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Ana Cristina Moreira Freitas has held a permanent position at the Faculty of Economics of the University of Porto since 2005, originally appointed as Assistant Professor and has been promoted to Associate Professor in 2020. She obtained the title "Agregado" (Habilitation in Mathematics), in 2014. Her early research was in statistics of extremes and then moved gradually to the study of probabilistic and statistical properties of dynamical systems, in particular, regarding their extremal behaviour and its connection with recurrence. She has been elected as president of the department of Mathematics and Information System of FEP (2023-) and as vice-president of CIM, the Portuguese representative at ERCOM of the EMS (2020-). She has been appointed as editor in chief of the CIM bulletin (2020-), editor of "Gazeta de Matemática" (2016-2020), member of the scientific committee of the Joint Phd Program in Mathematics of the universities of Coimbra and Porto (2019-2022), member of the scientific committee of the MSc program in Data Analytics (2019-2023), member of the direction board of CMUP, the research centre of Mathematics of the University of Porto, (2021-). She has coordinated 3 FCT research projects, with substantial funding, and has been appointed as PI of the research group of Probability & Statistics of CMUP. She has published a book and 27 research papers many of them appearing in top journals in the areas of Mathematics, Physics and Probability. She has an extensive teaching and advising experience. She has supervised 6 postdoctoral fellows and researchers, 4 PhD students and 8 MSc students.
Identification

Personal identification

Full name
Ana Cristina Moreira Freitas
Date of birth
1975/10/09
Gender
Female

Citation names

  • Freitas, A.C.M.

Author identifiers

Ciência ID
8214-2EEA-998B
ORCID iD
0000-0002-7307-3441
Google Scholar ID
https://scholar.google.pt/citations?user=BmtgnnEAAAAJ&hl=pt-PT
Researcher Id
S-4692-2019
Scopus Author Id
36011523500

Email addresses

  • amoreira@fep.up.pt (Professional)

Addresses

  • Universidade do Porto, Faculdade de Economia. R. Dr. Roberto Frias, 4200-464, Porto, Portugal (Professional)

Websites

Education
Degree Classification
2014
Concluded
Matemática (Título de Agregado)
Universidade do Porto Faculdade de Ciências, Portugal
2001 - 2005
Concluded
Matemática (Doutoramento)
Universidade do Porto Faculdade de Ciências, Portugal
"Estimação do Coeficiente de Cauda Exponencial. Aplicação à Teoria do Risco" (THESIS/DISSERTATION)
1997 - 1999
Concluded
Matemática Aplicada (Mestrado)
Universidade do Porto Faculdade de Ciências, Portugal
"Estimação do Coeficiente de Cauda Exponencial" (THESIS/DISSERTATION)
Muito Bom
1993 - 1997
Concluded
Matemática (Licenciatura)
Universidade do Porto Faculdade de Ciências, Portugal
18.0
Affiliation

Teaching in Higher Education

Category
Host institution
Employer
2020 - Current Associate Professor (University Teacher) Universidade do Porto Faculdade de Economia, Portugal
2005/09 - 2020 Assistant Professor (University Teacher) Universidade do Porto Faculdade de Economia, Portugal
1999/04 - 2005/09 Assistant (University Teacher) Universidade do Porto Faculdade de Economia, Portugal
1997/10 - 1999/04 Trainee Assistant (University Teacher) Universidade do Porto Faculdade de Economia, Portugal
1996/10 - 1997/09 Tutor (University Teacher) Faculdade de Ciências da Nutrição e Alimentação da universidade do Porto, Portugal
1995/10 - 1996/09 Tutor (University Teacher) Universidade do Porto Faculdade de Ciências, Portugal

