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Identificação

Identificação pessoal

Nome completo
NUNO PAULO DE SOUSA ARROBAS CRATO

Nomes de citação

  • CRATO, NUNO

Identificadores de autor

Ciência ID
8E10-F48D-F656
ORCID iD
0000-0002-3572-0396
Formação
Grau Classificação
1993
Concluído
 Matemática Aplicada à Economia e à Gestão (Doutoramento)
Especialização em Outra:Gestão
University of Delaware, Estados Unidos
"Some Misspecification Problems in Long-memory Time Series Models" (TESE/DISSERTAÇÃO)
Percurso profissional

Docência no Ensino Superior

Categoria Profissional
Instituição de acolhimento 		Empregador
2009/07/13 - Atual Professor Catedrático (Docente Universitário) Universidade de Lisboa Centro de Matematica Aplicada à Previsão e Decisão Económica, Portugal
2016 - 2019 Professor Catedrático (Docente Universitário) Universidade de Lisboa, Portugal
2013 - 2016 Professor Catedrático (Docente Universitário) ISEG Lisbon School of Economics and Management, Portugal
Projetos

Projeto

Designação Financiadores
2011/01/01 - 2012/12/31 Strategic Project - UI 491 - 2011-2012
PEst-OE/EGE/UI0491/2011
Universidade de Lisboa Centro de Matematica Aplicada à Previsão e Decisão Económica, Portugal
 Fundação para a Ciência e a Tecnologia
Concluído
Produções

