Education
| 2003 | Doutoramento em Fisica Experimental Universidade de Coimbra (Portugal) |
Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2024 | Conformal prediction of option prices Expert Systems with Applications |
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| 2024 | On the uncertainty of real estate price predictions Journal of Property Research |
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| 2022 | Explainable models of credit losses European Journal of Operational Research |
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| 2022 | Predicting credit scores with boosted decision trees Forecasting |
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| 2021 | On the classification of financial data with domain agnostic features INTERNATIONAL JOURNAL OF APPROXIMATE REASONING |
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| 2019 | Forecasting the capacity of mobile networks Telecommunications Policy |
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| 2016 | Nonparametric models of financial leverage decisions Bulletin of Economic Research |
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| 2014 | Clustering financial time series with variance ratio statistics Quantitative Finance |
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| 2014 | Ensemble predictions of recovery rates Journal of Financial Services Research |
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| 2011 | Recurrence quantification analysis of global stock markets Physica A: Statistical Mechanics and its Applications |
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| 2010 | Drift time measurement in the ATLAS liquid Argon electromagnetic calorimeter using cosmic
muons. European Physical Journal |
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| 2010 | Forecasting bank loans loss-given-default Journal of Banking & Finance |
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| 2010 | Readiness of the ATLAS liquid Argon calorimeter for LHC collisions. European Physical Journal |
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| 2009 | Angular distributions of leptons from J/psi's produced in 920 GeV fixed-target proton-nucleus collisions European Physical Journal |
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| 2009 | Kinematic distributions and nuclear effects of J/psi production in 920 GeV fixed-target proton nucleus collisions European Physical Journal |
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| 2009 | Production of the charmonium states Xc1 and Xc2 in proton nucleus interactions at ..?s = 41.6 GeV". Physical Review D |
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| 2009 | V0 production in p+A collisions at \sqrt{s} = 41.6 GeV European Physical Journal |
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| 2008 | The ATLAS Experiment at the CERN Large Hadron Collider. Journal of Instrumentation |
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| 2007 | Bottom production cross-section from double muonic decays of of b-flavoured hadrons in 920-GeV proton-nucleus collisions PHYSICS LETTERS A |
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| 2007 | Luminosity determination at HERA-B. Nuclear Instruments and Methods |
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| 2007 | Measurement of D0 , D+, D+s and D*+ production in fixed target 920 GeV proton-nucleus collisions European Physical Journal |
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| 2007 | A multivariate approach to heavy flavour tagging with cascade training Journal of Instrumentation |
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| 2007 | A measurement of the psi' to J\psi production ratio in 920 GeV proton-nucleus interactions European Physical Journal C |
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| 2007 | K*0 and phi meson production in proton-nucleus interactions at \sqrt{s} = 41.6 GeV European Physical Journal C |
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| 2006 | A statistical method for luminosity monitoring in high energy collider experiments Journal of Instrumentation |
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| 2006 | Polarization of $\Lambda$ and $\bar{\Lambda}$ in 920 GeV fixed-target proton-nucleus collisions Physics Letters B |