Positions / Appointments

Category
Host institution
Employer
2023 - Current President of the Department of Mathematics and Information System of FEP Universidade do Porto Faculdade de Economia, Portugal
Universidade do Porto Faculdade de Economia, Portugal
2023 - Current Member of the Scientific Council of FEP Universidade do Porto Faculdade de Economia, Portugal
Universidade do Porto Faculdade de Economia, Portugal
2021/02 - Current Member of the direction board of CMUP Centro de Matemática da Universidade do Porto, Portugal
2020 - Current Vice-President of the International Center of Mathematics (CIM) Universidade do Porto Faculdade de Economia, Portugal
2020 - Current Editor in chief of the CIM Bulletin Universidade de Coimbra, Portugal
2017/06 - Current Member of the Scientific Council of the Group of Mathematics and Information System of FEP Universidade do Porto Faculdade de Economia, Portugal
2017/03 - Current Principal Investigator of the Probability and Statistics group of CMUP Centro de Matemática da Universidade do Porto, Portugal
2019/06 - 2023 Member of the steering committee of the MSc program MADSAD of the Faculty of Economics of the University of Porto Universidade do Porto, Portugal
2019/09 - 2022 Member of the steering committee of the PhD program PIUDM Universidade do Porto Faculdade de Economia, Portugal
2016 - 2020 Editor of Gazeta de Matemática Universidade de Coimbra, Portugal
2013/03 - 2014/02 Principal Investigator of the Numerical Analysis and Probability and Statistics group of CMUP Centro de Matemática da Universidade do Porto, Portugal
2010/09 - 2013/01 Member of the direction board of GEMAC Universidade do Porto, Portugal
2010/09 - 2012/08 Member of the monitoring commetee of the MSc program in Quantitative Methods in Economics and Management Universidade do Porto Faculdade de Economia, Portugal
2007/10 - 2011/01 Member of the direction board of CMUP Centro de Matemática da Universidade do Porto, Portugal
Projects

Contract

Designation Funders
2023 - Current Dynamical Multivariate Extremes
2022.07167.PTDC
Principal investigator
Universidade do Porto Faculdade de Economia, Portugal

Centro de Matemática da Universidade do Porto, Portugal
Fundação para a Ciência e a Tecnologia
Ongoing
2022 - 2025 Means and Extremes in Dynamical Systems
PTDC/MAT-PUR/4048/2021
Researcher
Centro de Matemática da Universidade do Porto, Portugal
Fundação para a Ciência e a Tecnologia
2021 - 2023 SNAP - Sustainable Management and Control of Agro-Production Systems
NORTE-01-0145-FEDER-000085
Researcher
2018/10/04 - 2022/10/03 Limiting laws ruling dynamical systems
Co-Principal Investigator (Co-PI)
Universidade do Porto, Portugal

Centro de Matemática da Universidade do Porto, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2016/07/15 - 2019/07/14 Statistics of extreme events and dynamics of recurrence
FAPESP/19805/2014
Principal investigator
Universidade do Porto Centro de Matemática, Portugal

Universidade do Porto Faculdade de Economia, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2016/05/01 - 2019/04/30 Probabilistic Methods in Chaotic Dynamics
PTDC/MAT-CAL/3884/2014
Researcher
Universidade do Porto Centro de Matemática, Portugal

Universidade do Porto Faculdade de Ciências, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2013/01 - 2016 European/Brazilian project BREUDS
FP7-PEOPLE-2012-IRSES 318999
Researcher
Universidade do Porto Faculdade de Ciências, Portugal
European Commission Seventh Framework Programme for Research and Technological Development IDEAS The European Research Council
Concluded
2012/05/01 - 2015/08/31 Laws of rare events and other statistical properties of Dynamical Systems
Researcher
Universidade do Porto Centro de Matemática, Portugal

Universidade do Porto Faculdade de Ciências, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2010 - 2013 Nonuniformly Hyperbolic Dynamics
PTDC/MAT/099493/2008
Researcher
Universidade do Porto Centro de Matemática, Portugal

Universidade do Porto Faculdade de Ciências, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
Outputs