Publicações

Artigo em conferência
  1. Diniz, A.; Barreiros, J.; Benda, R.; Crato, N.. "Modelling learning curves: A segmented-trend method". 2007.
  2. Diniz, A.; Barreiros, J.; Benda, R.; Crato, N.. "Modelling learning curves: A segmented-trend method". 2007.
  3. BORGES, MF; SANTOS, AMP; CRATO, N; et al.. "Sardine regime shifts off Portugal: a time series analysis of catches and wind conditions". 2003.
  4. BREIDT, FJ; CRATO, N; DELIMA, PJF. "Modeling the persistent volatility of asset returns". 1997.
  5. GOMES, CP; SELMAN, B; CRATO, N; et al.. "Heavy-tailed distributions in combinatorial search". 1997.
  6. Breidt, F.Jay; Crato, Nuno; de Lima, Pedro J.F.. "Modeling the persistent volatility of asset returns". 1997.
Artigo em revista
  1. Nuno Crato. "Cómo apoyar y cómo abandonar a los profesores en la batalla por el éxito educativo. La experiencia de Portugal entre 1995 y 2020". Revista Iberoamericana de Educación (2022): https://doi.org/10.35362/rie9015440.
    10.35362/rie9015440
  2. Nuno Crato. "Math curriculum matters: Statistical evidence and the Portuguese experience". European Mathematical Society Magazine 124 (2022): 49-56. http://dx.doi.org/10.4171/mag/83.
    10.4171/mag/83
  3. Nuno Crato. "La Grande Illusion – A Grande Ilusão". (2020): https://doi.org/10.17346/se.vol28.390.
  4. Caiado, Jorge; Crato, Nuno; Poncela, Pilar. "A fragmented-periodogram approach for clustering big data time series". (2020): http://hdl.handle.net/10400.5/27635.
    10.1007/s11634-019-00365-8
  5. CRATO, NUNO. "A fragmented-periodogram approach for clustering big data time series". Advances in Data Analysis and Classification (2019): http://dx.doi.org/10.1007/s11634-019-00365-8.
    10.1007/s11634-019-00365-8
  6. Crato, N.; Ruiz, E.. "Can we evaluate the predictability of financial markets?". International Journal of Forecasting 28 1 (2012): 1-2. http://www.scopus.com/inward/record.url?eid=2-s2.0-84155195960&partnerID=MN8TOARS.
    10.1016/j.ijforecast.2011.02.002
  7. Diniz, A.; Barreiros, J.; Crato, N.. "A new model for explaining long-range correlations in human time interval production". Computational Statistics and Data Analysis 56 6 (2012): 1908-1919. http://www.scopus.com/inward/record.url?eid=2-s2.0-84857647914&partnerID=MN8TOARS.
    10.1016/j.csda.2011.09.027
  8. Caiado, J.; Crato, N.; Peña, D.. "Tests for comparing time series of unequal lengths". Journal of Statistical Computation and Simulation 82 12 (2012): 1715-1725. http://www.scopus.com/inward/record.url?eid=2-s2.0-84869175657&partnerID=MN8TOARS.
    10.1080/00949655.2011.592985
  9. Caiado, Jorge; Crato, Nuno; Peña, Daniel. "Tests for comparing time series of unequal lengths". (2012): http://hdl.handle.net/10400.5/27636.
    10.1080/00949655.2011.592985
  10. Diniz, A.; Wijnants, M.L.; Torre, K.; Barreiros, J.; Crato, N.; Bosman, A.M.T.; Hasselman, F.; et al. "Contemporary theories of 1/f noise in motor control". Human Movement Science 30 5 (2011): 889-905. http://www.scopus.com/inward/record.url?eid=2-s2.0-80053286454&partnerID=MN8TOARS.
    10.1016/j.humov.2010.07.006
  11. Crato, N.; Linhares, R.R.; Lopes, S.R.C.. "a-stable laws for noncoding regions in DNA sequences". Journal of Applied Statistics 38 2 (2011): 261-271. http://www.scopus.com/inward/record.url?eid=2-s2.0-78650047979&partnerID=MN8TOARS.
    10.1080/02664760903406447
  12. Diniz, Ana; Wijnants, Maarten L.; Torre, Kjerstin; Barreiros, João; Crato, Nuno; Bosman, Anna M.T.; Hasselman, Fred; et al. "Contemporary theories of 1/f noise in motor control". (2011): http://hdl.handle.net/10400.5/27665.
    10.1016/j.humov.2010.07.006
  13. Crato, Nuno; Linhares, R.R.; Lopes, Sílvia R. C.. "a-stable laws for noncoding regions in DNA sequences". (2011): http://hdl.handle.net/10400.5/27671.
