Research

• Research groups
• Projects
• Research opportunities
• Scientific events
• Cemapre/RePEc Working Papers Series

Research groups:

• Econometrics and Time Series
  • Macroeconomics
  • Amélia Bastos Social economics
  • João A. Bastos Risk management
  • Micro and macroeconometrics
  • Mathematics
  • Jorge Caiado Time series
  • Alda Carvalho Time series
  • António A. Costa Time series
  • Nuno Crato Time series
  • Time series and financial markets
  • Daniel A. Dias International trade
  • Ana Diniz Time series
  • Carlos Farinha Rodrigues Poverty and social exclusion
  • Graça Leão Fernandes Labour market
  • Maria Eugénia Ferrão Social Statistics
  • Econometrics
  • Financial stability
  • Econometrics
  • José Murteira Microeconometrics
  • João Nicolau (head) Estimation of stochastic differential equations
  • José Passos Microeconometrics
  • Empirical macroeconomics
  • Isabel Proença Microeconometrics
  • Nicoletta Rosati Economic inequality and poverty
  • João M. C. Santos Silva Specification tests
  • Artur C. B. Silva Lopes Theoretical and applied macroeconometrics
  
  
• Statistics and Actuarial Science
  • João Andrade e Silva Actuarial science
  • Actuarial science
  • Maria de Lourdes Centeno (head) Actuarial science
  • Isabel Cordeiro Income protection insurance
  • Alfredo D. Egídio dos Reis Actuarial science
  • Walter Neuhaus Actuarial science
  • Rui Paulo Bayesian Inference
  • Actuarial sciences
  • Onofre Simões Actuarial science
  
  
• Mathematical Analysis, Optimization and Financial Modelling
  • Applications of dynamical systems
  • José Brandão Operational research
  • Raul Brás Optimização combinatória
  • Financial mathematics
  • Financial mathematics
  • Gianluigi Del Magno Dynamical systems
  • Maria de Fátima Fabião Ribeiro Financial mathematics
  • José Pedro Gaivão Dynamical systems
  • Raquel M. Gaspar Mathematical finance
  • Fernando F. Gonçalves Financial mathematics
  • Maria do Rosário Grossinho (head) Differential equations and financial mathematics
  • João M. E. Guerra Stochastic analysis and financial mathematics
  • Manuel Guerra Control theory
  • João Janela Numerical analysis
  • João Lopes Dias Dynamical systems
  • Operational research
  • Eva Morais Financial mathematics
  • Financial mathematics
  • Yasser Omar Quantum information theory
  • Operational research
  • Financial mathematics
  • Diogo Pinheiro Hamiltonian dynamical systems
  • Leonor S. Pinto Operational research
  • Financial mathematics
  • Aiying Rong Application of operations research techniques in economics
  • Operacional research
  
  

• European Commission - 7th Framework Programme - Marie Curie Initial Training Networks
  • Multi-ITN STRIKE - Novel Methods in Computational Finance (1 Jan 2013 - 31 Dec 2016). PI: MR Grossinho
• FCT-Fundação para a Ciência e a Tecnologia
  • Analysis of Nonlinear Partial Differential Equations in Mathematical Finance (1 Jan 2013 - 31 Dec 2014). PI: MR Grossinho
  • SEROW - Sectorização e Optimização de Rotas na Gestão de Resíduos - a teoria na prática (2 Jan 2012 - 31 Dec 2014). PI: L Pinto
  • Desenvolvimentos teóricos na análise de regressão de dados fraccionários, com aplicações à área das Finanças (1 Jan 2012 - 31 Dec 2014). PI: J Murteira
  • Stochastic Analysis and Numerical Approximations in Mathematical Finance - SANAF (9 Jun 2011 - 8 Jun 2014). PI: R Gaspar
  • Evaluation of dividend barrier variables in the actuarial dual risk model (1 Feb 2010 - 31 Jul 2013). PI: A Egídio dos Reis
  • Randomness in deterministic dynamical systems and applications (1 Jan 2010 - 30 Jun 2013). PI: J Lopes Dias
• Universidade de Coimbra
  • Preços e respostas comportamentais no sector da água (1 Sep 2010 - 31 Aug 2013). PI: J Murteira

Past projects:

• FCT-Fundação para a Ciência e a Tecnologia
  • Solving vehicle routing problems by using meta-heuristics (15 Mar 2010 - 14 Mar 2013). PI: J Brandão
  • Statistical analysis of computer models (1 Jan 2010 - 31 Dec 2012). PI: R Paulo
  • Optimal reinsurance strategies (16 Oct 2007 - 16 Oct 2010). PI: ML Centeno
• Fundação Francisco Manuel dos Santos
  • Social Inequalities in Portugal (1 Jan 2010 - 31 Jan 2012). PI: C Farinha Rodrigues
• Universidade de Évora
  • Theoretical developments in the regression analysis of fractional data and its applications to Finance (1 Sep 2011 - 22 Dec 2011). PI: J Murteira