Publications

Book
  1. Lucarini, V.; Faranda, D.; De Freitas, A.C.G.M.M.; De Freitas, J.M.M.; Holland, M.; Kuna, T.; Nicol, M.; Todd, M.; Vaienti, S.. Extremes and recurrence in dynamical systems. 2016.
    10.1002/9781118632321
Book chapter
  1. Freitas, A.C.M.; Brito, M.; Cavalcante, L.. "Modelling of extremal earthquakes". In Mathematics of Energy and Climate Change, 39-60. .: Springer, 2015.
    Published
  2. Freitas, A.C.M.. "Asymptotic distribution of the maximum for a chaotic economic model". 193-201. 2013.
    10.1007/978-3-642-34904-1_20
  3. Freitas, A.C.M.; Freitas, J.M.. "Quantificar o acaso". In 13 Viagens pelo Mundo da Matemática, 525-565. Porto: U.Porto editorial, 2010.
    Published
Conference paper
  1. Carvalho, M.; Freitas, A.C.M.; Freitas, J.M.; Holland, M.; Nicol, M.. "Extremal dichotomy for uniformly hyperbolic systems". 2015.
    10.1080/14689367.2015.1056722
  2. Freitas, A.C.M.; Freitas, J.M.; Todd, M.. "Statistical properties of the maximum for non-uniformly hyperbolic dynamics". 2011.
    10.1007/978-3-642-11456-4_24
  3. Brito, M.; Freitas, A.C.M.. "On the consistency of the geometric-type estimator for the tail Pareto index". Paper presented in 56th Session of the International Statistical Institute, Lisboa, 2007.
    Published
  4. Brito, M.; Freitas, A.C.M.. "Limites de confiança bootstrap para o coeficiente de ajustamento". Paper presented in XIII Congresso Anual da Sociedade Portuguesa de Estatística, Ericeira, 2006.
    Published
  5. Brito, M.; Freitas, A.C.M.. "Intervalos de confiança assimptóticos para o coeficiente de ajustamento na teoria do risco". Paper presented in X Congresso Anual da Sociedade Portuguesa de Estatística, Porto, 2003.
    Published
  6. Brito, M.; Freitas, A.C.M.. "Estimação do Coeficiente de Cauda Exponencial". Paper presented in VII Congresso Anual da Sociedade Portuguesa de Estatística, Ofir, 2001.
    Published
Journal article
  1. Correia, C.; Freitas, A.C.M.; Freitas, J.M.. "Cluster distributions for dynamically defined point processes". Physica D: Nonlinear Phenomena 457 (2024): http://www.scopus.com/inward/record.url?eid=2-s2.0-85175792169&partnerID=MN8TOARS.
    10.1016/j.physd.2023.133968
  2. Freitas, A.C.M.; Freitas, Jorge Milhazes; Soares, Jorge Valentim. "Rare events for product fractal sets *". Journal of Physics A: Mathematical and Theoretical 54 34 (2021): 345202. http://dx.doi.org/10.1088/1751-8121/ac16c6.
    10.1088/1751-8121/ac16c6
  3. Freitas, A.C.M.; Freitas, Jorge Milhazes; Magalhães, Mário; Vaienti, Sandro. "Point Processes of Non stationary Sequences Generated by Sequential and Random Dynamical Systems". Journal of Statistical Physics 181 4 (2020): 1365-1409. http://dx.doi.org/10.1007/s10955-020-02630-z.
    10.1007/s10955-020-02630-z
  4. Freitas, A.C.M.; Freitas, Jorge Milhazes; Rodrigues, Fagner B.; Soares, Jorge Valentim. "Rare Events for Cantor Target Sets". Communications in Mathematical Physics 378 1 (2020): 75-115. http://dx.doi.org/10.1007/s00220-020-03794-1.
    10.1007/s00220-020-03794-1
  5. Abadi, Miguel; Freitas, A.C.M.; Freitas, Jorge Milhazes. "Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution". Journal of the London Mathematical Society 102 2 (2020): 670-694. http://dx.doi.org/10.1112/jlms.12332.
