in Discrete Mathematics 38 (2011), 361-366. - Aceite- H. Liu, “The balanced decomposition number of TK4 and series-parallel graphs” (with Shinya Fujita), to appear in Discussiones Mathematicae Graph Theory. - Publicado – J. Cilleruelo, M. Silva, C. Vinuesa, “A sumset problem”, J. Comb. Number Theory, Vol. 2, Nº 1, pp. 79-89, 2011. URL: https://www.novapublishers.com/catalog/product_info.php?products_id=30827 - Publicado – J. Faria Martins, R. Picken, “Surface Holonomy for Non-Abelian 2-Bundles via Double Groupoids”, Advances in Mathematics, Vol. 226, Nº 4, 1 March 2011, pp. 3309-3366, Março 2011. URL: http://www.sciencedirect.com/science/article/pii/S0001870810003804 - Publicado – J. Faria Martins, R. Picken, “The fundamental Gray 3-groupoid of a smooth manifold and local 3-dimensional holonomy based on a 2-crossed module”, Differential Geometry and its Applications Vol. 29, Nº 2, March 2011, pp. 179-206, Março 2011. URL: http://www.sciencedirect.com/science/article/pii/S0926224510000690

Linha de Investigação – Equações Diferenciais e Análise Numérica

Livros/capítulo de livro

F. A. C. C. Chalub, J. F. Rodrigues, "The Mathematics of Darwin's Legacy", edited by,

(Birkhauser, Switzerland), p. 301. 2011. ISBN: 978-3-0348-0121-8.

M. C. Soares, “Introdução ao Cálculo”, Cap 4 – Função exponencial e função logarítmica,

Escolar Editora, pp. 161-189, 2012. ISBN 978-972-592-332-0


- Publicado – F. A. C. C. Chalub, M. O. Souza, “The SIR epidemic model from the PDE point of

view”, Mathematical and Computer Modelling, Vol. 53, Nº (7-8), pp. 1568-1574, 2011. URL:

http://www.sciencedirect.com/science/article/pii/S0895717710002906 IF: 1.346.

- Publicado – R. Ferreira, I. Fonseca, “Reiterated Homogenization in BV via Multiscale

Convergence”, SIAM J. Math. Anal., Vol. 44, Nº 3, pp. 2053-2098, 2012. URL:

http://epubs.siam.org/doi/abs/10.1137/110826205 IF: 1.316.

- Publicado – S. Conti, G. Dolzmann, C. Kreisbeck, “Asymptotic behavior of crystal plasticity

with one slip system in the limit of rigid elasticity”, SIAM J. Math. Anal. Vol. 43, Nº 5, pp. 2337-

2353, 2011. URL:

http://epubs.siam.org/action/showAbstract?page=2337,volume=43,issue=5,journalCode=sjma

ah IF: = 1.316.

- Publicado – G. Bouchitté, L. Mascarenhas, L. Trabucho, “Thin waveguides with Robin

boundary conditions“, J. Math. Phys. Vol. 53, 123517, 2012. URL:

http://dx.doi.org/10.1063/1.4768462 IF: 1.291.

- Publicado – J. P. Casquilho, R. Martins, “On the stability of shear flows in nematics”,

Theoretical and Computational Fluid Dynamics, Vol. 26, Nº 1, pp. 381-389, 2012. URL:

http://link.springer.com/article/10.1007%2Fs00162-011-0236-8 IF: 1.034

- Publicado – G. Carita, A. M. Ribeiro, E. Zappale, “An homogenization result in W^{1,p}*L^q,

Journal of Convex Analysis”, Vol. 18, Nº 4, 2011. URL:

http://www.heldermann.de/JCA/JCA18/JCA184/jca18067.htm IF = 0.823.

- Publicado – R. Ferreira, I. Fonseca, “Characterization of the Multiscale Limit Associated with

Bounded Sequences in BV”, J. Convex Anal., Vol. 19, Nº. 2, pp. 403-452, 2012. URL:

http://www.heldermann.de/JCA/JCA19/JCA192/jca19023.htm IF: 0.823.

- Publicado – T. Guerra, “Distributed control for shear-thinning non-Newtonian fluids”, Journal

of Mathematical Fluid Mechanics, Vol. 14, Nº 4, pp. 771-789, 2012.

URL: http://link.springer.com/article/10.1007%2Fs00021-012-0101-6 IF: 0.786

- Publicado – S. Antontsev, J-P. Dias, M. Figueira, F. Oliveira, “Non-existence of global solutions

for a quasilinear Benney system”, Journal of Mathematical Fluid Mechanics, Vol. 13, pp. 81-94,

2011.

http://link.springer.com/article/10.1007%2Fs00021-009-0014-1?LI=true IF : 0.768.

- Publicado – R. Ferreira, L. Mascarenhas, A. Piatnitski, “Spectral Analysis in a Thin Domain

with Periodically Oscillating Characteristics”, ESAIM: Control, Optimisation and Calculus of

Variations, Vol. 18, Nº 2, 2012. URL: http://www.esaim-

cocv.org/action/displayAbstract?fromPage=online,aid=8642007 IF: 0.758.

- Publicado – J. M. Gomes, “Generalized invariant sub- and super-solutinos for the energy

decreasing flow”, Proceedings of the Royal Society of Edinburgh, Section A - Mathematics, Vol.

141, Nº 3, pp. 521-536. URL:

http://journals.cambridge.org/action/displayAbstract?fromPage=online,aid=8292444 IF :

0.679.

- Publicado – J-P. Dias, M. Figueira, F. Oliveira, “On the Cauchy problem describing an electron-

phonon interaction”, Chinese Annals of Mathematics, Vol. 32, pp. 483-496, 2011. URL:

http://link.springer.com/article/10.1007%2Fs11401-011-0663-2 IF = 0.521

- Publicado – J. Henry, B. Louro, M.C. Soares, “Factorization of linear elliptic boundary value

problems in non-cylindrical domains”, C. R. Math. Acad. Sci. Paris, Vol. 349, Nº 15-16, pp. 879-

882. URL: http://www.sciencedirect.com/science/article/pii/S1631073X11001907 IF = 0.384.

- Publicado – J. M. Gomes, “A geometrical view of the Nehari manifold”, Methods and

Applications of Analysis, Vol. 19, Nº 2, pp. 187-210, Junho 2012. URL:

http://www.intlpress.com/MAA/MAA-v19.php IF: Non Available.

- Publicado – N. Freire, M. F. Veiga, “On the box topology on [0, w+1]w box topology”, Global

Journal of Mathematical Sciences: Theory and Practical, Vol. 3, Nº (3), pp. 285-288

URL: http://irphouse.com/volume/gjmsv3n3.htm IF: Non Available.

- Publicado – M. G. Gomes, R. Aguas, J. S. Lopes, M. C. Nunes, C. Rebelo, P. Rodrigues, C. J.

Struchiner, “How host heterogeneity governs tuberculosis reinfection?”, Proceedings Of The

Royal Society B-Biological Sciences, Vol. 279, Nº 1737, pp. 2473–2478. IF: 5.415.

- Aceite – A. M. Ribeiro, E. Zappale, "Relaxation of certain integral functionals depending on

strain and chemical composition", aceite para publicação em 13-12-2012 em Chinese Annals of

Mathematics, Ser. B. URL: http://www.cma.fct.unl.pt/pre-publicacoes/2011

- Aceite – C. Kreisbeck, “Another approach to the thin-film Gamma-limit of the micromagnetic

free energy in the regime of small samples”, (aceite em 2012) em Quart. Appl. Math.

http://dx.doi.org/10.1090/S0033-569X-2012-01323-5

- Submetido – C. Kreisbeck, S. Conti, G. Dolzmann, “Relaxation of a model in finite plasticity

with two slip systems”, 2012.

- Submetido – F. A. C. C. Chalub, M. O. Souza, The frequency-dependent Wright-Fisher model:

diffusive and non-diffusive approximations. URL: http://arxiv.org/abs/1107.1549

- Submetido – A. Almeida, R. Teixeira, F Chalub, “ Much or more? Experiments of rationality

and spite with school children”, 2012.

Proceedings/comunicações/relatórios/poster

- Publicado – J. Henry, B. Louro, M. C. Soares, “A factorization method for elliptic BVP2,

Proceedings of the 12th International Conference on Computational and Mathematical

Methods in Science and Engineering, CMMSE 2012, July, 2-6, Vol. II, pp. 709-714, 2012.

- Publicado – N. Chibeles-Martins, F. Rodrigues, M. C. Soares, MathGames, Recreational

Mathematics Colloquium II, Conference Proceedings 2012, ISBN 978-989-97346-2-3, pp. 169-

174, 2012.

- Publicado – G. Carita, A. M. Ribeiro, E. Zappale, "Relaxation for some integral functionals in

W^{1,p}_w x L^q_w", Boletim da SPM, Actas do Encontro Nacional da SPM, Leiria 2010, pp. 47-

53, 2011.

URL: http://www.cma.fct.unl.pt/pre-publicacoes/2010

- Publicado – F. A. C. C. Chalub, M. O. Souza, "Continuous models for genetic evolution in large

populatons", Dynamics, Games and Science I (DYNA 2008 in honor of Maurício Peixoto and

David Rand, University of Minho). Peixoto, Mauricio Matos; Pinto, Alberto Adrego; Rand, David

A (Eds). Springer Proceedings in Mathematics, Vol. 1, pp. 239-242, 2011.

- Publicado – P. Rodrigues, C. Rebelo, M. G. M. Gomes, “Multi-scale models for drug resistant

tuberculosis”, Proceedings of International Conference on Computational and Mathematical

Methods in Science and Engineering, CMMSE 2012, ISBN 978-84-615-5392-1 pp. 1071-1082.