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| 2006 | Measurement of the Upsilon production cross-section in 920 GeV fixed-target proton-nucleus collisions Physics Letters B |
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| 2006 | Improved measurement of the b\bar{b} production cross section in 920 GeV fixed-target proton-nucleus collisions Physical Review D |
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| 2006 | Measurement of the J/psi production cross section in 920 GeV/c fixed-target proton-nucleus interactions Physics Letters B |
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| 2004 | The HERA-B ring imaging Cherenkov counter Nuclear Instruments and Methods |
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| 2004 | Limits for the central production of Theta+ and Xi-- pentaquarks in 920-GeV pA collisions Physical Review Letters |
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| 2004 | Search for the flavor changing neutral current decay D0 -> mu+ mu- with the HERA-B detector Physics Letters B |
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| 2003 | Inclusive V^0 production cross-sections from 920 GeV fixed target proton nucleus collisions European Physical Journal C |
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| 2003 | J/psi production via chi_c decays in 920 GeV pA interactions Physics Letters B |
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| 2003 | `Measurement of the b\bar{b} production cross-section in 920 GeV fixed target proton nucleus collisions European Physical Journal C |
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| 2000 | The performance of the HERA-B RICH at high track densities Nuclear Instruments and Methods |
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| 2000 | The HERA-B RICH Nuclear Instruments and Methods |
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| 2000 | The first year of the HERA-B RICH IEEE Transactions on Nuclear Science |
Chapter
| Year | Title / Publication | Link |
|---|---|---|
| 2012 | Recurrence quantification analysis of financial markets IGI Global |
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| 2009 | Combining tagging algorithms with boosted decision trees CERN |
Teaching
2024/2025
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 2º | Machine Learning and Data Mining | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Matemática Financeira - Mathematical Finance, Doutoramento Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Mestrado Bolonha em Análise de Dados Empresariais - Data Analytics for Business, Mestrado Bolonha em Gestão - Management | No |
| 1º | Data Science para Actuários | Mestrado Bolonha em Economia - Economia | Yes |
| 1º | Big Data | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Econometria Aplicada e Previsão - Econometria Aplicada e Previsão, Mestrado Bolonha em Matemática Financeira - Mathematical Finance, Mestrado Bolonha em Ciências Actuariais - Actuarial Science, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão | Yes |
| 1º | Financial Data Science | Mestrado Bolonha em Finanças - Finance | Yes |
| 1º | Statistical Methods and Visualization | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Matemática Financeira - Mathematical Finance, Mestrado Bolonha em Análise de Dados Empresariais - Data Analytics for Business | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2023/2024 | LUKE GORMAN Improving fixed line customer segmentation with factor analysis Instituto Superior de Economia e Gestão |
Master | Ver |
| 2023/2024 | XIXIAN CHEN Loss given default prediction analysis under the perspective of Basel IV Instituto Superior de Economia e Gestão |
Master | Ver |
| 2023/2024 | EDOARDO DE BESI Conformal prediction of used car prices Instituto Superior de Economia e Gestão |
Master | Ver |