    10.1112/jlms.12332
  6. Abadi, Miguel; Freitas, A.C.M.; Freitas, Jorge Milhazes. "Clustering indices and decay of correlations in non-Markovian models". Nonlinearity 32 12 (2019): 4853-4870. http://dx.doi.org/10.1088/1361-6544/ab37b8.
    10.1088/1361-6544/ab37b8
  7. Freitas, A.C.M.; Freitas, Jorge; Magalhães, Mário. "Complete convergence and records for dynamically generated stochastic processes". Transactions of the American Mathematical Society 373 1 (2019): 435-478. http://dx.doi.org/10.1090/tran/7922.
    10.1090/tran/7922
  8. Freitas, A.C.M.; Freitas, Jorge Milhazes; Magalhães, Mário. "Convergence of marked point processes of excesses for dynamical systems". Journal of the European Mathematical Society 20 9 (2018): 2131-2179. http://dx.doi.org/10.4171/jems/808.
    10.4171/jems/808
  9. Freitas, A.C.M.; Freitas, Jorge; Vaienti, Sandro. "Extreme Value Laws for sequences of intermittent maps". Proceedings of the American Mathematical Society 146 5 (2018): 2103-2116. http://dx.doi.org/10.1090/proc/13892.
    10.1090/proc/13892
  10. Freitas, A.C.M.; Freitas, Jorge Milhazes; Vaienti, Sandro. "Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems". Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 53 3 (2017): http://dx.doi.org/10.1214/16-aihp757.
    10.1214/16-aihp757
  11. Azevedo, Davide; Freitas, A.C.M.; Freitas, Jorge Milhazes; Rodrigues, Fagner B.. "Extreme Value Laws for Dynamical Systems with Countable Extremal Sets". Journal of Statistical Physics 167 5 (2017): 1244-1261. http://dx.doi.org/10.1007/s10955-017-1767-1.
    10.1007/s10955-017-1767-1
  12. Freitas, A.C.M.; Freitas, J.M.; Todd, M.; Vaienti, S.. "Rare events for the Manneville–Pomeau map". Stochastic Processes and their Applications 126 11 (2016): 3463-3479. http://www.scopus.com/inward/record.url?eid=2-s2.0-84970016400&partnerID=MN8TOARS.
    10.1016/j.spa.2016.05.001
  13. Azevedo, D.; Freitas, A.C.M.; Freitas, J.M.; Rodrigues, F.B.. "Clustering of extreme events created by multiple correlated maxima". Physica D: Nonlinear Phenomena 315 (2016): 33-48. http://www.scopus.com/inward/record.url?eid=2-s2.0-84946605390&partnerID=MN8TOARS.
    10.1016/j.physd.2015.10.002
  14. Brito, M.; Cavalcante, L.; Freitas, A.C.M.. "Bias-corrected geometric-type estimators of the tail index". Journal of Physics A: Mathematical and Theoretical 49 21 (2016): http://www.scopus.com/inward/record.url?eid=2-s2.0-84965143570&partnerID=MN8TOARS.
    10.1088/1751-8113/49/21/214003
  15. Brito, M.; Freitas, A.C.M.; Freitas, J.M.. "Tail prepivoting for the Hill estimator". Journal of Physics A: Mathematical and Theoretical 49 19 (2016): http://www.scopus.com/inward/record.url?eid=2-s2.0-84964543246&partnerID=MN8TOARS.
    10.1088/1751-8113/49/19/194004
  16. Carvalho, Maria; Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes; Holland, Mark; Nicol, Matthew. "Extremal dichotomy for uniformly hyperbolic systems". Dynamical Systems 30 4 (2015): 383-403. http://dx.doi.org/10.1080/14689367.2015.1056722.
    10.1080/14689367.2015.1056722