- Apresentado – A. M. Ribeiro, E. Zappale, "Lower semicontinuous envelopes in W^{1,1} x

L^q", submetido em outubro de 2012 para os Proceedings da conferência Calculus of

Variations and PDEs, Szczawnica, Poland, Julho 2012. URL: http://www.cma.fct.unl.pt/pre-

publicacoes/2012

- Apresentado - Carolin Kreisbeck participou em Mathematics for Semiconductor

Heterostructures, Modeling, Analysis and Numerics, september 24-28, 2012, Berlim, tendo

apresentado o poster Asymptotic spectral analysis in quantum waveguides with heterogeneous

fibers, em colaboração com M. Luísa Mascarenhas.

Linha de Investigação – Investigação Operacional

Capítulos de livros

- Publicado - A. L. Custódio, M. Emmerich e J. F. A. Madeira, Recent developments in

derivative-free multiobjective optimisation, Computational Technology Reviews, ed. B. H. V.

Topping, Saxe-Coburg Publications, 5, pp. 1-30, 2012. URL:

http://www.ctresources.info/ctr/paper.html?id=37


Artigos em revistas internacionais

- Publicado – S. Baptista, R. Oliveira, ”A case study on the application of an approximated

hypercube model to emergency medical systems management “, Central European Journal Of

Operations Research, 20 (4), pp. 559-581, 2012.

URL: http://link.springer.com/article/10.1007%2Fs10100-010-0187-y

- Publicado – C. P. Brás, M. Fukushima, J. J. Júdice, S. S. Rosa, " Variational inequality

formulation of the asymmetric eigenvalue complementarity problem and its solution by means

of gap functions ", Pacific Journal of Optimization, 8 (2), pp. 197-215, 2012.

URL: http://www.ybook.co.jp/online2/pjov8.html

- Publicado – C.P. Brás, W. W. Hager, J. J. Júdice, " An investigation of feasible descent

algorithms for estimating the condition number of a matrix ", TOP – Journal of the Spanish

Society of Statistics and Operations Research, 20 (3), pp.791-809, 2012.

URL: http://link.springer.com/article/10.1007%2Fs11750-010-0161-9

- Publicado – I. Correia, L. Lourenço, F. Saldanha da Gama, “Project Scheduling with flexible

resources: formulation and inequalities”, OR Spectrum, 34, pp. 635-663, 2012.

URL: http://link.springer.com/content/pdf/10.1007%2Fs00291-010-0233-0

- Publicado – I. Correia, S. Nickel, F. Saldanha da Gama, “Hub and spoke network design with

single-assignment, capacity decisions and balancing requirements”, Applied Mathematical

Modelling, 35 (10), pp. 4841-4851, 2011.

URL: http://ac.els-cdn.com/S0307904X1100206X/1-s2.0-S0307904X1100206X-

main.pdf?_tid=6830422a-58e6-11e2-b1a5-

00000aab0f27,acdnat=1357575918_18a247d89426414267194ba89a9725d2

- Publicado – A. L. Custódio, J. F. A. Madeira, A. I. F. Vaz e L. N. Vicente, “Direct multisearch for

multiobjective optimization”, SIAM Journal on Optimization, 21, pp. 1109 -1140, 2011.

URL: http://epubs.siam.org/doi/abs/10.1137/10079731X

- Publicado – M. I. Gomes, A. P. Barbosa-Póvoa, A. Q. Novais, "Modelling a recovery network

for WEEE: A case study in Portugal", Waste Management, 31, pp. 1645-1660, 2011.

URL: http://www.sciencedirect.com/science/article/pii/S0956053X11001085

- Publicado – E. M. T. Hendrix, L. G. Casado, P. Amaral, "Global Optimization Simplex Bisection

Revisited Based on Considerations by Reiner Horst", Lecture Notes in Computer Science -

ICSSA2012, 7335, pp. 159-173, 2012.

URL: http://link.springer.com/chapter/10.1007%2F978-3-642-31137-6_12

- Publicado – T. Pais, P. Amaral, "Managing the tabu list length using a fuzzy inference system:

an application to examination timetabling", Annals of Operations Research, 194, pp. 341-363,

2012.

URL: http://link.springer.com/article/10.1007%2Fs10479-011-0867-6?LI=true

- Publicado - L. N. Vicente, A. L. Custódio, “Analysis of direct searches for non-Lipschitzian

functions”, Mathematical Programming, 133, pp. 299-325, 2012.

URL: http://link.springer.com/article/10.1007/s10107-010-0429-8

- Publicado - M. V. C. Vieira, “The accuracy of interior-point methods based on kernel

functions”, Journal of Optimization Theory and Applications, 155(2), pp. 637-649, 2012.

URL: http://dx.doi.org/10.1007/s10957-012-0071-0

- Publicado – M. V. C. Vieira, “Interior-point methods based on kernel functions for symmetric

optimization”. Optimization Methods and Software, 27(3), pp. 13-537, 2012.

URL: http://dx.doi.org/10.1080/10556788.2010.544877

- Publicado - L. J. Zeballos, M. I. Gomes, A. P. Barbosa-Povoa, A. Q. Novais, "Addressing the

uncertain quality and quantity of returns in closed-loop supply chains", Computers , Chemical

Engineering, 47, pp. 237-247, 2012.

URL: http://linkinghub.elsevier.com/retrieve/pii/S0098135412002189

- Aceite - M. V. C. Vieira, “Interior-point methods for symmetric optimization based on a class

of non-coercive kernel functions”, Special Issue of Optimization Methods and Software (OMS)

in honor of Kees Roos 70th birthday, 2011.

URL: http://dx.doi.org/10.1080/10556788.2011.651083

- Submetido – P. Amaral, I. Bomze, J. Júdice. "Copositivity and constrained fractional quadratic

problems".

- Submetido – M. F. Anjos, M. V. C. Vieira, “Semidefinite Resolution and Exactness of

Semidefinite Relaxations for Satisfiability”, Discrete Applied Mathematics, 2012.

- Submetido - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, “A Multi-Product, Multi-Depot Vehicle Routing Problem with Economic and Environmental Concerns: Application to a Real Recyclable Waste Collection System”, 2012. - Submetido - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, “Revisiting the Multi-Depot Vehicle Routing Problem with Inter-Depot Routes”, 2012.

- Submetido - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, “Planning a sustainable reverse logistics system: balancing costs with environmental and social concerns”, 2012.

- Submetido - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, “Planning Waste Cooking

Oil Collection Systems”, 2012.

- Submetido - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, “Multi-depot vehicle

routing problem: a comparative study of alternative formulations”, 2012.

- Submetido – R. Rodrigues, P. Couto, “A Neural Network Approach to ECG Denoising”,

Biomedical Signal Processing and Control. URL: http://arxiv.org/abs/1212.5217

Proceedings/comunicações/relatórios/poster - Publicado – S. Baptista, M. I. Gomes, A. P. Barbosa-Povoa, "A Two-Stage Stochastic Model for

the Design and Planning of a Multi-Product Closed Loop Supply Chains", Computer Aided

Chemical Engineering, 30, pp. 412-416, 2012.

URL: http://www.sciencedirect.com/science/article/pii/B9780444595195500836

- Publicado - J. B. Cardoso, P. G. Coelho, A. L. Custódio, “Parallel direct search in structural

optimization”, em P. Iványi e B. H. V. Topping (editores), Proceedings of the Second

International Conference on Parallel, Distributed, Grid and Cloud Computing for Engineering,

Civil-Comp Press, Stirlingshire, UK, Paper 48, 2011.

URL: http://www.ctresources.info/ccp/paper.html?id=6296

- Publicado – N. Chibeles-Martins, T. Pinto-Varela, A. P. Barbosa-Póvoa, A.Q. Novais, “A

Simulated Annealing Approach for the BiObjective Design and Scheduling of Multipurpose

Batch Plants”, Computer Aided Chemical Engineering, 29, pp. 865-869, 2011.


- Publicado – N. Chibeles-Martins, T. Pinto-Varela, A. P. Barbosa-Póvoa, A.Q. Novais, “A

Simulated Annealing Algorithm for the Design and Planning of Supply Chains with Economic

and Environmental Objectives”, Computer Aided Chemical Engineering, 30, pp. 21-25, 2012.


- Publicado – I. Correia, T. Melo, F. Saldanha da Gama, “A two-echelon facility location

problem with layout selection”, Proceedings of the 14th International Conference on

Mathematical Methods, Computational Techniques and Intelligent Systems, Porto, Portugal, 1-

3 July, 2012, 79-84. Series title: Mathematics and Computers in Science and Engineering 3.

URL: http://www.wseas.us/e-library/conferences/2012/Porto/MAMECTIS/MAMECTIS-12.pdf

- Publicado – V. M. C. Esteves, J. M. C. Sousa, C. A. Silva, A. P. B. Povoa, M. I. Gomes, "SCant-

design: Closed loop supply chain design using ant colony optimization", in 2012 IEEE Congress

on Evolutionary Computation (CEC), Brisbane, Australia, 2012.

URL:

http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=,amp;arnumber=6252944,amp;contentTyp

e=Conference+Publications,amp;refinements%3D4293214331%26sortType%3Dasc_p_Sequen

ce%26filter%3DAND%28p_IS_Number%3A6252855%29

- Publicado – P. Furtado, M. I. Gomes, A. P. Barbosa-Povoa, "Design of an electric and

electronic equipment recovery network in Portugal – Costs vs. Sustainability", Computer Aided

Chemical Engineering, 29, pp. 1200-1204, 2011.


- Publicado – M. I. Gomes, L. J. Zeballos, A. P. Barbosa-Povoa, A. Q. Novais, "Optimization of

Closed-Loop Supply Chains under Uncertain Quality of Returns", Computer Aided Chemical

Engineering, 29, pp. 945-949, 2011.


- Publicado – L. J. Zeballos, M. I. Gomes, A. P. Barbosa-Povoa, A. Q. Novais, "Optimum Design

and Planning of Resilient and Uncertain Closed-Loop Supply Chains", Computer Aided Chemical

Engineering 30, pp. 407-411, 2012.

URL: http://www.sciencedirect.com/science/article/pii/B9780444595195500824%20

- Publicado – A. Fradinho, M. I. Gomes, A. P. Barbosa-Póvoa, "Optimization of Batteries

Sustainable Distribution Network with Reverse Flows", in Livro de actas do 15º congresso da

APDIO, IO2011, Coimbra, Portugal, pp. 13-24, 2011.