    10.1080/02664760903406447
  14. Diniz, A.; Barreiros, J.; Crato, N.. "Parameterized estimation of long-range correlation and variance components in human serial interval production". Motor Control 14 1 (2010): 26-43. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000274988200002&KeyUID=WOS:000274988200002.
  15. Diniz, A.; Barreiros, J.; Crato, N.. "Parameterized estimation of long-range correlation and variance components in human serial interval production". Motor Control 14 1 (2010): 26-43. http://www.scopus.com/inward/record.url?eid=2-s2.0-76149131401&partnerID=MN8TOARS.
  16. Crato, N.; Linhares, R.R.; Lopes, S.R.C.. "Statistical properties of detrended fluctuation analysis". Journal of Statistical Computation and Simulation 80 6 (2010): 625-641. http://www.scopus.com/inward/record.url?eid=2-s2.0-77951994348&partnerID=MN8TOARS.
    10.1080/00949650902755152
  17. Caiado, J.; Crato, N.. "Identifying common dynamic features in stock returns". Quantitative Finance 10 7 (2010): 797-807. http://www.scopus.com/inward/record.url?eid=2-s2.0-77955595977&partnerID=MN8TOARS.
    10.1080/14697680903567152
  18. Crato, Nuno. "Melhorar o ensino da matemática com ferramentas do século XXI.". (2010): http://hdl.handle.net/10400.5/27693.
  19. Caiado, Jorge; Crato, Nuno. "Identifying common dynamic features in stock returns". (2010): http://hdl.handle.net/10400.5/27670.
    10.1080/14697680903567152
  20. Crato, Nuno. "Melhorar o ensino da matemática com ferramentas do século XXI.". (2010): http://hdl.handle.net/10400.5/27693.
  21. Carvalho, A.; Crato, N.; Gomes, C.. "A generative power-law search tree model". Computers and Operations Research 36 8 (2009): 2376-2386. http://www.scopus.com/inward/record.url?eid=2-s2.0-58549116874&partnerID=MN8TOARS.
    10.1016/j.cor.2008.08.017
  22. Caiado, J.; Crato, N.; Peña, D.. "A periodogram-based metric for time series classification". Computational Statistics and Data Analysis 50 10 (2006): 2668-2684. http://www.scopus.com/inward/record.url?eid=2-s2.0-33646082004&partnerID=MN8TOARS.
    10.1016/j.csda.2005.04.012
  23. Crato, N.. "A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray". International Journal of Forecasting 21 4 (2005): 729-730. http://www.scopus.com/inward/record.url?eid=2-s2.0-26944462329&partnerID=MN8TOARS.
    10.1016/j.ijforecast.2005.04.003
  24. Crato, N.. "Codici indecifrabili, messaggi sicuri". Bollettino della Unione Matematica Italiana A 7 2 (2004): 275-279+384. http://www.scopus.com/inward/record.url?eid=2-s2.0-4744368739&partnerID=MN8TOARS.
  25. Crato, N.. "Codici indecifrabili, messaggi sicuri". Bollettino della Unione Matematica Italiana A 7 2 (2004): 275-279+384. http://www.scopus.com/inward/record.url?eid=2-s2.0-4744368739&partnerID=MN8TOARS.
  26. Crato, N.. "Pedro Nunes, Portuguese mathematician and cosmographer". Mathematical Intelligencer 25 1 (2003): http://www.scopus.com/inward/record.url?eid=2-s2.0-30244457220&partnerID=MN8TOARS.
  27. Ramjee, R.; Crato, N.; Ray, B.K.. "A note on moving average forecasts of long memory processes with an application to quality control". International Journal of Forecasting 18 2 (2002): 291-297. http://www.scopus.com/inward/record.url?eid=2-s2.0-0036203786&partnerID=MN8TOARS.
    10.1016/S0169-2070(01)00159-5
  28. Baillie, R.; Crato, N.; Ray, B.K.. "Introduction". International Journal of Forecasting 18 2 (2002): 163-165. http://www.scopus.com/inward/record.url?eid=2-s2.0-0036204254&partnerID=MN8TOARS.
    10.1016/S0169-2070(01)00150-9
  29. Crato, N.; Ray, B.K.. "Semi-parametric smoothing estimators for long-memory processes with added noise". Journal of Statistical Planning and Inference 105 2 (2002): 283-297. http://www.scopus.com/inward/record.url?eid=2-s2.0-0036643512&partnerID=MN8TOARS.