  17. Freitas, A.C.M.; Freitas, J.M.; Todd, M.. "Speed of convergence for laws of rare events and escape rates". Stochastic Processes and their Applications 125 4 (2015): 1653-1687. http://www.scopus.com/inward/record.url?eid=2-s2.0-85027941629&partnerID=MN8TOARS.
    10.1016/j.spa.2014.11.011
  18. Freitas, A.C.M.; Freitas, J.M.; Todd, M.. "The Compound Poisson Limit Ruling Periodic Extreme Behaviour of Non-Uniformly Hyperbolic Dynamics". Communications in Mathematical Physics 321 2 (2013): 483-527. http://www.scopus.com/inward/record.url?eid=2-s2.0-84878785282&partnerID=MN8TOARS.
    10.1007/s00220-013-1695-0
  19. Freitas, A.C.M.; Freitas, J.M.; Todd, M.. "The extremal index, hitting time statistics and periodicity". Advances in Mathematics 231 5 (2012): 2626-2665. http://www.scopus.com/inward/record.url?eid=2-s2.0-84865808524&partnerID=MN8TOARS.
    10.1016/j.aim.2012.07.029
  20. Freitas, A.C.M.; Freitas, J.M.; Todd, M.. "Extreme Value Laws in Dynamical Systems for Non-smooth Observations". Journal of Statistical Physics 142 1 (2011): 108-126. http://www.scopus.com/inward/record.url?eid=2-s2.0-78650521446&partnerID=MN8TOARS.
    10.1007/s10955-010-0096-4
  21. Brito, M.; Freitas, A.C.M.. "Consistent estimation of the tail index for dependent data". Statistics and Probability Letters 80 23-24 (2010): 1835-1843. http://www.scopus.com/inward/record.url?eid=2-s2.0-77958478609&partnerID=MN8TOARS.
    10.1016/j.spl.2010.08.009
  22. Freitas, A.C.M.; Freitas, J.M.; Todd, M.. "Hitting time statistics and extreme value theory". Probability Theory and Related Fields 147 3 (2010): 675-710. http://www.scopus.com/inward/record.url?eid=2-s2.0-77951104031&partnerID=MN8TOARS.
    10.1007/s00440-009-0221-y
  23. Freitas, A.C.M.. "Statistics of the maximum for the tent map". Chaos, Solitons and Fractals 42 1 (2009): 604-608. http://www.scopus.com/inward/record.url?eid=2-s2.0-67649616449&partnerID=MN8TOARS.
    10.1016/j.chaos.2009.01.030
  24. Freitas, A.C.M.; Freitas, Jorge Milhazes. "On the link between dependence and independence in extreme value theory for dynamical systems". Statistics & Probability Letters 78 9 (2008): 1088-1093. http://dx.doi.org/10.1016/j.spl.2007.11.002.
    10.1016/j.spl.2007.11.002
  25. "Edgeworth expansion for an estimator of the adjustment coefficient". Insurance Math. Econom. 43 2 (2008): 203-208. http://dx.doi.org/10.1016/j.insmatheco.2008.05.012.
    10.1016/j.insmatheco.2008.05.012
  26. Freitas, A.C.M.; Freitas, J.M.. "Extreme values for Benedicks-Carleson quadratic maps". Ergodic Theory and Dynamical Systems 28 4 (2008): 1117-1133. http://www.scopus.com/inward/record.url?eid=2-s2.0-47249134179&partnerID=MN8TOARS.
    10.1017/S0143385707000624
  27. Brito, Margarida; Freitas, A.C.M.. "Weak convergence of a bootstrap geometric-type estimator with applications to risk theory". Insurance: Mathematics and Economics 38 3 (2006): 571-584. http://dx.doi.org/10.1016/j.insmatheco.2005.12.002.
    10.1016/j.insmatheco.2005.12.002
  28. Brito, Margarida; Freitas, A.C.M.. "Limiting behaviour of a geometric-type estimator for tail indices". Insurance: Mathematics and Economics 33 2 (2003): 211-226. http://dx.doi.org/10.1016/s0167-6687(03)00135-5.
    10.1016/s0167-6687(03)00135-5