URL: http://docentes.fct.unl.pt/mirg/publications/optimization-batteries-sustainable-

distribution-network-reverse-flows

- Publicado – T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-póvoa, "Solving a multi-product, multi-

depot vehicle routing problem by a hybrid method", in Livro de actas do 15º congresso da

APDIO, IO2011, Coimbra, Portugal, pp. 261-273, 2011.

URL: http://docentes.fct.unl.pt/mirg/publications/solving-multi-product-multi-depot-vehicle-

routing-problem-hybrid-method

- Publicado – N. M. Santana, M. I. Gomes, A. P. Barbosa-povoa, "Supply Chain Optimization:

Application to a real case", in Livro de actas do 15º congresso da APDIO, IO2011, Coimbra,

Portugal, pp. 199-211, 2011.

URL: http://docentes.fct.unl.pt/mirg/publications/supply-chain-optimization-application-real-

case

- Publicado – T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-póvoa, "Minimizing CO2 Emissions in a

Recyclable Waste Collection System with Multiple Depots", in proceedings of EUROMA/POMS

Joint Conference, Amsterdam, The Netherlands, 2012 (web-edition).

URL: http://docentes.fct.unl.pt/mirg/publications/minimizing-co2-emissions-recyclable-waste-

collection-system-multiple-depots

- Publicado - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-póvoa, "Restructuring service areas

and vehicle routes in a recyclable waste collection system." In proceeding of EurOMA

Conference, Cambridge, UK, pp. 1-10, 2011 (web-edition).

URL: http://docentes.fct.unl.pt/mirg/publications/restructuring-service-areas-and-vehicle-

routes-recyclable-waste-collection-system

I. Correia, M.T. Melo, F. Saldanha da Gama, “Comparing classical performance measures for a

multi-period, two-echelon supply chain network design problem with sizing decisions”,

Technical Report nº 1 on Logistics, Saarland Business School, Saarland, Germany, 2012

- Apresentado - I. Correia, S. Nickel, F. Saldanha da Gama “Multi-product capacitated single

allocation hub location problem: formulations and inequalities”, EWGLA XIX – 19th Meeting of

the EURO Working Group On Locational Analysis, Nantes, França, 2011.

- Apresentado - A. L. Custódio, J. F. A. Madeira, A. I. F. Vaz e L. N. Vicente, “Direct multisearch:

A robust and efficient approach to multiobjective derivative-free optimization”, 21st

International Symposium on Mathematical Programming, Berlim, Alemanha, 2012. URL:

http://ismp2012.mathopt.org/


A new DFO approach for multiple objective functions”, SC2011 International Conference on

Scientific Computing, Cagliari, Itália, 2011. URL: http://bugs.unica.it/SC2011/


A new DFO approach for multiple objective functions”, Tenth SIAM Conference on

Optimization, Darmstadt, Alemanha, 2011. URL: http://www.siam.org/meetings/op11/

- Apresentado – M. V. C. Vieira, “Relationships between minimal unsatisfiable subformulas

and semidefinite certificates of infeasibility”, ISMP2012, TU Berlin, Berlin, Alemanha, 2012.

- Apresentado – M. V. C. Vieira, “Direct representation of the resolution rule via semi-definite

programming”, Optimization Days, HEC Montréal, Montréal, Canada, 2011.

- Apresentado – S. Baptista, M. I. Gomes, A. P. Barbosa-Póvoa, “Modelação da incerteza em

cadeias de abastecimento com fluxos de retorno”, IO 2011, Coimbra, Portugal, 2011.

- Apresentado - N. Chibeles-Martins, “Simulated Annealing Aplicado ao Projecto e

Planeamento de Cadeias de Distribuição”, IO2011, Coimbra, Abril 2011.

- Apresentado – A. Fradinho, M. I. Gomes, A. P. Barbosa-Póvoa, "Optimization of Batteries

Sustainable Distribution Network with Reverse Flows", IO2011, Coimbra, Portugal, 2011.

- Apresentado – M. I. Gomes, A. P. Barbosa-Póvoa, “Distribution network optimization

considering economical and environmental objectives”, COA.pt, Sabrosa, Portugal, 2012.

- Apresentado - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, "Solving a multi-product,

multi-depot vehicle routing problem by a hybrid method", IO2011, Coimbra, Portugal, 2011.

- Apresentado – N. M. Santana, M. I. Gomes, A. P. Barbosa-Póvoa, "Supply Chain Optimization:

Application to a real case", in IO2011, Coimbra, Portugal, 2011.

- Apresentado – M. V. C. Vieira, “Relações entre fórmulas proposicionais mínimas e

certificados de inadmissibilidade em programação semidefinida”, Encontro Nacional da SPM,

Universidade do Algarve, Faro, 9-11 de Julho, 2012.

- Apresentado - P. Amaral, “Global Optimization Simplex Bisection Revisited Based on

Considerations by Reiner Horst.", ICSSA2012, Brasil, 2012.

- Apresentado - P. Amaral, “The Analysis and Repair of Inconsistent Linear Systems Using

Global Optimization”, Special Session celebrating the 60th anniversary of Joaquim Júdice,

Optimization 2011, Caparica, Portugal, 2011.

- Apresentado - P. Amaral, “Copositivity and constrained fractional quadratic problems”, SIAM-

OP11, Darmstadt, Alemanha, 2011.

- Apresentado – S. Baptista, M. I. Gomes, A. P. Barbosa-Povoa, "A Two-Stage Stochastic Model

for the Design and Planning of a Multi-Product Closed Loop Supply Chains", in ESCAPE 22,

Londres, Inglaterra, 2012.

- Apresentado - N. Chibeles-Martins, “A Simulated Annealing Algorithm for the Design and

Planning of Supply Chains with Economic and Environmental Objectives”, ESCAPE22, Londres,

Inglaterra, 2012.

- Apresentado - I. Correia, S. Nickel, F. Saldanha da Gama, “Hub and spoke network design

with single-assignment, capacity decisions and balancing requirements”, EURO XXV – 25th

European Conference on Operational Research, Vilnius, Lituânia, 2012.

- Apresentado - I. Correia, T. Melo, F. Saldanha da Gama, “Comparing classical performance

measures for a multi-period logistics network design problem”, EURO XXV – 25th European

Conference on Operational Research, Vilnius, Lituânia, 2012.

- Apresentado - I. Correia, T. Melo, F. Saldanha da Gama, “A two-echelon facility location

problem with layout selection”, 14th International Conference on Mathematical Methods,

Computational Techniques and Intelligent Systems, Porto, Portugal, 2012.

- Apresentado - I. Correia, T. Melo, F. Saldanha da Gama “A multi-period two level network

design problem with facility sizing decisions”, EWGLA XIX – 19th Meeting of the EURO Working

Group On Locational Analysis, Nantes, França, 2011.

- Apresentado - I. Correia, T. Melo, F. Saldanha da Gama “Design of multi-period two-echelon

logistics networks including facility sizing decisions”, International Conference on Operations

Research - OR 2011, Zurique, Suiça, 2011.

- Apresentado - I. Correia, L.L. Lourenço, F. Saldanha da Gama “Formulation and Inequalities

for a Multi-Skill Project scheduling Problem”, Optimization 2011, Caparica, Portugal, 2011.

- Apresentado - I. Correia, Stefan Nickel, F. Saldanha da Gama “Hub location problems with

multiple flow categories”, Optimization 2011, Caparica, Portugal, 2011.

- Apresentado - I. Correia, Stefan Nickel, F. Saldanha da Gama “Hub location problems with

multiple flow categories”, IFORS 2011, Melbourne, Austrália, 2011.

- Apresentado - V. M. C. Esteves, J. M. C. Sousa, C. A. Silva, A. P. Barbosa-Póvoa, M. I. Gomes,

"SCant-design: Closed loop supply chain design using ant colony optimization", in 2012 IEEE

Congress on Evolutionary Computation (CEC), Brisbane, Australia, 2012.

- Apresentado - M. I. Gomes, L. J. Zeballos, A. P. Barbosa-Póvoa, A. Q. Novais, "Optimization of

Closed-Loop Supply Chains under Uncertain Quality of Returns", in Escape 21, Grécia, 2011.

- Apresentado – T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, "Minimizing CO2 Emissions

in a Recyclable Waste Collection System with Multiple Depots", EUROMA/POMS Joint

Conference, Amesterdão, Holanda, 2012.

- Apresentado - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, "A hybrid method to solve a

multi-product, multi-depot vehicle routing problem arising in a recyclable waste collection

system, VII ALIO /EURO, Porto, Portugal, 2011.

- Apresentado - T. R. P. Ramos, M. I. Gomes, A. P. Barbosa-Póvoa, "Restructuring service areas

and vehicle routes in a recyclable waste collection system", in EurOMA Conference,

Cambridge, UK, 2011.

- Apresentado – M. V. C. Vieira, “Semidefinite Resolution and Exactness of Semidefinite

Relaxations for Satisfiability”, Optimization2011, Caparica, Portugal, 2011.

- Apresentado – M. V. C. Vieira, “On the accuracy of interior-point methods based on kernel

functions”, SIAM Conference on Optimization, Darmstadt, Alemanha, 2011.

- Apresentado – M. V. C. Vieira, “Direct representation of the resolution rule via semi-definite

programming”, Alpen-Adria Workshop on Optimization, Klagenfurt, Austria, 2011.

- Apresentado – L. J. Zeballos, M. I. Gomes, A. P. Barbosa-Póvoa, A. Q. Novais, "Optimum

Design and Planning of Resilient and Uncertain Closed-Loop Supply Chains", in Escape 22,

Londres, Inglaterra, 2012.

- Poster - N. Chibeles-Martins, “Simulated Annealing Approach for the Bi-Objective Design and

Scheduling of Multipurpose Batch Plants”, ESCAPE21, Grécia, 2011.