    10.1016/S0378-3758(01)00275-0
  30. Costa, A.A.; Crato, N.. "Long-run versus short-run behaviour of the real exchange rates". Applied Economics 33 5 (2001): 683-688. http://www.scopus.com/inward/record.url?eid=2-s2.0-0035049311&partnerID=MN8TOARS.
  31. Gomes, C.P.; Selman, B.; Crato, N.; Kautz, H.. "Heavy-tailed phenomena in satisfiability and constraint satisfaction problems". Journal of Automated Reasoning 24 1-2 (2000): 67-100. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000085438600004&KeyUID=WOS:000085438600004.
    10.1023/A:1006314320276
  32. Crato, N.. "Estimation of the maximal moment exponent with censored data". Communications in Statistics - Theory and Methods 29 4 (2000): 1239-1253. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000165163100012&KeyUID=WOS:000165163100012.
    10.1080/03610910008813662
  33. Crato, N.; Ray, B.K.. "Memory in returns and volatilities of futures' contracts". Journal of Futures Markets 20 6 (2000): 525-543. http://www.scopus.com/inward/record.url?eid=2-s2.0-0034415717&partnerID=MN8TOARS.
  34. Crato, Nuno. "O papel dos mínimos quadrados na descoberta dos planetas". (2000): http://hdl.handle.net/10400.5/27694.
  35. Gomes, C.P.; Selman, B.; Crato, N.; Kautz, H.. "Heavy-tailed phenomena in satisfiability and constraint satisfaction problems". Journal of Automated Reasoning 24 1-2 (2000): 67-100. http://www.scopus.com/inward/record.url?eid=2-s2.0-0034140167&partnerID=MN8TOARS.
  36. Crato, N.; Ray, B.K.. "Memory in returns and volatilities of futures' contracts". Journal of Futures Markets 20 6 (2000): 525-543. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000087785200002&KeyUID=WOS:000087785200002.
    10.1002/1096-9934(200007)20:6<525::AID-FUT2>3.0.CO;2-T
  37. Crato, N.. "Estimation of the maximal moment exponent with censored data". Communications in Statistics - Theory and Methods 29 4 (2000): 1239-1253. http://www.scopus.com/inward/record.url?eid=2-s2.0-31144449651&partnerID=MN8TOARS.
  38. Breidt, F.J.; Crato, N.; De Lima, P.. "The detection and estimation of long memory in stochastic volatility". Journal of Econometrics 83 1-2 (1998): 325-348. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000071571000013&KeyUID=WOS:000071571000013.
    10.1016/S0304-4076(97)00072-9
  39. CRATO, N; DELIMA, PJF. "On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives". COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 26 4 (1997): 1431-1446. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:A1997YJ67700012&KeyUID=WOS:A1997YJ67700012.
  40. Crato, N.; De Lima, P.J.F.. "On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives". Communications in Statistics Part B: Simulation and Computation 26 4 (1997): 1431-1446. http://www.scopus.com/inward/record.url?eid=2-s2.0-0031275975&partnerID=MN8TOARS.
  41. Crato, Nuno; Lima, Pedro de. "On the power of underdifferencing and over differencing tests against nearly nonstationary alternatives". (1997): http://hdl.handle.net/10400.5/27685.
    10.1080/03610919708813448
  42. Crato, N.; Ray, B.K.. "Model selection and forecasting for long-range dependent processes". Journal of Forecasting 15 2 (1996): 107-125. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:A1996TZ89000004&KeyUID=WOS:A1996TZ89000004.
    10.1002/(SICI)1099-131X(199603)15:2<107::AID-FOR612>3.3.CO;2-4
  43. Crato, N.; Ray, B.K.. "Model selection and forecasting for long-range dependent processes". Journal of Forecasting 15 2 (1996): 107-125. http://www.scopus.com/inward/record.url?eid=2-s2.0-0000890412&partnerID=MN8TOARS.