Other

Other output
  1. Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems. 2023. Freitas, A.C.M.; Freitas, J.M.; Melbourne, I.; Todd, M.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85174785284&partnerID=MN8TOARS.
    10.48550/arXiv.2310.00978
  2. ENRICHED FUNCTIONAL LIMIT THEOREMS FOR DYNAMICAL SYSTEMS. 2020. Freitas, A.C.M.; Freitas, J.M.; Todd, M.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85170470841&partnerID=MN8TOARS.
    10.48550/arXiv.2011.10153
  3. Estimação do Coeficiente de Cauda Exponencial. Aplicação à Teoria do Risco. 2005. Freitas, A.C.M..
  4. Estimação do Coeficiente de Cauda Exponencial. 1999. Freitas, A.C.M..
  5. Coeficiente de Cauda Exponencial - Estimação pelo método dos mínimos quadrados. 1998. Freitas, A.C.M..
Activities

Oral presentation

Presentation title Event name
Host (Event location)
2023 Extremal Index and periodicity for chaotic dynamical systems Seminar of the UC-UP joint PhD program in Mathematics
Universidade de Coimbra
2023 Clustering for dynamically generated stochastic processes 2023 IMS International Conference on Statistics and Data Science (ICSDS)
(Lisbon, Portugal)
2022 Extremes and records for dynamically generated stochastic processes Limit Theorems for Slowly Mixing Systems
ICMS, Bayes Centre, Edinburgh
2021 Extreme values and rare events point processes for the Manneville-Pomeau map National Meeting of the SPM 2021
2021 Recurrence and extreme values for dynamical systems Encontro Latino-Americano de Matemática e Aplicações
UFABC, S. Paulo
2021 The cluster size distribution and the extremal index Dynamical Systems Seminar
CMUP
2021 Extremal behaviour and rare events point processes for chaotic dynamical systems Probability and Statistics Seminar
CEMAT and CEAUL
2020 Laws of rare events for chaotic dynamics Seminar of the UC-UP joint PhD program in Mathematics
Universidade de Coimbra
2019 The mean of the cluster size distribution and the extremal index DINAMICI VI - the sixth workshop of the Italian dynamicists
Centro di Ricerca Matematica Ennio De Giorgi, Scuola Normale Superiore di Pisa (Pisa)
2019 Dynamical counterexamples for the usual interpretation of the Extremal Index Dynamics, Equations and Applications (DEA 2019)
AGH University of Science and Technology (Krakow)
2019 Dynamical counterexamples for the usual interpretation of the Extremal Index Dynamical Systems Seminar
CMUP
2018 The extremal index and the cluster size Probabilistic Limit Theorems for Dynamical Systems
CIRM (Marselha)
2017 Hitting time statistics and extreme value laws Maximal Criticality Workshop
Instituto de Matemática e Estatística, Universidade de São Paulo (São Paulo)
2017 Extremal behavior of chaotic dynamical systems UC/UP Math PhD Program Seminar
(Universidade de Coimbra)
2017 Extreme value laws and point processes of rare events for chaotic dynamical systems CEAUL Seminar
Faculdade de Ciências da Universidade de Lisboa
2017 Introduction to extreme value theory for dynamical systems ICTP Mathematics Seminar
(Abdus Salam International Centre for Theoretical Physics (ICTP), Trieste)
2017 Laws of extreme values for chaotic dynamics Dynamical Systems Seminar
Instituto de Matemática e Estatística da Universidade Federal do Rio Grande do Sul (Porto Alegre)
2017 Point processes and extremal behaviour of chaotic dynamics - Part I Random Dynamical Systems
Lorentz Center (Leiden)
2017 Extreme Value Theory for dynamically generated stochastic processes Seminar of the Departament of Mathematics of FCUP
2016 Rare events point processes for chaotic dynamical systems 9th International Conference of the ERCIM WG on Computational and Methodological Statistics
(Universidade de Sevilha)
2016 Extremal behavior of chaotic dynamical systems in the presence and absence of clustering Analysis and dynamical systems seminar
(KTH Royal Institute of Technology, Estocolmo)
2016 Point processes of rare events for dynamical systems Dynamical Systems Seminar
CMUP (Porto)
2014 Periodicity and clustering of extreme events Workshop Rare and Extreme
(Aber Wrac’h, França)
2014 Indice extremal e periodicidade em dinâmica caótica Dynamical Systems Seminar
CMUP (Porto)