- Poster – P. Furtado, M. I. Gomes, A. P. Barbosa-Póvoa, "Design of an electric and electronic

equipment recovery network in Portugal – Costs vs. Sustainability", in Escape 21, Grécia, 2011.

- Poster – L. J. Zeballos, M. I. Gomes, A. P. Barbosa-Póvoa, A. Q. Novais, "Optimum Design and

Planning of Resilient and Uncertain Closed-Loop Supply Chains" in FOCAPO, Savannah, EUA,

2012.

- Apresentado - A. L. Custódio, “Direct-search methods for single and multiobjective

derivative-free optimization: solving difficult problems in an efficient way”, CMUC, Portugal,

2011.

URL:

https://cmuc.mat.uc.pt/rdonweb/event/ppseminarhistory.do;jsessionid=1C5F2A869E6EA9BC6

8654C3ADB531581

- Apresentado – M. V. C. Vieira, “Relações entre fórmulas proposicionais mínimas e

certificados de inadmissibilidade em programação semidefinida”, Seminário em Investigação

Operacional, Caparica, 2012.

- Apresentado – M. V. C. Vieira, “Interior-point methods: from linear optimization to

symmetric optimization”, Seminar, GERAD/MITACS, Université de Montréal, Montréal,

Canada, 2011.

Linha de Investigação – Estatística e Gestão do Risco

Livros - Publicado - dos Reis, G. Some advances on quadratic BSDE: Theory - Numerics - Applications,

LAP LAMBERT Academic Publishing, 2011, ISBN-13: 978-3-8443-3307-7

- Aceite - de Carvalho, V. I., Johnson, W., de Carvalho, M., Bayesian Nonparametric Modeling

of Diagnostic Data Chapman , Hall: CRC Statistics 2014

URL: http://www.amazon.co.uk/Bayesian-Nonparametric-Modeling-Diagnostic-

Data/dp/1466580399/ref=cm_sw_em_r_alp_FS5Uqb0HK2MY0_tt

- Aceite - Manuel L. Esquível, João Tiago Mexia, João Lita da Silva, Frederico Caeiro, Advances

in Regression, Survival Analysis, Extreme Values, Markov Processes and other Statistical

Applications, editors with Isabel Natário, Carlos Braumann, Springer Verlag.

http://www.springer.com/statistics/statistical+theory+and+methods/book/978-3-642-34903-4

Revistas científicas Internacionais

- Publicado - Carvalho, F., Covas, R., Mexia, J. T., Manipulating Light Models Built Trough

Covering; Advances and Applications in Statistics, Volume 22, Issue 1, (2011)

- Publicado - Ferreira, S., Ferreira, D., Nunes, C., Mexia, J. T. (2011). Discriminant Analysis and

Decision Theory. Far East Journal of Mathematical Sciences (FJMS). V. 51, 1, 69-79.

- Publicado - Gauch, H.G., Rodrigues, P.C., Munkvold, J.D. , Heffner, E.L. , Sorrells, M. (2011).

Two New Strategies for Detecting and Understanding QTL by Environment Interactions. Crop

Science 51: 96–113. DOI:10.2135/cropsci2010.04.0206. (IF2011: 1.641)

- Publicado - Lita da Silva, J., Mexia, J.T. (2011). Strong consistency of least squares estimates

with i.i.d. errors with mean values not necessarily defined. Statistics: Journal of Theoretical and

Applied Statistics, DOI:10.1080/02331888.2011.581759.

http://www.tandfonline.com/doi/abs/10.1080/02331888.2011.581759

- Publicado - Mateus, A., Tomé, M. (2011), Modelling the diameter distribution of eucalyptus

plantations with Johnson's SB probability density function: parameters recovery from a

compatible system of equations to predict stand variables, Annals of Forest Science, 68, 325-

335. IF: 1.326.

- Publicado - Nunes, C., Oliveira, M. M., Mexia, J. T. (2011). Application domains for the Delta

method. Statistics. DOI:10.1080/02331888.2011.605892

- Publicado - Paderewski, J., Gauch, H.G., Madry, W., Drzazga and Rodrigues, P.C. (2011). Yield

Response of Winter Wheat to Agro-Ecological Conditions Using Additive Main Effects and

Multiplicative Interaction and Cluster Analysis. Crop Science 51: 969–980.

DOI:10.2135/cropsci2010.05.0278. IF 2011: 1.641

- Publicado - Rodrigues, P.C., Pereira, D., Mexia, J.T. (2011). A comparison between JRA and

AMMI: the robustness with increasing amounts of missing data. Scientia Agricola 68: 679–686.

DOI: 10.1590/S0103-90162011000600012. IF: 0.864

- Publicado - Salgado, R., Marques, R., Noronha, J. P., Mexia, J. T., Carvalho, G., Oehmen, A.,

Reis, M. A. M. (2011). Assessing the diurnal variability of pharmaceutical and personal care

products in a full-scale activated sludge plant. ENVIRONMENTAL POLLUTION, 159(10): 2359-

2367. DOI: 10.1016/j.envpol.2011.07.004

- Publicado - Alimi, N. A., Bink, M. C. A. M., Dieleman, J. A., Nicolai, M., Wubs, M., Heuvelink E.,

Magan, J. J., Voorrips, R. E., Jansen, J., Rodrigues, P.C., Vercauteren, A. , Vuylsteke, M. , Song,

Y., Glasbey, C., Barocsi, A., Lefebvre, V., Palloix, A., van Eeuwijk, F. A. (2012). Genetic and QTL

analyses of yield and a set of physiological traits in pepper. Euphytica. DOI 10.1007/s10681-

012-0767-0 (in press) IF: 1.554

- Publicado - Fernandes C., Ramos, P., Mexia, J. (2012). Crossing balanced nested and stair

nested designs. Electronic Journal of Linear Algebra 25, p. 22—47

- Publicado - Ferreira, S., Ferreira, D, Nunes, C, Mexia, J. T. (2012). Estimation and Crossing for

Models with Commutative Orthogonal Block Structure. Advances and Applications in Statistical

Sciences Volume 7, Issue 2, pages 23-34.

- Publicado - Lima, A.T., Rodrigues, P.C., Loch, J.P.G. (2012). Analysis of metal ions migration to

determine electro-osmotic flow for the in-situ cleanup of a tar-contaminated site. Geoderma

173: 119–127. DOI: 10.1016/j.geoderma.2011.12.026. IF: 2.318

- Publicado - Moreira, E., Mexia, J.T. (2012), Clustering of loglinear models using LRT p-values

to assess homogeneous regions relative to drought class transitions. Journal of Statistical

Computation and Simulation, Volume 82, Issue 2, DOI:10.1080/00949655.2011. IF: 0.573

- Publicado - Moreira E. E., Mexia J.T., Pereira L.S. (2012). Are droughts occurrence and

severity aggravating? A study on SPI drought class transitions using loglinear models and

ANOVA-like inference. Hydrology Earth Systems Sciences, 16, 1–18 doi:10.5194/hess-16-1-

2012 IF: 3.148

- Publicado - Moreira E. E., Mexia J.T., Pereira L.S. (2012). Assessing homogeneous regions

relative to drought class transitions using an ANOVA-like inference. Application to Alentejo,

Portugal. Stochastic Environmental Research and Risk Assessment, 27(1), 183-193,

doi:10.1007/s00477-012-0575-z. IF: 1.523

- Publicado - Nunes, C., Ferreira, D. Ferreira, S., Mexia, J.T. (2012). Control of the truncation

errors for generalized F distributions. J. Stat. Comput. Simul. Vol. 82 (2), pp. 165-171.

DOI:10.1080/00949655.2011.631924. IF: 0.573

- Publicado - Nunes, C., Ferreira, D., Ferreira, S., Mexia, J. T. (2012). F tests with a rare

pathology. J. Appl. Stat. Vol. 39(3), pp. 551-561. DOI:10.1080/02664763.2011.603293

- Publicado - Nunes, C., Ferreira, D., Ferreira, S., Mexia, J.T. (2012) Generalized F distributions

with random non-centrality parameters: The convolution of Gamma and Beta variables. Far

East J. Math. Sci. Vol. 62(1), pp. 1-14.

- Publicado - Pereira, D., Rodrigues, P.C., Mejza, S., Mexia, J.T. (2012). A comparison between

Joint Regression Analysis and the AMMI model: a case study with barley. Journal of Statistical

Computation and Simulation 82: 193–207. DOI: 10.1080/00949655.2011.615839. These

authors contributed equally to this paper. IF: 0.497

- Publicado - Pereira, D., Rodrigues, P.C., Mejza, I., Mejza, S., Mexia, J.T. (2012). Analyzing

genotypes by environment interaction by curvilinear regression. Scientia Agricola 69:357–363.

DOI: 10.1590/S0103-90162012000600003. IF: 0.864

- Publicado - Ramos L., Ferreira D., Ferreira S.S., Nunes C., Mexia J.T. (2012). Approximate

Normality of Low Degree Polynomials in Normal Independent Variables. Far East Journal of

Mathematical Sciences, 68(2), pp. 287-296.

- Publicado - Ramos, P., Fernandes, C., Mexia, J. (2012). Generalized C-restricted Kronecker

product - Application to balanced nested designs. Far East Journal of Mathematical Sciences

66, pp. 247-256.

- Publicado - Roy, A., Fonseca, M. (2012). Linear Models with Doubly Exchangeable Distributed

Errors. Communications in Statistics: Theory and Methods, 41: 2545-2569.

- Publicado - Rodrigues, P.C., de Carvalho, M. (2013). Preface (Editorial for the Special Issue

devoted to the 17th edition of the European Young Statisticians Meetings). Communications in

Statistics-Theory and Methods. DOI 10.1080/03610926.2013.759778 (in press) IF: 0.274.

- Publicado - Carvalho, F. (2011). Strictly associates models, prime basis factorials: an

application. Discussiones Mathematicae - Probability and Statistics. 31 (1-2) 77-86.

(DOI:10.7151/dmps.1139)

- Aceite - Lita da Silva, J., Mexia, J.T., Ramos, L. On the Strong Consistency of Ridge Estimates.

