Statistics and Risk Management

NOVA Math > Research Groups > Statistics and Risk Management

Statistics
and Risk Management

About

The Statistics and Risk Management group activity covers a wide range of subjects that are encompassed in three main research lines: Statistical Inference, Distribution Theory and Actuarial and Financial Mathematics. Within Statistical Inference we study various extensions of linear models with special focus in analysis of variance for models with a random number of observations. Concerning Distribution Theory there are two main research areas: near-exact distributions for likelihood ratio test statistics and extreme value theory. In Actuarial and Financial Mathematics we spread over the classical actuarial problems in risk theory, to new models for pricing and hedging derivative products, passing through Markov chain models applications to credit scoring and insurance bonus-malus models.

Frederico Almeida Gião Gonçalves Caeiro

Statistics and Risk Management Coordinator

Team

Publications

How the Variance-to-Mean Ratio Behaves in Relation to the Basic Principles for Inequality Measures
2024, WSEAS Transactions on Business and Economics, Santos,C
An Importance–Performance Analysis Approach to a Tourism Destination: the Case of Lisbon Metropolitan Area, Portugal
2024, Proceedings of the International Conference on Tourism Research, do Rosário,JF;Severino,FS;Nunes,S;Santos,ZR;Costa,T;de Lurdes Calisto,M
Perceptions and Realities of Lisbon: An Examination of the Image of a Tourist Destination
2024, Proceedings of the International Conference on Tourism Research, Severino,FS;Roque,AG;Cristina,M;Santos,ZR;Nunes,S;Costa,T
Unlocking Tourism Diversity in Winter: Clusters of Tourists in Lisbon Based on Motivations, Profiles, and Behaviour
2024, Proceedings of the European Conference on Innovation and Entrepreneurship, ECIE, Teresa Machado,A;Raposo Santos,Z;Nunes,S;Rosário,J;Belo,M;Costa,T;Segurado Severino,F;de Lurdes Calisto,M;Gláucia Roque,A;Cristina,M
Risk Factors Associated with Musculoskeletal Injuries within the Crew of the Leopard 2 A6 Main Battle Tank Using Inertial Movement Unit Sensors: A Pilot Study
2024, SENSORS, Pedro,B;Assuncao,A;Carnide,F;Damiao,B;Lucena,R;Almeida,N;Simoes,P;Veloso,AP
Strawberry Plant as a Biomonitor of Trace Metal Air Pollution-A Citizen Science Approach in an Urban-Industrial Area near Lisbon, Portugal
2024, PLANTS-BASEL, Gamelas,CA;Canha,N;Justino,AR;Nunes,A;Nunes,S;Dionisio,I;Kertesz,Z;Almeida,SM
A New Class of Reduced-Bias Generalized Hill Estimators
2024, MATHEMATICS, Henriques Rodrigues,L;Caeiro,F;Gomes,MI
Some Mathematical Examples of Emergent Intuitive Local Time Flow
2024, Foundations, Esquível,ML;Krasii,NP;Didier,PL
Relationship between Physicochemical and Cooking Quality Parameters with Estimated Glycaemic Index of Rice Varieties
2024, FOODS, Pereira,CL;Sousa,I;Lourenco,VM;Sampaio,P;Garzon,R;Rosell,CM;Brites,C
Revolutionizing Ocean Cleanup: A Portuguese Case Study with Unmanned Vehicles Fighting Spills
2024, ENVIRONMENTS, Santos,NP;Moura,R;Antunes,TL;Lobo,V

Projects

HEATMan – Gestão do calor em equipas NRBQ
Exército Português – CINAMIL, Paula Simões
Link Me Up – 1000 ideias
ERASMUS+/União Europeia, Cristina Dias
MoSBurn: Modeling the multifactorial burnout syndrome in college students
FCT - Fundação para a Ciência e a Tecnologia, I.P., Luís Miguel Grilo
OMNI BEAST
Project n.: 2018-1-PL01-KA203-051137 Erasmus + Programme Key Action 2: Strategic Partnerships for higher...
PerMediK: Personalized medicine in chronic kidney disease: improved outcome based on Big Data
COST - European Cooperation in Science and Technology (EU), Marta Belchior Lopes
PrISAEx-Proteção de Infraestruturas Sujeitas a Ações Extremas
Exército Português – CINAMIL, Paula Simões
SHIFT - Sustainability-oriented, Highly-interactive and Innovation-based Framework for Tourism Marketing
FCT - Fundação para a Ciência e a Tecnologia, I.P., Sandra Nunes
SmartVest - Vestuário inteligente para monitorização em tempo real dos parâmetros fisiológicos das Equipas NBQR
Exército Português – CINAMIL, Paula Simões
VOOmics: OMICs approaches to reveal the anticancer properties of Virgin Olive Oil
FCT - Fundação para a Ciência e a Tecnologia, I.P., Marta Belchior Lopes
“OMNI - BE Aware STudent”
ERASMUS+, Cristina Dias

Software

 
    • Sá Ferreira M, Bispo R (2023). RWgraph: Random Walks on Graphs Representing a Transactional Network. R package version 1.0.0, https://CRAN.R-project.org/package=RWgraph
    • Caeiro F,  Mateus A (2022). randtests: Testing Randomness in R. R package version 1.0.1, https://CRAN.R-project.org/package=randtests
    • a computational module with the implementation of the exact distribution and approximations for the Bartels randomness test statistic: see Appendix
    • a package with the implementation of the main threshold selection methods: see here