2013 Extremal index, hitting time statistics and periodicity Non-equilibrium Statistical Mechanics and the Theory of Extreme Events in Earth Science
(University of Reading)
2013 Rare events for dynamical systems in the presence and absence of clustering Dynamical Systems Seminar
CMUP (Porto)
2013 Extremal behaviour of chaotic dynamics Workshop EVT2013 - in honour of Ivette Gomes
(Vimeiro)
2013 Índice extremal e periodicidade em sistemas dinâmicos caóticos XXI Congresso Anual da Sociedade Portuguesa de Estatística
(Aveiro)
2012 Extreme events for chaotic dynamical systems - Part I Seminar at Klimacampus
(Hamburg)
2012 Upper bounds for ruin probabilities in the Sparre Andersen model Seminar Series in Statistics, Modeling and Computational Applications
(Centro de Matemática da Universidade do Porto)
2012 Absence of clustering of rare events on dynamical systems Analysis seminar, School of Mathematics and Statistics
(University of St Andrews)
2012 Confidence bounds for ruin probabilities of insurance companies Joint Meeting of y-BIS–International Young Business and Industrial Statisticians and jSPE–Young Portuguese Statisticians
(Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa)
2012 Upper confidence bounds for ruin probabilities using Cornish-Fisher type expansions 1st European Actuarial Journal Conference
(University of Lausanne)
2012 Estimating upper bounds for ruin probabilities in the Sparre Andersen model 5th International Conference of the ERCIM Working Group on Computing & Statistics
(Conference and Exhibition Centre "Ciudad de Oviedo")
2012 Extreme value laws for chaotic dynamical systems Seminar of the Departament of Mathematics of FCUP
2011 Estimating the adjustment coefficient in Risk Theory Probability and Statistics Seminar
CMUC (Coimbra)
2010 Cox risk models International Conference on Modeling, Optimization and Dynamics
(Porto)
2009 On the estimation of an upper bound for the ruin probability for Cox risk models 13th International Congress on Insurance: Mathematics and Economics
(Istanbul)
2009 Valores extremos para um modelo económico caótico XVII Congresso Anual da Sociedade Portuguesa de Estatística
(Sesimbra, Portugal)
2008 Valores extremos em sistemas dinâmicos CMUP seminar
(Porto)
2008 Statistical properties of the maximum for non-uniformly hyperbolic dynamics Dynamics & Applications
(Universidade do Minho)
2007 Upper confidence bounds for ruin probabilities in the Sparre Andersen model 11th International Congress on Insurance: Mathematics and Economics
(Piraeus)
2006 Limites de confiança para o coeficiente de ajustamento na teoria do risco Seminar of the Faculty of Economics of the University of Porto
2006 Estimação do coeficiente de cauda exponencial e aplicações Seminar of the Department of the Departamento of Statistics and Operational Research of FCUL
(Lisboa)
2005 Problema da estimação da probabilidade de ruína na teoria do risco Probabilty and Statistics Seminar
IMPA (Rio de Janeiro)
2005 Weak convergence of a bootstrap geometric-type estimator with applications in risk theory 9th International Congress on Insurance: Mathematics and Economics
(Québec)
2005 Construção de intervalos de confiança bootstrap de cauda para o coeficiente de ajustamento XIII Congresso Anual da Sociedade Portuguesa de Estatística
(Ericeira)
2005 Generalized risk processes: Estimation of bounds for the probability of ruin for some particular models Workshop on Risk Analysis and Extreme Values
(Paris)
2003 Estimação do coeficiente de ajustamento Seminar of the Faculty of Sciences of the University of Porto
2002 Limiting behaviour of a geometric-type estimator for tail indices 6th International Congress on Insurance: Mathematics and Economics
(Lisboa)
2002 Intervalos de confiança assimptóticos para o coeficiente de ajustamento na teoria do risco X Congresso Anual da Sociedade Portuguesa de Estatística
(Porto)
2000 Aplicação à teoria do risco da estimação do coeficiente de cauda exponencial Seminar of the Faculty of Economics of the University of Porto
2000 Um novo estimador para o coeficiente de cauda exponencial Seminar of CMUP
(Porto)
1999 Estimação do Coeficiente de Cauda Exponencial VII Congresso Anual da Sociedade Portuguesa de Estatística
(Ofir)