Aceite em 2012 na Communications in Statistics - Theory and Methods.

- Aceite - Ramos, L., Mota, P., Mexia, J.T. Sample partitioning estimation for ergodic diffusions.

Aceite em 2012 na Communications in Statistics - Simulation and Computation.

- Publicado - Marques, F. J., Coelho, C. A., Arnold, B. C. A general near-exact distribution

theory for the most common likelihood ratio test statistics used in Multivariate Analysis. TEST,

20, 1, 180–203. (2011) IF: 1.036

- Publicado - Caeiro, F. and Gomes, M.I. (2011). Asymptotic comparison at optimal levels of

reduced-bias extreme value index estimators. Statistica Neerlandica, 65, 462-488. IF: 0.32

http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9574.2011.00495.x/abstract

- Publicado - Caeiro, F. and Gomes, M.I. (2011). Semi-parametric tail inference through

probability-weighted moments. Journal of Statistical Planning and Inference, 141, 937-950. IF:

0.691 http://www.sciencedirect.com/science/article/pii/S0378375810004106

- Aceite - Arnold, B. C., Coelho, C. A., Marques, F. J., The distribution of the product of powers

of independent Uniform random variables. Journal of Multivariate Analysis, (special issue on

Multivariate Distribution Theory in Memory of Samuel Kotz – a aparecer).

- Aceite - Marques, F. J., Coelho, C. A. Obtaining the exact and near-exact distributions of the

likelihood ratio statistic to test circular symmetry through the use of characteristic functions.

Computational Statistics (a aparecer) (2012) IF: 0.276

- Aceite - Coelho, C. A., Marques, F. J. The multi-sample block-scalar sphericity test — exact

and near-exact distributions for its likelihood ratio test statistic. Communications in Statistics –

Theory and Methods (a aparecer) (2012) IF: 0.274

- Aceite - Caeiro, F., Gomes, M.I., Vandewalle, B. (2012). Semi-Parametric Probability-Weighted

Moments Estimation Revisited. Accepted in Methodology and Computing in Applied

Probability, DOI 10.1007/s11009-012-9295-6. IF2011: 0.753

http://link.springer.com/article/10.1007/s11009-012-9295-6

- Aceite - Caeiro, F. and Gomes, M.I. (2012). A semi-parametric estimator of a shape second

order parameter. Accepted in Pacheco et al. (Eds.), Selected Papers of the Statistical Societies

(SPE 2011), Springer.

- Aceite - Gomes, M.I., Henriques-Rodrigues L., Caeiro, F. (2012). Refined Estimation of a Light

Tail: an Application to Environmental Data. Accepted in Torelli, N., Pesarin, F., Bar-Hen, A.

(Eds.), Advances in Theoretical and Applied Statistics, Springer.


- Aceite - Caeiro, F., Gomes, M.I. (2012). Asymptotic comparison at optimal levels of minimum-

variance reduced-bias tail index estimators. Accepted in Lita da Silva, J., Caeiro, F., Natário, I.

and Braumann, C.A. (Eds.) Advances in Regression, Survival Analysis, Extreme Values, Markov

Processes and Other Statistical Applications, Springer.


- Aceite - Caeiro, F., Gomes, M.I. (2012). A class of semi-parametric probability weighted

moment estimators. Accepted in Oliveira, P.E., da Graça Temido, M., Henriques, C. and Vichi,

M. (Eds.), Recent Developments in Modeling and Applications in Statistics, Springer.

http://www.springer.com/statistics/book/978-3-642-32418-5

- Publicado - Marques, F. J., Coelho, C. A. Near-exact distributions for the likelihood ratio test

statistic of the multi-sample block-matrix sphericity test. Applied Mathematics and

Computation, 219, 2861-2874, 2012. IF: 1.317

http://www.sciencedirect.com/science/article/pii/S0096300312008521

- Publicado - Coelho, C. A., Marques, F. J. Near-exact distributions for the likelihood ratio test

statistic to test equality of several variance-covariance matrices. Computational Statistics, 27,

627-659, 2012. IF: 0.276

http://link.springer.com/article/10.1007%2Fs00180-011-0281-1

- Publicado - Grilo, L. M., Coelho, C. A. (2012) A family of near-exact distributions based on

truncations of the exact distribution for the generalized Wilks Lambda statistic.

Communications in Statistics - Theory and Methods, 41, 2321-2341. IF: 0.274

(http://www.tandfonline.com/doi/abs/10.1080/03610926.2011.604146)

- Publicado - Marques, F. J., Coelho, C. A. The block sphericity test- exact and near-exact

distributions for the likelihood ratio statistic. Mathematical Methods in the Applied Sciences,

35, 373–383, 2012. IF: 0.743

(http://onlinelibrary.wiley.com/doi/10.1002/mma.1497/abstract)

- Publicado - Coelho, C. A. , Rodrigues, A. M. Linear Mixed Models: A Practical Guide Using

Statistical Software by Brady T. West, Kathleen B. Welch, and Andrzej T. Ga lecki, Chapmann ,

Hall/CRC Press (2006): A Review. Journal of Statistical Theory and Practice, 6, 590-595, 2012

http://www.tandfonline.com/doi/abs/10.1080/15598608.2012.695708?journalCode=ujsp20

- Publicado - Beirlant, J. Caeiro, F. and Gomes, M. I. (2012). An Overview and Open Research

Topics in Statistics of Univariate Extremes. REVSTAT-STATISTICAL JOURNAL, 10(1), 1-31. IF

0.125 http://www.ine.pt/revstat/pdf/rs120101.pdf

- Publicado - J. Beleza Sousa , M. L. Esquível , R. M. Gaspar (2011) Machine Learning Vasicek Model Calibration with Gaussian Processes, Communications in Statistics - Simulation and Computation, Volume 41, Issue 6, 2012, DOI:10.1080/03610918.2012.625324. IF: 0.343 - Publicado - Esquível M. L., Veiga C. and Wystup U. (2011) Unifying Exotic Option Closed

Formulas, Review of Derivatives Research - Published online: 01 October 2011 DOI:

10.1007/s11147-011-9071-8. IF: 0.389

- Aceite - Esquível, M. L., J. T. Mexia, J. L. da Silva, L. P. C. Ramos, On the Rate of

Convergence of some Asymptotic Expansions and Distribution Approximations via an Esseen

Type Estimate, to appear in Communications in Statistics – Theory and Methods. IF: 0.35

- Aceite - Esquível, M. L., P. P. Mota, On a Continuous Time Stock Price Model with Regime

Switching, Delay, and Threshold, Quantitative Finance. IF: 0.735.

- Aceite - Esquível, M. L., Dimas L., Mexia J. T., Didier P. Small perturbations with large effects

in Value-at-Risk, Discussiones Mathematicae Probability and Statistics.

- Aceite - Rui M. R. Cardoso Dividends in finite time horizon, Applied Stochastic Models in

Business and Industry, DOI: 10.1002/asmb.1958 ISI, Outubro 2012. IF: 0.69

http://onlinelibrary.wiley.com/doi/10.1002/asmb.1958/abstract

- Publicado - [DosReisReveillacZhang2011] G. dos Reis, A. Réveillac , J. Zhang, FBSDEs with time

delayed generators: Lp-solutions, differentiability, representation formulas and path regularity.

Stochastic Process. Appl. 121 (2011), no. 9, 2114¬ñ2150, ISSN 0304-4149. IF: 0.951 [DOI:

10.1016/j.spa.2011.05.002]

- Publicado - [FreiDosReis2011] C. Frei , G. dos Reis, A financial market with interacting

investors: does an equilibrium exist? Math. Financ. Econ. 4 (2011), no. 3, 161-182, ISSN 1862-

9679. IF: 0.746 [http://dx.doi.org/10.1007/s11579-011-0039-0]

- Publicado - [FreiDosReis2012] C. Frei , G. dos Reis, Quadratic FBSDE with generalized Burger's

type nonlinearities, PDE perturbation and large deviations, Stochastic and Dynamics (to

appear), doi: 110.1142/S0219493712500153. IF: 0.746 [Published online: 14 September 2012,

- Aceite - [DosReisReis201?] G. dos Reis , R. J. N. dos Reis, A note on comonotonicity and

positivity of the control components of quadratic FBSDE, Stochastic and Dynamics, "a

aparecer", aceite a 3 Jan 2013). IF: 0.746 (to appear in arXiv on 21.Jan.2012)

- Publicado - M. Faias, Carlos Hérves , Emma Moreno, Carlos and Moreno, Emma (2011),

Equilibrium Price Formation in Markets with Differential Informed Agents, Economic Theory,

48, 205-218.

- Aceite - de Carvalho, M., Page, G., Discussion of “How to Find an Appropriate Clustering for

Mixed Type Variables with Application to Socio-Economic Stratification” by Christian

Hennig and Tim F. Liao] Journal of the Royal Statistical Society, Ser. C, 2013. IF: 0.828 URL:

http://www.cma.fct.unl.pt/en/2012

- Aceite - de Carvalho, M. , Turkman, K. F. , Rua, A., Dynamic Threshold Modelling and the US

Business Cycle, Journal of the Royal Statistical Society, Ser. C, 2013. IF: 0.828 URL:

http://www.bportugal.pt/en-

US/EstudosEconomicos/EconomistasInvestigadores/Pages/BdPPublicationsResearchDetail.asp

x?PublicationId=700

- Aceite - de Carvalho, M., Oumow, B., Segers, J., Warchoł, M., A Euclidean Likelihood

Estimator for Bivariate Tail Dependence, Communications in Statistics-Theory, Methods. 2013

IF: 0.274 URL: http://www.uclouvain.be/cps/ucl/doc/stat/documents/ISBADP2012_13.pdf

- Publicado - Inácio, V., de Carvalho, M., Turkman, M. A. “Discussion of «Probabilistic Index

Models” by Thas, O., de Neve, J., Lieven, C. and Ottoy., J.-P. Journal of the Royal Statistical

Society, Ser. B, 74 659–661, 2012. IF: 3.645

URL: http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9868.2011.01020.x/pdf

- Publicado - de Carvalho, M., Ramos, A. Bivariate Extreme Statistics, II, Revstat—Statistical

Journal 10[83–107, 2012. IF: 0.125

URL: http://www.ine.pt/revstat/pdf/rs120104.pdf

- Publicado - de Carvalho, M., A Generalization of the Solis–Wets Method, Journal of Statistical

Planning and Inference. 142, 633–644, 2012. IF: 0.716

URL: http://www.sciencedirect.com/science/article/pii/S0378375811003508

- Publicado - de Carvalho, M. , Fonseca, M. , Mexia, J. T., A Dimension Reduction Technique

for Estimation in Linear Mixed Models, Journal of Statistical Computation and Simulation 82, 2

219–226, 2012. IF: 0.497

URL: http://www.tandfonline.com/doi/pdf/10.1080/00949655.2011.604032

- Aceite - de Carvalho, M., Marques, F. Jackknife Euclidean Likelihood-Based Inference for

Spearman's Rho, North American Actuarial Journal, 2013.

