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Dissertations Applied Mathematics for Economics and Management

Maria do Rosário Abreu de Matos
Stock Systems with Uncertainty: Order Point Model Vs Calendar Model, 2005/01/05

Carla Maria Santana Duarte Correia da Cunha
Minimizing the Number of Bad Turns in Municipal Solid Waste Collection, 2001/06/19

Raquel Maria Medeiros Gaspar
On the Effect of the Correlation between Yield and Volatility of the Underlying Asset on the Valuation of Options - applications to the European and North American stock markets, 2001/07/24

Paula Cristina Martins dos Reis
The Theory of Point Processes in the Estimation of Noise-Driven Autoregressive Models with Infinite Variance, 2001/09/24

Rui da Assunção Esteves Pimenta
Population Density Functions and Urban Spatial Structure, 1999/02/08

Rui Filipe Vargas de Sousa Santos
Specification Tests for Models Estimated by the S.C.L.S. Method, 1999/02/18

Marta Sofia Rodrigues Silvestre dos Santos
Optimization in Treasury Management. Application to a Financial Services Company, 1999/03/30

Susana Isabel Gueifão Colaço
Optimized Design of Tourist Itineraries. Some Heuristic Methods, 1999/06/01

Maria Teresa Catarino Gasalho Leitão
Modeling the Volatility of the BVL-30 Index, 1999/06/01

Glória Isabel Vaz Afonso Domingues Mota
Unfitting Hypothesis Tests for Discrete Choice Models, 1999/06/18

Ana Maria Nabais Jorge
On the Definition of Outlier in the Specific Field of Linear Models and Time Series, 1999/06/21

Vasco Joaquim da Cruz Ricardo de Assunção Gabriel
Linear Regression Model Structure Change Tests: A Literature Tour with Empirical Applications, 1998/01/12

Regina Maria Agostinho Soares
Non-Parametric Methods in Discriminant Analysis, 1998/01/28

Ana Maria Amorim Sampaio da Silva
Efficiency in Alentejo Industry - A Parametric Analysis, 1998/02/09

Carla Luísa Cavaco da Silva Martins
Generalized Additive Models, 1998/02/23

Luís Miguel Lindinho da Cunha Mendes Grilo
Contributions to the Modeling of Sales of FMCG Products: An Application to the Processed Paper Products Market, 1998/03/26

Cesário Paulo Lameiras de Almeida
Influence of Inspection Period on System Operating Costs, 1998/04/07

Luis Jorge Ribeiro Polónia
Numerical Option Valuation Techniques, 1998/05/25

Luís Filipe Farias de Sousa Martins
Integer and Fractional Cointegration of Exchange Rates - An Application to the Portuguese Case, 1998/06/26

Manuel Bernardo Videira Coutinho Rodrigues Pereira
The Sustainability of Fiscal Policy in Portugal: An Econometric Approach, 1998/07/17

Francisco José Ferreira da Silva
Regional Econometric Models - An Application to the Azores, 1998/07/20

Sandra Cristina Casquinha Gancho da Silva Custódio
Philipps Curve for Portugal: A Cointegration Approach, 1998/11/20

Maria João de Almeida Fonseca Rabaça
Hypothesis Testing. Classical and Bayesian Perspectives, 1997/01/21

Alécia Maria Correia Faro Vale
Structural Modeling of Time Series: Analysis of Portuguese Merchandise Exports, 1997/01/23

Montezuma Boaventura Guimarães Dumangane
Measurement Errors in Nonlinear Models, 1997/01/24

Maria Helena Lopes Moreira da Veiga
Unit Roots and Seasonal Cointegration, 1997/02/14

José Maria Ruas Murteira
Stochastic Frontier Production Models, 1997/03/03

Isabel Maria Cabrita Rodrigues
Threshold Models for Chronological Successions, 1997/03/13

Paula Alexandra Cara de Anjo Casimiro
Engel Curve Modeling for Portugal in the 1989-1990 Period, 1997/03/21

Helena Luzia Pereira Marques
Valuation of Environmental Benefits: Application of the Contingency Valuation Method to the 'Water Quality Market' in the City of Évora, 1997/04/21

Daniel Fernandes Torres
Contribution of Taguchi Methods to Statistical Quality Control, 1997/04/28

Margarida Adelaide Macedo de Carvalho Alves Moreira
Advanced Indicator of Tourism Demand in Portugal, 1997/05/21