  44. Crato, N.; Taylor, H.M.. "Stationary persistent time series misspecified as nonstationary arima". Statistical Papers 37 3 (1996): 215-223. http://www.scopus.com/inward/record.url?eid=2-s2.0-0642372737&partnerID=MN8TOARS.
    10.1007/BF02926584
  45. Crato, Nuno. "Some results on the spectral analysis of nonstationary time series". (1996): http://hdl.handle.net/10400.5/27687.
  46. Wu, P.; Crato, N.. "New tests for stationarity and parity reversion: Evidence on New Zealand real exchange rates". Empirical Economics 20 4 (1995): 599-613. http://www.scopus.com/inward/record.url?eid=2-s2.0-0005169145&partnerID=MN8TOARS.
    10.1007/BF01206059
  47. Crato, N.; Rothman, P.. "A reappraisal of parity reversion for UK real exchange rates". Applied Economics Letters 1 9 (1994): 139-141. http://www.scopus.com/inward/record.url?eid=2-s2.0-30244576104&partnerID=MN8TOARS.
    10.1080/135048594357970
  48. Crato, N.; Rothman, P.. "Fractional integration analysis of long-run behavior for US macroeconomic time series". Economics Letters 45 3 (1994): 287-291. http://www.scopus.com/inward/record.url?eid=2-s2.0-21344487156&partnerID=MN8TOARS.
    10.1016/0165-1765(94)90025-6
  49. Crato, N.; de Lima, P.J.F.. "Long-range dependence in the conditional variance of stock returns". Economics Letters 45 3 (1994): 281-285. http://www.scopus.com/inward/record.url?eid=2-s2.0-43949154946&partnerID=MN8TOARS.
    10.1016/0165-1765(94)90024-8
  50. Crato, N.. "Some international evidence regarding the stochastic memory of stock returns". Applied Financial Economics 4 1 (1994): 33-39. http://www.scopus.com/inward/record.url?eid=2-s2.0-0003028907&partnerID=MN8TOARS.
    10.1080/758522123
  51. Crato, Nuno. "Persistence in portuguese economic activity". (1992): http://hdl.handle.net/10400.5/9495.
  52. Crato, Nuno; Rothman, Philip. "Further evidence on stochastic trends with portuguese data". (1992): http://hdl.handle.net/10400.5/9480.
  53. Crato, Nuno; Lopes, Álvaro Assis. "Filtros e testes de eficiência no mercado bolsista de Lisboa". (1989): http://hdl.handle.net/10400.5/9599.
Capítulo de livro
  1. Nuno Crato. "From Lack of Data to Data Unlocking". In Computational and Statistical Issues in an Era of Unforeseeable Big Data Evolution, 125-139. Springer International Publishing, 2023.
    10.1007/978-3-031-16624-2_6
  2. "Setting up the Scene: Lessons Learned from PISA 2018 Statistics and Other International Student Assessments". editado por Crato, Nuno, 1-24. Springer International Publishing, 2021.
    10.1007/978-3-030-59031-4_1
  3. Nuno Crato. "Curriculum and Educational Reforms in Portugal: An Analysis on Why and How Students’ Knowledge and Skills Improved". In Audacious Education Purposes, editado por Reimers, Fernando M., 209-231. Portugal: Springer International Publishing, 2020.
    10.1007/978-3-030-41882-3_8
  4. Crato, Nuno; Dowling-DaCosta, Leslie. "On the behavior of some estimators for the index of stability". NJIT / CAMS - Center for Applied Mathematics and Statistics, 1998.
  5. Gomes, Carla P.; Selman, Bart; Crato, Nuno. "Heavy-tailed distributions in combinatorial search". Springer, 1997.
Documento de trabalho
  1. Caiado, Jorge; Crato, Nuno; Peña, Daniel. 2008. "Comparison of time series with unequal length". http://hdl.handle.net/10400.5/27692.
  2. Caiado, Jorge; Crato, Nuno. 2007. "Identifying common spectral and asymmetric features in stock returns". http://hdl.handle.net/10400.5/27735.
  3. Caiado, Jorge; Crato, Nuno. 2007. "A GARCH-based method for clustering of financial time series: International stock markets evidence". http://hdl.handle.net/10400.5/27691.
Livro
  1. Crato, Nuno. Improving a country’s education: PISA 2018 Results in 10 Countries. Springer Nature. 2021.
    10.1007/978-3-030-59031-4