URL:https://documents.epfl.ch/users/b/br/brasde/www/de%20Carvalho_Marques.pdf?XY_se

ssionid=373937373339-

- Publicado - de Carvalho, M., Rodrigues, P. , Rua, A. Tracking the US Business Cycle With a

Singular Spectrum Analysis, Economics Letters, 114, 713‒744, 2012. IF: 0.447

URL: http://www.sciencedirect.com/science/article/pii/S0165176511003363

- Publicado - de Carvalho, M., Júlio, P., Digging out the PPP Hypothesis: an Integrated Empirical

Coverage, Empirical Economics, 42, 713–744, 2012. IF: 0.597

URL: http://link.springer.com/article/10.1007%2Fs00181-010-0441-0

- Aceite - de Carvalho, M., Rodrigues, P. Spectral Modeling of Time Series with Missing Data,

Applied Mathematical Modelling 2013. IF: 1.579

URL: http://www.sciencedirect.com/science/article/pii/S0307904X12005379?v=s5#FCANote

- Publicado - Guerreiro, G.R. , Mexia, J.T. , Miguens, M.F. Stable Distributions for Open

Populations subject to periodical re-classifications, Journal of Statistical Theory and Practice, 6,

4, 621-635, 2012.

Nacionais - Publicado - Queirós, A., Conde, P., Cunha, V., Ambrósio, P., Marques, F. J., Serrano, F.

Sexualidade no Terceiro Trimestre de Gravidez. Revista Portuguesa de Clínica Geral, 27, 434-

443. (2011)

http://old.apmgf.pt/PageGen.aspx?WMCM_PaginaId=33568,artId=1084

- Publicado - Coelho, C. A. Near-exact Distributions – Needing Them and Building Them,

Gaudium Sciendi, 1, 100-122, Universidade Católica Portuguesa (invited paper for the first

number). (2012)

http://www.ucp.pt/site/custom/template/ucptplpopup.asp?sspageid=114,artigoID=9321,lang

=1

Artigos submetidos - Submetido - Coelho, C. A., Arnold, B. C., “On the exact and near-exact distributions of the

product of generalized Gamma random variables and the generalized variance”.

- Submetido - Filipe J. Marques “On the product of independent Generalized Gamma random

variables”.

- Submetido - Filipe J. Marques, Carlos A. Coelho, Miguel de Carvalho “On the distribution of

linear combinations of Gumbel random variables”.

- Submetido - Carlos A. Coelho, Sandra Oliveira, Filipe J. Marques “Exact and near-exact

distributions for the likelihood ratio test statistics used to test for stationarity and circularity in

multivariate models”.

- Submetido - Carlos A. Coelho, Barry C. Arnold, Filipe J. Marques “A general approach to the

exact and near-exact distributions of the main likelihood ratio test statistics used in the

complex multivariate Normal setting”.

- Submetido - Filipe J. Marques, Carlos A. Coelho. “Near-exact Distributions for the Likelihood

Ratio Test Statistic for Testing Multi-sample Independence – The Real and Complex Cases”.

- Submetido - Prata Gomes, D., Neves, M.. Bootstrap and other resampling methodologies in

Statistics of Extremes.

- Submetido ao Insurance: Mathematics and Economics] Lourdes B. Afonso, Rui M.R. Cardoso,

Alfredo D. Egídio dos Reis, “Dividend problems in the dual risk model", published in the

CEMAPRE Working-paper series. URL: http://cemapre.iseg.utl.pt/archive/preprints/485.pdf

- Submetido - [OdR2013] H. Oberhauser, G. dos Reis, Root's barrier, viscosity solutions of

obstacle problems and reflected FBSDEs, arXiv: 1301.3798, preprint 2013.

- Submetido - M. Faias, E. Moreno, M. Wooders, A Strategic Market Game Approach for the

Private Provision of Public Goods.

- Submetido - M. Faias, E. Moreno, M. Wooders, On neutrality with multiple private and public

goods.

- Submetido - M. Faias, J. Luque, Endogenous Bourse Structures.

- Submetido - de Carvalho, M. , Davison, A. C., Spectral Density Ratio Models for Multivariate

Extremes.

- Submetido - de Carvalho, M., Rua, A. Extremal Dependence of International Output Growth:

Tales from the Tails

- Submetido - de Carvalho, V., Jara, A., Hanson, T. E., de Carvalho, M. Bayesian nonparametric

ROC regression modeling

- Submetido - Oumow, B., de Carvalho, M., Davison, A. C. Bayesian P-spline Mixture Modeling

of Nonstationary Extreme Forest Temperatures

- Submetido - Marques, F., Coelho, C. A., de Carvalho, M., On the Aggregation of Independent

Gumbel Risks.

- Submetido - Guerreiro, G. R., Mexia, J. T., Miguens, M. F., Statistical Approach to Open

Bonus Malus Systems.

- Submetido - Esquível, M. L., Fernandes, J. M., Guerreiro, G. R., On the Evolution and

Asymptotic Analysis of Open Markov Populations.

- Submetido - Esquível, M. L., Mota P. P. On some auto-induced regime switching double

threshold glued diffusions.

- Submetido - J. Beleza Sousa, Esquível, M. L., R. M. Gaspar, P. C. Real, Bonds Historical

Simulation Value at Risk.

- Submetido - J. Beleza Sousa, Esquível, M. L., R. M. Gaspar, Brownian bridge vectorial

simulation.

Proceedings/comunicações/relatórios/poster - Publicado - Covas, R., Mexia, J.T., Fernandes, C., Ramos, P. (2011). Inference with inducer

pivot variables, an application to the one-way ANOVA. Proceedings of the 9th International

Conference on Numerical Analysis and Applied Mathematics, AIP Conference Proceedings,

volume 1389, p. 1631—1634; Included in ISI/SCI Web of Science and Web of Knowledge and

Scopus.

- Publicado - Carvalho, F., Mexia, J.T., Covas, R., Fernandes, C. (2011). A fundamental partition

in models with commutative orthogonal block structure. Proceedings of the 9th International

Conference on Numerical Analysis and Applied Mathematics, AIP Conference Proceedings,

volume 1389, p. 1615—1618.

- Publicado - Fernandes, C., Mexia, J.T., Ramos, P., Carvalho, F. (2011). Models with stair

nesting. Proceedings of the 9th International Conference on Numerical Analysis and Applied

Mathematics, AIP Conference Proceedings, volume 1389, p. 1627-1630.

- Publicado - Fonseca, M., Mathew, M., Mexia, J. T., Zmyslony, R. (2011). Confidence Intervals

for Mixed Log-Normal Models. AIP Conference Proceedings1389:1623–1626.

- Publicado - Mateus A., Tomé M. (2011), Estimating the parameters of the Johnson's SB

distribution using an approach of Method of Moments, Numerical Analysis and Applied

Mathematics, ICNAAM 2011, AIP Conference Proceedings, 1389, 1483-1485.

- Publicado - Mexia, J.T., Nunes, C., Ferreira, D., Ferreira S., Moreira, E. (2011), Ortogonal fixed

efects ANOVA with ramdom sample sizes. WSEAS proceedings of the 5th International

conference on Applied Mathematics, Simulation, Modelling. Included in ISI/SCI Web of Science

and Web of Knowledge and Scopus.

- Publicado - Mexia, J. T., Nunes, C., Oliveira, M. M. (2011). Multivariate application domains

for the Delta method. 9th International Conference on Numerical Analysis and Applied

Mathematics. AIP Conference Proceedings Vol. 1389, 1486-1489 (2011); doi:

10.1063/1.3637906.

- Publicado - Moreira, E.E., Mexia, J.T. (2011), Multi-treatment regression analysis: the

unbalanced case. WSEAS proceedings of the 5th International conference on Applied

Mathematics, Simulation, Modelling.

- Publicado - Ramos, P., Mexia, J., Carvalho, F., Covas, R. (2011). Interaction in balanced cross

nested designs. Proceedings of the 9th International Conference on Numerical Analysis and

Applied Mathematics, AIP Conference Proceedings, volume 1389, p. 1619—1622.

- Publicado - Carvalho, F. (2012). Preface of the "Symposium on statistical inference in linear

models. AIP Conf. Proc. 1479, 1655–1655. DOI: http://link.aip.org/link/doi/10.1063/1.4756486.

- Publicado - Carvalho, F., Mexia, J.T., Covas, R. “Commutative orthogonal block structure:

orthogonal features”, AIP Conference Proceedings 1479, 1656 (2012).

- Publicado - Covas, R., Zmyslony, R., Carvalho, F. “Binary operations on Jordan algebras: an

application to statistical inference in linear modelsAIP Conference Proceedings 1479, 1701

(2012).

- Publicado - Fernandes, C., Ramos, P. (2012). Joining models with stair nesting. AIP Conference

Proceedings, volume 1479, p. 1674—1677.

