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CV (PDF in Portuguese)
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EDUCATION
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Ph.D. in
Mathematics Applied in Economics and Management, ISEG, Technical
Univerisity of Lisbon, 2006. Title: “Distance-based methods for
classification and clustering of time series” (Advisers: Nuno
Crato, ISEG and Daniel Peña, Universidad Carlos III de Madrid). |
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M.Sc. in
Mathematics Applied in Economics and Management, ISEG, Technical
Univerisity of Lisbon, 1997.
Title: “Taxas de juro e inflação
em Portugal: Testes e modelos de previsão” (Adviser: António
Costa, ISEG). |
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B.S. in
Management, Universidade Internacional, Lisbon, 1994. |
ACADEMIC AND RESEARCH POSITIONS
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Assistant
Professor,
ISEG,
Technical University of Lisbon, since November 2011. |
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Researcher,
CEMAPRE,
ISEG,
Technical University of Lisbon, since October 2008. |
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Invited Assistant
Professor,
ISEGI,
New University of Lisbon, 2007-2009. |
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Invited Visiting
Researcher, Department of Statistics,
Universidad Carlos III de Madrid,
Spain, Mar-Jun 2004. |
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Adjunct Professor,
ESCE, Polytechnic Institute of Setúbal, 2004-2008. |
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Adjunct Professor,
ESG, Polytechnic Institute of Castelo Branco, 1998-2004. |
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Assistant Professor, ISGB, The Portuguese Bank Training Institute,
1995-2003. |
AREAS OF SCIENTIFIC ACTIVITY
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Time series analysis |
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Forecasting methods |
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Financial econometrics |
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Multivariate data analysis |
RESEARCH PROJECTS
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“Econometrics and Time Series”, CEMAPRE/ISEG,
support by FCT/MCTES, 2007- |
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“Macro - Time Series and
Macroeconometric Research”, CEMAPRE/ISEG, support by FCT/MCTES,
2003-2007. |
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“Incorporating extrinsic drivers into
fisheries management INEXFISH”, IPIMAR, 6th European Project
FP6-022710, 2008. |
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“Regime shifts in Canary/Iberian
Upwelling Ecosystem (CANIBECO-UP)", IPIMAR, Eur-Oceans Integrated
Project 2008. |
HONORS AND AWARDS
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1st Prize SICO2007
for long-term forecasting by Spanish IEEE Computational
Intelligence Society, Granada (Spain), 2007. |
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Listed in the Top
25 most read articles in journal of Computational Statistics &
Data Analysis, Elsevier, April-June 2006. |
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Listed in the Top
25 most read articles in journal of
Physica A: Statistical Mechanics and its Applications,
Elsevier, Jan-Mar 2010. |
JOURNAL REVIEWER
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Computational
Statistics & Data Analysis (Elsevier) |
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Pattern
Recognition (Elsevier) |
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Computational
Economics (Springer) |
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Journal of
Classification (Springer) |
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Communications in Statistics: Simulation and Computation (Taylor & Francis Journals) |
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Quantitative
Finance (Taylor & Francis Journals) |
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Journal of
Applied Sciences (ANSI Journals) |
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The Professional Geographer (The Association of American
Geographers, Blackwell Publishing) |
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Applied
Financial Economics
(Taylor & Francis Journals) |
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Applied
Economics
(Taylor & Francis Journals) |
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Journal of
Statistical Computing and Simulation (Taylor
& Francis Journals) |
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Journal of Time
Series Analysis (Wiley) |
CONFERENCE REVIEWER
PROFESSIONAL AFFILIATIONS
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