| 2023/2024 | GABRIELE LOGGIA A hybrid approach to option pricing integrating unsupervised and supervised machine learning models Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | RODRIGO QUEIRÓS CONCEIÇÃO Supervised clustering with SHAP values Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | ALEX JOHN CHARLES SOFRONIOU Investigating the association between socioeconomic status and hippocampal and amygdala grey matter volumes in young adults from the i-share cohort Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | EMIL HENRIKSSON ENE Towards MLOps in a startup company Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | MARIANA DOS SANTOS ROCHA CRUZ Analysis of sociodemographic factors influencing students' data visualization literacy Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | ALESSANDRO CONSIGLIO Model interpretability in credit insurance Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | JEANNE PAQUETTE Conformal prediction of real estate prices with machine learning Instituto Superior de Economia e Gestão |
Master | Ver |
| 2022/2023 | JOANA MARTINS DE SOUSA Exploração do potencial de venda de cerveja do canal HORECA |
Master | Ver |
| 2022/2023 | LÁGIDA KÓRCIA ALMEIDA COIMBRA MONTEIRO BARBOSA MULTIDIMENSIONAL POVERTY IN BENIN: EVIDENCE FROM CLASSIC AND MACHINE LEARNING ANALYSIS Lisbon School of Economics & Management |
Master | Ver |
| 2022/2023 | MASOUD MIRZAKAZEMI LASHKAJANI Predictive modeling of motor client's propensity to churn Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | VIRIATO GONÇALO RODRIGUES BENTO Credit scoring for the housing segment Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | MARIA ADRIANA CARMO REBELO Interpretabilidade de Modelos de Machine Learning para a Previsão Macroeconómica |
Master | Ver |
| 2021/2022 | IOLANDA MARGARIDA LOPES DA MOTA Machine Learning na Previsão da Conversão de Clientes Alvo |
Master | Ver |
| 2021/2022 | JOÃO DIOGO MARQUES FERRAZ Pricing options with XGBoost Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | HENRIQUE SERAFIM SANTOS Semi-supervised active learning anomaly detection Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | MARIA INÊS RAMOS BERNARDES Web user profile Instituto Superior de Economia e Gestão |
Master | Ver |
| 2020/2021 | GIORGIO DELMENICO Disinvestments Predictive Model in the Banking sector |
Master | Ver |
| 2020/2021 | IOLANDA MARGARIDA LOPES DA MOTA Previsão da Conversão de Clientes para a SPG- Abordagem em Machine Learning |
Master | |
| 2019/2020 | GIORGIO DELMENICO Analysis of banking data with unsupervised machine learning methods |
Master | |
| 2019/2020 | SARA MADEIRA MATOS Interpretable models of loss given default |
Master | Ver |
| 2014/2015 | ANA RITA GENEROSO PRUDÊNCIO Aplicação da Lei de Benford para o Controlo das Demonstrações Financeiras de Entidades Bancárias |
Master | Ver |
| 2014/2015 | JOSÉ HENRIQUE SOUSA DE AZEVEDO macroeconomics determinants of loss given default |
Master | Ver |
| 2014/2015 | JOÃO LUIS DA SILVA LAINS Testing the random walk hypothesis with variance ratio statistics |
Master | Ver |
| 2014/2015 | TIAGO IGREJAS PAIS Existe alguma relação entre taxa de IMI e a cor política no poder? |
Master | Ver |
| 2014/2015 | GONÇALO FILIPE RODRIGUES ALVES Testing the random walk hypothesis in the Portuguese stock market |
Master | Ver |
| 2013/2014 | ADRIANO DINIS OLIVEIRA Aplicação da Estatística Bayesiana ao Risco de Crédito |
Master | Ver |
| 2013/2014 | JOAO MANUEL NUNES CAETANO Predictive Models of Probability of Default: an empirical application |
Master | Ver |
| 2013/2014 | MARISA COUTINHO MAURÍCIO TESTES DE ESPECIFICAÇÃO PARA MODELOS FRACIONÁRIOS PARA PERDAS DADO O INCUMPRIMENTO |
Master | Ver |
| 2012/2013 | CRISTIANO RIBEIRO VIEIRA Forecasting Financial Markets with Artificial Neural Networks |
Master | Ver |
| 2012/2013 | JOSÉ RAIMUNDO PEREIRA SOUSA Análise de estratégias long-short trading com rácios de variâncias |
Master | Ver |
| 2011/2012 | JORGE FILIPE AZAMBUJO VELOSO Desenvolvimento de modelos de credit scoring |
Master | |
| 2011/2012 | ALEXANDRA APARECIDA DELPÓSITO DIAS Previsão do Incumprimento no Crédito a Empresas com Classificadores Múltiplos |
Master | Ver |
| 2011/2012 | TELMO CORREIA DE PINA E MOURA Forecasting loss given default with the nearest neighbor algorithm |
Master | Ver |
Professional Experience
| Name / Description | Date | Organization |
|---|---|---|
| Senior Data Scientist |
2015 - 2020 | Nokia |
| Invited Assistant Professor |
2011 - 2015 | ISEG |
| Research Fellow |
2008 - 2015 | CEMAPRE |
| Post-doctoral fellow |
2003 - 2007 | LIP - Laboratory of Instrumentation and Experimental Particle Physics |
| Research fellow |
2003 - 2008 | CERN - European Organization for Nuclear Research, Genebra. |
| Research fellow |
1998 - 2003 | DESY - Deutsches Elektronen-Synchrotron, Hamburgo. |