Paulo Jorge Duarte Correia
Neural Networks in Virtual Reality, 1997/06/06

Carla Alexandra Lopes Martinho
ARMA Vector Models - Study and Potential, 1997/06/24

Florbela Maria Cruz Domingues Correia
Birth Weight: Conditioning Factors, 1997/07/10

Aníbal Jorge da Costa Cristóvão Caiado
Interest Rates and Inflation in Portugal: Tests and Forecasting Models, 1997/07/24

Pedro Miguel Domingos Duarte de Oliveira
Application of Cointegration Theory to the Test of the Hypothesis of Rational Expectations in the Term Structure of Interest Rates, 1997/07/29

Carlos Filipe Teixeira Andrade
Underground Economy in Portugal, 1997/07/29

Carla Sofia Traça Marques
Professional Mobility in Portugal: Proposal for an Analysis Methodology and Application Test, 1997/09/19

Graça maria Marques da Silva Gonçalves
The Problem of Designing a Collective Pressure Water Distribution Network: A Heuristic Approach, 1997/09/29

Jacinto Maurício Pires Nunes
Machine Task Sequencing Problems - Application to Mail Division, 1997/11/10

Patrícia Alexandra Martins Valadas Moura Cruz
Unit Roots and Structural Breaks. An Application to Portuguese Annual Macroeconomic Series, 1997/11/10

Anabela Duarte Cardoso
Signal Extraction Models - Application to Liquidity Aggregate Series in Portugal, 1996/01/08

Ana Cristina dos Santos Freitas
Bilinear Methods for Chronological Successions, 1996/01/10

Maria Manuela Carapeto Raminhos
Modeling Portugal's Tourism Revenues: Cointegration, Dynamic Specification and Forecasting, 1996/01/22

Marco Paulo dos Santos Carrasco
Neural Networks in the Elaboration of School Timetables, 1996/02/15

Fátima de Nóbrega Cardoso
Econometric Methods for Time Series Disaggregation, 1996/02/22

Maria de Fátima Ferreira da Silva
Methods of Textual Statistics, 1996/03/26

Maria Salomé de Sousa Moreira
Quantitative Models of Technology Transfer and Substitution, 1996/05/15

Maria Eugénia Neto Ferrão da Silva Barbosa
Development of Higher Education, 1996/07/19

Maria Beatriz Marques Amaral
Experimental Use of Artificial Intelligence in a Metropolitan Area, 1996/07/26

Maria Helena de Jesus Simões Aparício
Transfer Pricing in Decentralized Organizations: Discussion of Proposed Methods, 1996/07/29

Joaquim José dos Santos Ramalho
Regression Models for Count Data, 1996/11/28

Esmeralda de Jesus Ratinho Lopes Arranhado
Counting Data and Regression Models. Application to the Number of Citations Received by Papers from Portuguese Institutions, 1996/12/13

1995

Isabel Maria de Jesus Martins
Planning the Collection of Grapes - Models and Algorithms, 1995/02/17

Carlos José Lúcio Martins
The Problem of Designing Train Routes: Heuristic Approaches, 1995/04/26

Anabela da Silva Quintela
Outline of a Prototype Production Management Support Model - MAGP, 1995/06/21

Maria Alexandra Abreu Henriques Seco
Loglinear Models - An Application to Cases of Accidents at Work in Portugal, 1995/07/07

Ana Isabel Gonçalves da Costa Lorga da Silva
Lack of response in polls, 1995/07/27

Filipa Duarte de Carvalho
Network Optimization in the Protection of Information in Two-dimensional Statistical Tables, 1995/09/18

António José Rodrigues Soares
Modeling and Simulation of Crude Oil Refinery Supply, 1995/09/26

Manuel Filipe Mouta Lopes
The Management of Change: A Dynamic View of Vehicle Replacement in a Fleet, 1995/09/27

Maria de Fátima Fabião Ribeiro
Application of Optimal Control Theory to a Generic Renewable Resource Extraction Model in a Limited Time Interval, 1995/10/13

Augusto Manuel José Eusébio
Learning Environment in Mathematics Supported by Intelligent Autonomous Agents, 1995/10/16

Maria Isabel Reduto dos Reis
Investment Function - a Microeconometric Approach, 1995/10/24

Maria Manuela Caria Figueira
Identification of Outliers: An Application to the Set of Largest Companies Operating in Portugal, 1995/10/26

Anibal Manuel da Mota Areia
Databases and the Problem of Security, 1995/11/23

Lidia Ludovina Lampreia Caeiro Pica Lourenço
Contributions of discrete optimization to classification analysis: application of genetic heuristics to classification with precedence, 1995/12/13