Supervision

Thesis Title
Role
Degree Subject (Type)
Institution / Organization
2024 - Current Assistant researcher from FCT project 2022.07167.PTDC.
Supervisor of Mubarak Muhammad
Universidade do Porto Faculdade de Economia, Portugal
2021 - Current Postdoctoral fellow from FCT, through CMUP (UID/ MAT/ 00144/ 2020).
Co-supervisor of Théophile Caby
Centro de Matemática da Universidade do Porto, Portugal
2020 - Current Tempos de entrada e retorno via relações de recorrência
Co-supervisor of Julia Faria Codas
PhD. in Statistics (PhD)
Universidade de São Paulo, Brazil
2019 - Current Statistical properties and rare events for chaotic dynamical systems; Doctoral scholarship from FCT with reference PD/BD/150456/2019.
Supervisor of Raquel Couto
PhD. in Mathematics (PhD)
Universidade do Porto, Portugal
2019 - Current Spectral Methods and rare events for dynamical systems; Doctoral scholarship from FCT with reference PD/BD/150458/2019.
Co-supervisor of Lucas Amorim
PhD. in Mathematics (PhD)
Universidade do Porto, Portugal
2020 - 2021 Extreme values in dynamical systems.
Supervisor of Corentin Correia
Msc. in Mathámatiques et Applications (Master)
École Normale Supérieure Paris-Saclay, France
2018 - 2021 Assistant researcher from FCT project PTDC/MAT-PUR/28177/2017.
Supervisor of Jerome Rosseau
Universidade do Porto, Portugal
2019 - 2020 Postdoctoral fellow from FCT project PTDC/MAT-PUR/28177/2017.
Supervisor of Vanessa Barros
Universidade do Porto, Portugal
2018 - 2019 The Poisson process and its applications to wildfires.
Supervisor of Paula Resende
Msc. in Modeling, Data Analysis and Decision Support Systems (Master)
Universidade do Porto Faculdade de Economia, Portugal
2017 - 2018 Postdoctoral fellow from FCT/FAPESP project FAPESP/19805/2014.
Supervisor of Vuksan Mijovic
Universidade do Porto Faculdade de Economia, Portugal
2017 - 2018 Estimating the adjustment coefficient in Risk Theory.
Supervisor of Rui Pedro Pinto
Msc. in Modeling, Data Analysis and Decision Support Systems (Master)
Universidade do Porto Faculdade de Economia, Portugal
2017 - 2018 O coeficiente de ajustamento e o resseguro..
Supervisor of Ana Filipa Gomes Santos
Msc. in Economics (Master)
Universidade do Porto Faculdade de Economia, Portugal
2014 - 2016 Postdoctoral fellow partially financed by BREUDS, IRSES, with reference code FP7-PEOPLE-2012-IRSES, project number 318999.
Supervisor of Fagner Bernardini
Universidade do Porto, Portugal
2014 - 2015 Postdoctoral fellow from FCT project PTDC/MAT/120346/2010.
Supervisor of Davide Azevedo
Fundação para a Ciência e a Tecnologia, Portugal
2014 - 2015 Aproximações para a probabilidade de ruína de uma companhia seguradora.
Supervisor of Margarida Feijó
Msc. in Modeling, Data Analysis and Decision Support Systems (Master)
Universidade do Porto Faculdade de Economia, Portugal
2010 - 2014 Extreme Values. High order quantiles and applications; Doctoral scholarship from FCT with reference SFRH/BD/60642/2009.
Supervisor of Laura Cavalcante de Sousa
PhD. in Applied Mathematics (PhD)
Universidade do Porto, Portugal
2011 - 2012 Elaboração de um modelo de estimação de acidentes graves.
Co-supervisor of Susana Santos
MSc. in Mathematical Engineering (Master)
Universidade do Porto Faculdade de Ciências, Portugal
2009 - 2010 Fellow from Fundação Calouste Gulbenkian
Supervisor of Soraia Alexandra Gonçalves Pereira
Novos Talentos da Matemática (Scientific initiation)
Fundação Calouste Gulbenkian, Portugal

Association member

Society Organization name Role
2012 - Current European Research Consortium for Informatics and Mathematics (ERCIM) Working Group on Computational and Methodological Statistics (CMStatistics) – Statistics of Extremes and Applications (SEA)
2002/09 - Current Center of Mathematics of the University of Porto
1999/05 - Current Statistical Portuguese Society
1999 - Current Mathematical Portuguese Society
Distinctions

Award

2010 Postdoctoral fellowship from FCT
Fundação para a Ciência e a Tecnologia, Portugal
1997 Engenheiro António de Almeida
Fundação Engenheiro António de Almeida (pela melhor média final de curso - 18.0 valores), Portugal
1995 Professor Abílio Aires
Universidade do Porto, Portugal
1994 Professor Doutor Jayme Rios de Sousa
Universidade do Porto, Portugal