  2. Crato, Nuno; Paruolo, Paolo. Data-driven policy impact evaluation : How access to microdata is transforming policy design. Springer Nature. 2019.
  3. Ramalho, R.; Crato, N.. Balancing math popularization with public debate: A mathematical society’s continued efforts to raise the public awareness of mathematics and for youth mathematical education. 2012.
    10.1007/978-3-642-25710-0
  4. Behrends, Ehrhard; Crato, Nuno; Rodrigues, José Francisco. Raising public awareness of mathematics. 2012.
    10.1007/978-3-642-25710-0
  5. Gomes, C.P.; Selman, B.; Crato, N.. Heavy-tailed distributions in combinatorial search. 1997.
Pré-impressão
  1. Diniz, Ana; Barreiros, João; Crato, Nuno. "Long memory in tapping taskets : a modified Wing-Kristopperson model". 2008. http://hdl.handle.net/10400.5/27736.
Tese / Dissertação
  1. Pereira, Catarina Soares. "An analysis of bitcoin as an asset". Mestrado, 2021. http://hdl.handle.net/10400.5/22935.
  2. Albino, Andreia Filipa Martins. "Comparing the cluster efficiency of fragmental-periodogram and fragmented-ACF". Mestrado, 2021. http://hdl.handle.net/10400.5/23029.
  3. Albino, Andreia Filipa Martins. "Comparing the cluster efficiency of fragmental-periodogram and fragmented-ACF". Mestrado, 2021. http://hdl.handle.net/10400.5/23029.
  4. Martin, Haydn Llewellyn Herbert. "A quantitative investigation into the determinants of risk capacity". Mestrado, 2020. http://hdl.handle.net/10400.5/22780.
  5. Carvalho, Alda. "Probabilistic models for a class of computing costs distributions". Doutoramento, 2010. http://hdl.handle.net/10400.5/2240.
    Carvalho, Alda Cristina Jesus Valentim Nunes de. 2010. "Probabilistic models for a class of computing costs distributions". Tese de Doutoramento. Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestão
  6. Diniz, Ana Maria Fité Alves. "Séries temporais de memória longa com aplicações ao controlo motor : estudo de tarefas de tapping repetido". Doutoramento, 2008. http://hdl.handle.net/10400.5/4353.
  7. Diniz, Ana Maria Fité Alves. "Séries temporais de memória longa com aplicações ao controlo motor : estudo de tarefas de tapping repetido". Doutoramento, 2008. http://hdl.handle.net/10400.5/489.
  8. Martins, Luis Filipe Farias de Sousa. "Cointegração inteira e fraccionária das taxas de câmbio : uma aplicação ao caso português". Mestrado, 1998. http://hdl.handle.net/10400.5/25221.
  9. Crato, Nuno. "Some misspecfication problems in long-memory time series models". Doutoramento, 1992. http://hdl.handle.net/10400.5/11906.
  10. Crato, Nuno. "Filtro de Kalman e previsão econométrica". Mestrado, 1987. http://hdl.handle.net/10400.5/12280.

Outros

Outra produção
  1. Forecasting business and economic time series with overdifferenced models. 1993. Crato, Nuno. http://hdl.handle.net/10400.5/9833.
  2. Persistence in portuguese economic activity. 1992. Crato, Nuno. http://hdl.handle.net/10400.5/9495.
  3. Further evidence on stochastic trends with portuguese data. 1992. Crato, Nuno; Rothman, Philip. http://hdl.handle.net/10400.5/9480.
  4. Modelização econométrica em espaço de estados : estimação e previsão com filtro de Kalman. 1990. Crato, Nuno. http://hdl.handle.net/10400.5/9563.
  5. Filtros e testes de eficiência no mercado bolsista de Lisboa. 1989. Crato, Nuno; Lopes, Álvaro Assis. http://hdl.handle.net/10400.5/9599.
Distinções

Prémio

2003 First Prize Public Awareness of Mathematics, EMS
European Mathematical Society, Finlândia

Título

2022 GCPI, Grand Cross Order of Public Instruction
Presidência da República Portuguesa, Portugal
2016 GCIH, Grand Cross Order of Prince Henry the Navigator
Presidência da República Portuguesa, Portugal
2008 CmIH, Comander Order of Prince Henry the Navigator
Presidência da República Portuguesa, Portugal