- Publicado - Fonseca, M., Mathew, M. , Zmyslony, R. (2012), Inference for the interclass

correlation in familial data using small sample asymptotics AIP Conference Proceedings

1479:1704-1706

- Publicado - Mateus, A., Tomé, M. (2012), Generalized least squares method in nonlinear

equations, AIP Conference Proceedings, 1479, 1118-1120.

- Publicado - Nunes, C., Ferreira, D., Ferreira, S.S. , Oliveira, M.M. , Mexia, J.T. (2012). One-way

Random Effects ANOVA: An Extension to Samples with Random Size. AIP Conference

Proceedings Vol. 1479, 1678-1681(2012); doi: 10.1063/1.4756492.

- Publicado - Ramos, P., Fernandes, C. (2012). Study of the interactions in a three-way crossed

classification model. AIP Conference Proceedings, volume 1479, p. 1690—1693.

- Publicado - J. Brida, M. J. Defesa, M. Faias , A. Pinto, Equilibrium in a Tourism Model with

Different Types. Springer Proceedings in Mathematics, 1, Volume 1, Dynamics, Games and

Science I, 159-167, (2011).

- Publicado - M. Faias, A. Mousa, A. Pinto: Resort Prices and Bankrupcy. Springer Proceedings

in Mathematics, 1, Volume 2, Dynamics, Games and Science II, 567-573 (2011).

- Aceite - Guerreiro, G.R., Mexia , J.T , Miguens, M.F., Preliminary Results on Confidence

Intervals for Open Bonus Systems, Advances in Regression, Survival Analysis, Extreme Values,

Markov Processes and Other Statistical Applications, Springer, 2011.

- Publicado - Coelho, C. A., Marques, F. J. On the exact, asymptotic and near-exact

distributions for the likelihood ratio statistics to test equality of several Exponential

distributions. AIP Conference Proceedings, 1389, 1471-1474 (2011).

(http://proceedings.aip.org/resource/2/apcpcs/1389/1/1471_1?isAuthorized=no)

- Publicado - Marques, F. J., Coelho, C. A. The multi-sample block-matrix sphericity test. AIP

Conference Proceedings, 1389, 1479-1482 (2011).

(http://proceedings.aip.org/resource/2/apcpcs/1389/1/1479_1?isAuthorized=no)

- Publicado - Coelho, C. A. Preface of the “Symposium on Distribution Theory, Estimation and

Inference”. AIP Conference Proceedings, 1389, 1462 (2011).

(http://proceedings.aip.org/resource/2/apcpcs/1389/1/1462_1)

- Aceite - Marques, F. J., Coelho, C. A., Marques, P. (2012) The Block-Matrix Sphericity Test:

Exact and Near-exact Distributions for the Test Statistic, in Recent Developments in Modeling

and Applications in Statistics – Studies in Theoretical and Applied Statistics: Selected Papers of

the Statistical Societies, Oliveira, P. E., Temido, M. G. and Henriques, C. (eds.), International

Book Series, Springer (a aparecer).

- Publicado - Prata Gomes, D., Neves, M. (2011). Resampling Methodologies and the

Estimation of Parameters of Rare Events. Numerical Analysis and Applied Mathematics

ICNAAM 2011 - AIP Conference Proceedings 1389, 1475-1478.

- Publicado - Neves, M., Prata Gomes, D. (2011) Geostatistics for spatial extremes. A case

study of maximum annual rainfall in Portugal. Procedia Environmental Sciences, 7, 246-251.

- Publicado - Torres, M., Neves, M., Prata Gomes, D. Spatial Analysis of some soil

physicochemical properties in mountainous massif of Sicó. Proceedings of Spatial 2 - Spatial

Data Methods for Environmental and Ecological Processes- 2nd Edition, 2011.

- Publicado - Caeiro, F., Gomes, D.P., Estimação semi-paramétrica de quantis elevados pelo

método dos momentos ponderados de probabilidade. Boletim da Sociedade Portuguesa de

Matemática - Actas do Encontro Nacional da SPM, 183-190 (2011)

- Publicado - Caeiro, F., Gomes, M.I. (2011). Asymptotic Distribution of an Extreme Value Index

estimator Based on the Scaled Log-spacings. Proceedings of the International Conference on

Numerical Analysis and Applied Mathematics 2011 (ICNAAM-2011), 1467-1470.

http://link.aip.org/link/?APCPCS/1389/1467/1

- Publicado - Caeiro, F., Gomes, M.I. (2011), Computational Validation of an Adaptative Choice

of Optimal Sample Fractions. Proceedings of the 58th World Statistics Congress.

http://isi2011.congressplanner.eu/showabstract.php?congress=ISI2011,id=139

- Publicado - Coelho, C. A , Arnold, B. C. Instances of the product of independent beta random

variables and of the Meijer G and Fox H functions with finite representations. AIP Conference

Proceedings, 1479, 1133-1137. (2012)


- Publicado - Marques, F. J., Coelho, C. A. The multi-sample independence test. AIP Conference

Proceedings, 1479, 1129-1132. (2012)


- Publicado - Coelho, C. A. Preface of the “2nd Symposium on Distribution Theory, Estimation

and Inference”, AIP Conference Proceedings, 1479, 1109. (2012)


- Aceite - Prata Gomes, D., Tiago Mexia, J., Neves, M. (2012). Simulation Study of the

Calibration Technique in the Extremal Index Estimation, Studies in Theoretical and Applied

Statistics, Subseries B “Selected Papers of the Statistical Societies”.

- Publicado - Prata Gomes, D., Neves, M., Modeling Extreme Events: Sample Fraction Adaptive

Choice in Parameter Estimation. Numerical Analysis and Applied Mathematics ICNAAM 2012 -

AIP Conference Proceedings 1479, 1110-1113 (2012).

- Publicado - Gomes, M.I., Caeiro, F., Henriques-Rodrigues, L. (2012). PORT-PPWM extreme

value index estimation. In Colubi, A., Fokianos, K., Gonzalez-Rodriguez, G. and Kontoghiorghes,

E.J. (eds.), Proceedings of COMPSTAT 2012: 20th International Conference on Computational

Statistics, 259-270.

http://www.compstat2012.org/Proceedings_COMPSTAT2012.pdf

- Publicado - Caeiro, F., Gomes, M.I. (2012). A Reduced Bias Estimator of a 'Scale' Second Order

Parameter. Proceedings of the International Conference on Numerical Analysis and Applied

Mathematics 2012 (ICNAAM-2012), AIP Conf. Proc. 1479, 1114-1117.

http://proceedings.aip.org/resource/2/apcpcs/1479/1/1114_1

Carlos Agra Coelho: The multi-sample block sphericity test – exact and near-exact distributions

for its likelihood ratio test statistic, Keynote Speaker no 17th

European Young Statisticians

Meeting, FCT/UNL, Setembro de 2011.

Carlos Agra Coelho: Instances of the Meijer G and Fox H functions and of the distribution of the

product of independent beta random variables with finite representations, Invited Speaker na

6th Workshop on Mathematics and Computation and 3rd Portuguese-Polish Workshop on

Biometry, Covilhã, Portugal, Julho de 2012.

Carlos Agra Coelho: A celebration of George P. H. Styan 75th Birthday and my meetings with

him, and “On the distribution of linear combinations of chi-square random variables”, Invited

Speaker at the Special Session in honor of George P. H. Styan at the LINSTAT/IWMS 2012 –

International Conference on Trends and Perspectives in Linear Statistical Inference , 21st

International Workshop on Matrices and Statistics, Bedlewo, Polónia, Julho de 2012.

Carlos Agra Coelho: Instances of the Product of Independent Beta Random Variables and of

the Meijer G and Fox H Functions with Finite Representations”, ICNAAM 2012 – International

Conference on Numerical Analysis and Applied Mathematics, Kos, Grécia, Setembro de 2012.

Filipe Marques: The multi-sample independent test, I Workshop Internacional de Países

Lusófonos em Actuariado, Estatística e Gestão do Risco, 19 e 20 de Setembro de 2012, Cidade

da Praia, Cabo Verde. (Apresentação gravada em video).

Filipe Marques: The multi-sample independent test, 10th International Conference of

Numerical Analysis and Applied Mathematics, ICNAAM, 19 - 25 Setembro, 2012, Grécia.

Filipe Marques: On the product of generalized gamma random variables, Joint Meeting of yBIS

and jSPE, 23-26 de Julho de 2012, Caparica, Portugal.

Filipe Marques: The multi-sample block-matrix sphericity test, 9th International Conference of


Filipe Marques: On the exact, asymptotic and near-exact distributions for the likelihood ratio

statistics to test equality of several Exponential distributions, 9th International Conference of


Filipe Marques: On the linear combination of independent Gumbel random variables, 17th

European Young Statisticians Meeting, 5-9 Setembro de 2011, Caparica, Portugal.

Dora Prata Gomes: 5th International Conference of the ERCIM Working Group on Computing ,

Statistics (ERCIM 2012). Oviedo, 1 a 3 de Dezembro de 2012.

Dora Prata Gomes: 10th International Conference of Numerical Analysis and Applied

Mathematics ICNAAM 2012. Kos, Grécia, 18 a 25 de Setembro de 2012.

Dora Prata Gomes: Joint Meeting of y-BIS-International Young Business and Industrial

Statisticians and jSPE-Young Portuguese Statisticians. Lisboa, 23 a 26 de Julho de 2012.

Dora Prata Gomes: 8th World Conference in Probability and Statistics. Istambul, 9 a 14 de Julho

de 2012.

Dora Prata Gomes: 6th Workshop on Statistics, Mathematics and Computation and the 3rd

Portuguese-Polish Workshop on Biometry in Honour of Professor Dinis Pestana. Universidade

da Beira Interior, Covilhã, 3 a 4 de Julho de 2012.

Dora Prata Gomes: 4th International Conference of the ERCIM Working Group on Computing ,

Statistics. University of London, Londres, 17 a 19 de Dezembro de 2011.

Dora Prata Gomes: 9th International Conference of Numerical Analysis and Applied

Mathematics ICNAAM 2011. Halkidiki, Grécia, 19 a 25 de Setembro de 2011.