1994

Maria dos Prazeres Nunes R. Monteiro
The Problem of Group Traffic Acceptance in an Airline - A Decision Support Model Integrated into a Revenue Management System, 1994/01/04

Luís Filipe João Agnelo de Sousa
Cointegration and Purchasing Power Parities and Interest Rates in Portugal, 1994/01/05

Renata Maria de Menezes Mesquita
Intervention Analysis Models in the Univariate Context-An Application to the Correction of the Current Consumption Indicator, 1994/01/07

Luísa Maria Loureiro Soares
Discrete Choice Models-An Application to Passenger Traffic Lisbon-Oporto, 1994/02/18

João Paulo Casaca Soares
Path Optimization in Cutting Systems Contribution to the Efficient Resolution of the Empty Path Problem, 1994/03/03

Luís Bruno Dimas Fernandes
Models for Agricultural Prices Potatoes and Wine, 1994/03/03

José Manuel de Oliveira Pires
A Classification of Formulations for the Traveling Salesman Problem with Time Dependencies, 1994/09/27

Isabel Maria Bento de Brito Bouzerb
Exploring Multivariate Data: Graphical Analysis - Topics and Applications, 1994/10/10

João Carlos Henriques da Costa Nicolau
ARCH models, 1994/10/14

Fernando Miguel dos Santos Vasques
Regional and Sectional Asymmetries in Private Household Income and Expenditure, 1994/10/27

Pedro José Palmeiro Ribeiro da Silva Gonçalves
Statistical Methods for Non-Life Actuaries - Ruin and the Insurance Business, 1994/10/28

Maria da Conceição Torres Figueiredo
Comparison of the Behavior of Specification Tests in Multinomial Logit Models, 1994/11/03

Fernanda Paula Mora Peixe
Unit Roots and Cointegration: An Application to Money Demand in Portugal, 1994/11/11

António Eduardo Pinto Silvestre dos Santos Pereira
Interventions in Chronological Successions: A Development of the Arima Models (With an Application to the Study of Road Accidents in Portugal), 1994/12/07

Susana Margarida Figueiredo de Sousa Borges Furtado
Options Valuation: Fundamentals and Analysis of the Black-Scholes Model, 1994/12/15

1993

Sara Loureiro de Almeida
Spectral Analysis of Chronological Successions: Comparative Study of the Application of Windows, 1993/07/09

António Bento Ratão Caleiro
The Mortgage Market in Portugal (1978-1991). A disequilibrium analysis, 1993/07/19

João José Quelhas Mesquita Mota
Using Linear Programming to Select Investment Projects - Application to a Venture Capital Company, 1993/07/30

Mário José Gomes de Freitas Centeno
Heuristic Methods for the Problem of Scheduling Tasks on a Machine with Anticipation and Delay Costs, 1993/07/30

Maria Margarida de Oliveira Moz Carrapa
A System for Planning and Managing Nursing Staff Schedules in a Hospital Unit, 1993/07/30

Anabela das Neves Pereira
Approximate Solutions for a Selected Loading Problem - Simulated Annealing and Tabu Search, 1993/09/30

Ana Paula Curado Marques
A Contribution to Investment Decision Support in Industrial Robotics, 1993/10/22

José António Ferreira Porfírio
Mathematical Risk Analysis Models for Investment Projects - The Practical Case of Venture Capital, 1993/11/09

Armindo Alberto Bordalo Escalda
Risk and Liquidity - An Analysis of the Portuguese Stock Market, 1993/11/17

Armando Pedro Verdasca da Costa
Imbalance in the Labor Market. The Portuguese Case (1983 to 1991). (An Econometric Approach to Imbalance), 1993/11/26

1992

Maria Aurora Murcho Galego
Job Search Models: Theoretical and Econometric Approaches, 1992/10/06

José Manuel de Matos Passos
Influence of Observations on the Estimated Coefficients of the Multiple Linear Regression Model, 1992/10/06

Maria de Fátima Nobre Urbano Lopes Ferrão
Structural Models - Classical and Bayesian Approaches, 1992/10/14

José Maria Lemos de Castro Caldas
Experiments with Real and Artificial Agents, 1992/12/09

Maria Margarida Felisberto Chinita
Panel Data - Study of Some Econometric Models and Application to an Import Junction for EEC Countries, 1992/12/09

Manuel Lameiras Figueiredo Campagnolo
Proposal of a Method for Knowledge Integration in Classification, 1992/12/10