Dora Prata Gomes: Spatial Data Methods for Environmental and Ecological Processes – 2nd

Edition, SPATIAL2. Puglia, Itália, 1 a 3 de Setembro de 2011

Dora Prata Gomes: 7th Conference on Extreme Value Analysis, Probabilistic and Statistical

Models and their Applications. Lyon, França, 27 de Junho a 1 de Julho de 2011.

Dora Prata Gomes: Risk, Extreme Values in Insurance and Finance. Lisboa, 6 a 7 de Junho de

2011.

Dora Prata Gomes: Spatial Statistics 2011. Enschede, Holanda, 23 a 25 de Março de 2011.

Frederico Caeiro: ISI 2011 – 58th World Statistics Congress of the International Statistical

Institute. Dublin, 21 a 26 de Agosto de 2011.

Frederico Caeiro: EVA 2011 - 7th Conference on Extreme Value Analysis, Probabilistic and

Statistical Models and their Applications, June 27th–July 1st, 2011, Lyon, France.

Frederico Caeiro: ICNAAM 2011 - 9th International Conference of Numerical Analysis and

Applied Mathematics, Greece, 19-25 September.

Frederico Caeiro: Joint Meeting of y-BIS and jSPE, FCT-UNL, Portugal, July 25, 2012.

Frederico Caeiro: 6th WORKSHOP ON STATISTICS, MATHEMATICS AND COMPUTATION.

Covilhã, July 4, 2012.

Lourdes B. Afonso, Rui M. R. Cardoso, Alfredo D. Egídio dos Reis, “Dividend problems in the

dual risk model", ASTIN Colloquium 2011, Instituto de Actuarios Españoles, Madrid, Spain, 20-

22/06/2011.

Lourdes B. Afonso, Rui M. R. Cardoso, Alfredo D. Egídio dos Reis, “Dividend problems in the

dual risk model", Joint Meeting of y-BIS–International Young Business and Industrial

Statisticians and jSPE–Young Portuguese Statisticians, FCT-UNL, Lisboa, 23-26 Julho, 2012

Eugenio V. Rodríguez, Rui M. R. Cardoso and Alfredo D. Egídio dos Reis, "On the Erlang(n) dual

risk model and dividends problems", ASTIN Colloquium 2012, Mexico City, Mexico, 30/9 a 4/10

de 2012. (Presentation by Eugenio V. Rodríguez)

Poster: Lourdes B. Afonso, Rui M. R. Cardoso, Alfredo D. Egídio dos Reis, “Dividend problems

in the dual risk model”, the M.A.R.C. - Memorable Actuarial Research Conference, Conference

in honour of Professor Marc Goovaerts, Katholieke Universiteit Leuven, Belgium, 13/06/2011.

Gonçalo dos Reis: Oxford-man institute Seminar for Quant. Finance, Oxford (UK), 4 Dec 2012

Gonçalo dos Reis: UT-Austin Portugal Workshop in Mathematical Finance and Stochastic

Control, Lisbon (Portugal), 9-13 July 2012

Gonçalo dos Reis: Workshop on topics in stochastic control, Milan (Italy), 11-13 July 2011.

Gonçalo dos Reis: 24th Biennial Conference on Numerical Analysis, Glasgow (UK), 28 June - 1

July, 2011

Marta Faias Mateus: 12th Annual Meeting of the Association for Public Economic Theory.

Indiana University, Bloomington, USA. 01-05 June, 2011.

Marta Faias Mateus: XX European Workshop on General Equilibrium Theory - EWGET 2011.

Vigo, Spain, 13-15 June, 2011.

Marta Faias Mateus: 11th Conference of the Society for the Advancement of Economic Theory.

Faro, Portugal. 26 June - 01 July, 2011.

Marta Faias Mateus: UECE Lisbon Meetings 2011: Game Theory and Applications. Lisboa,

Portugal. 3-5 November, 2011.

Marta Faias Mateus: 13th Annual Meeting of the Association for Public Economic Theory.

Indiana University, Academia Sinica, Taipei, Taiwan, 10-16 de June, 2012.

Marta Faias Mateus: 6th Meeting of the Portuguese Economic Journal. Universidade do Porto,

Porto, Portugal, 6-7 July, 2012

Marta Faias Mateus: UECE Lisbon Meetings 2012: Game Theory and Applications. Lisboa,

Portugal. 18-20 October, 2011.

Miguel Brás de Carvalho: Poster: Nonparametric Inference for Multivariate Extremes, Young

Statisticians Meeting—Satellite Meeting of the 58th World Statistics Congress of the

International Statistical Institute, Dublin, Ireland, 19-21 August, 2011.

Miguel Brás de Carvalho: Talk: Spectral Density Ratio Models for Multivariate Extremes, Special

Topic Session STS040, 58th World Statistics Congress of the

International Statistical Institute Dublin, Ireland, 21-26 August, 2011 (Also presented at the

Joint Statistical Meetings, Miami, July 30–August 4, 2011).

Miguel Brás de Carvalho: Talk: Bayesian P-Spline Mixture Modelling of Nonstationary Extreme

Forest Temperatures Department of Statistics, University of South Carolina, November 15,

2011.

Miguel Brás de Carvalho: Talk: Bayesian Nonparametric ROC Regression Modelling,

Department of Biostatistics, University of South Carolina, February, 2012.

Miguel Brás de Carvalho: Workshop: Half-day Workshop on Biostatistics, CEAUL, Universidade

Nova de Lisboa, January 6, 2012] http://ceaul.fc.ul.pt/seeevent.html?id=219

Gracinda Guerreiro: Sistemas de Bonus Malus: Carteira Fechada ou Carteira Aberta?, I

Workshop de Países Lusófonos em Actuariado, Estatística e Gestão do Risco, Cidade da Praia,

Cabo Verde, Setembro de 2012.

Gracinda Guerreiro: An Open Model for Population Evolution - Application to Consumption

Credit Portfolio, Joint Meeting of y-BIS and jSPE, Caparica, Portugal, Julho de 2012.

José Moniz Fernandes: Estimation of Default Probability on a Consumption Credit Portfolio of a

Cabo Verde Bank, Joint Meeting of y-BIS and jSPE, Caparica, Portugal, Julho de 2012.

Gracinda Guerreiro: A Model for Open Populations Subject to Periodical Re-Classifications, IME

2011, Trieste, Italia, Julho de 2011.

José Moniz Fernandes: On an Actuarial Financial Model for a Consumption Credit Portfolio of

Cabo Verde: Preliminary Statistical Analysis, IME 2011, Trieste, Italia, Julho de 2011.

Rute Baião Carrujo: On a Continuos Time Markov Chain Model for Long Term Care, IME 2011,

Trieste, Italia, Julho de 2011.

Maria de Lourdes Afonso: Using Weighted Distributions to Model Operational Risk, Actuarial

and Financial Mathematics Conference - Fevereiro de 2012 - Bruxelas, Bélgica.

Manuel L. Esquível: On the information content of stochastic algorithms for global

optimization. Optimization 2011 - Monte de Caparica, Portugal.

On a Continuous Time Stock Price Model with Regime Switching, Delay, and Threshold,

Esquível, M. L., Mota, P., 7th Bachelier Finance Society World Congress 2012, Sydney,

Australia.

Machine learning Gaussian short rate, Sousa, J. B., Esquível, M. L., Gaspar, R. M., 7th Bachelier

Finance Society World Congress 2012, Sydney, Australia.

Fernandes, J.M., Esquível, M. L., Guerreiro, G.R., Martins, M. F. , Xufre, P. Estimação do

Spread de Crédito ao Consumo de um Banco de Cabo Verde; Invited Sessions, I Workshop

Internacional de Países Lusófonos em Actuariado, Estatística e Gestão do Risco, Cidade da

Praia, Cabo Verde, 19 e 20 de Setembro 2012.

João Beleza Sousa, Esquível, M. L., Gaspar, R. M. Machine Learning Gaussian Short Rate;

Invited Sessions, I Workshop Internacional de Países Lusófonos em Actuariado, Estatística e

Gestão do Risco, Cidade da Praia, Cabo Verde, 19 e 20 de Setembro 2012.

Esquível, M. L., Dimas, L., Mexia J. T., Didier, P. Pequenas Perturbações com Grandes Efeitos

no Value-at-Risk; Invited Sessions, I Workshop Internacional de Países Lusófonos em

Actuariado, Estatística e Gestão do Risco, Cidade da Praia, Cabo Verde, 19 e 20 de Setembro

2012.

Carlos Agra Coelho: Intuição, Realidade, Análise de dados e Inferência, Orador Convidado em

Sessão Plenária das JOCLAD 2012, XIX Jornadas de Classificação e Análise de Dados, Tomar,

Março de 2012.

Filipe Marques: O teste de independência de vários grupos de variáveis aleatórias para várias

amostras - distribuições exactas e quase-exactas da estatística de razão de verosimilhanças,

XIX Congresso Anual da Sociedade Portuguesa de Estatística, 28 de Setembro a 1 de Outubro

de 2011, Nazaré, Portugal.

Frederico Caeiro: SPE2011 - XVIII Congresso Anual da Sociedade Portuguesa de Estatística.

Nazaré, 28 de Setembro a 01 de Outubro de 2011.

Gracinda Guerreiro Modelação da Evolução de uma População de Long-Term Care, VII

Congresso de Estatística e Qualidade na Saúde 2011, Lisboa, Portugal, Maio de 2011.

Maria de Lourdes Afonso: 4th Porto Meeting on Mathematics for Industry, Porto, Junho 2012.

Maria de Lourdes Afonso Relatório sobre o desenvolvimento do projeto PTDC/EGE-ECO/

108481/2008 Evaluation of dividend barrier variables in the actuarial dual risk model.

Date post:	31-Aug-2019
Category:	Documents
Upload:	others
View:	3 times
Download:	0 times

Publicações Linha de Investigação – ÁLGEBRA Revistas ... filePublicações Linha de...

Documents