Education
| 2008 | Doutoramento em Matemática Instituto Superior Técnico - Universidade de Lisboa (Portugal) |
| 2002 | Master of Science, Matemática Instituto Superior Técnico - Universidade de Lisboa (Portugal) |
| 1997 | Bachelor of Science, Matemática Instituto Superior Técnico - Universidade de Lisboa (Portugal) |
Publications & Citations
Paper presented at academic or professional meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2022 | Finding Attractive Solutions for Curbside Waste Collection |
|
| 2022 | A Matheuristic for Attractive Arc Routing |
|
| 2019 | A hybrid matheuristic for a refuse collection application |
See more |
| 2019 | A hybrid model based matheuristic for an arc routing application |
See more |
| 2016 | Mixed arc routing and waste collection – a case study |
|
| 2015 | Recolha de resíduos urbanos - Estudo de um caso prático |
|
| 2015 | A Jump-Telegraph Diffusion Model with Jumps of Random Size: Option Pricing and Numerical Experiments |
|
| 2015 | Option pricing under a jump-telegraph diffusion model with jumps of random size |
See more |
| 2014 | A mathematical model of clot growth in flowing blood |
See more |
| 2009 | Fluid-structure interaction models for blood flow in arteries |
|
| 2008 | Singular positive solutions to a problem arising from hemorheology |
See more |
| 2006 | Hyperviscosity methods and applications to hemodynamics |
|
| 2004 | Penalty methods for the study of fluid-particle interaction |
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2024 | A Multi-Trip Vehicle Routing Problem with Release Dates and Interrelated Periods Networks |
|
| 2022 | Arc routing with trip-balancing and attractiveness measures — A waste collection case study Computers & Operations Research |
See more |
| 2018 | Numerical solvability of a Cosserat model for the swirling motion of a third-grade fluid in a constant radius straight circular tube INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS AND STATISTICS |
See more |
| 2015 | Numerical validation of a synthetic cell-based model of blood coagulation Journal of Theoretical Biology |
See more |
Proceedings from scholarly meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2017 | A Quadrature-Difference Method for systems of second order Fredholm Integro-Differential Equations CMMSE |
|
| 2015 | Option pricing under a jump - telegraph diffusion model with jumps of random size Proceedings of the International Conference on Stochastics and Computational Finance 2015, July 6-10, 2015, Lisbon, Portugal |
|
| 2014 | A synthetic cell-based model for blood clot modelling International conference on mathematical methods in science and engineering |
See more |
| 2012 | Simplified absorbing boundary conditions for 3D FSI problems Institute of Thermomechanics AS CR |
See more |
| 2010 | Computational hemodynamics of cerebral aneurysms Institute of Thermomechanics AS CR |
|
| 2006 | Numerical simulations of generalized second-grade fluids using a 1D hierarchical model WSEAS Press |
See more |
Book editor
| Year | Title / Publication | Link |
|---|---|---|
| 2015 | Proceedings of the International Conference on Stochastics & Computational Finance CEMAPRE |
See more |
| 2010 | CFD2010 - Fith European Conference on Computational Fluid Dynamics The European Community on Computational Methods in Applied Sciences |
|
| 2010 | CFD2010 - Fifth European Conference on Computational Fluid Dynamics ECCOMAS |
|
| 2007 | Mathematical Fluid Mechanics CEMAT |
Chapter
| Year | Title / Publication | Link |
|---|---|---|
| 2008 | Advances in computational rheology Actas de Bioquímica |
See more |
Book
| Year | Title / Publication | Link |
|---|---|---|
| 2018 | Exercícios de Cálculo diferencial e Integral em Rn para Economia e Gestão AEISEG |
|
| 2017 | Elementos de Cálculo Diferencial e Integral em Rn para Economia e Gestão AEISEG |
Miscellaneous book
| Year | Title / Publication | Link |
|---|---|---|
| 2017 | ICCF2017 -International Conference on Computational Finance CEMAPRE |
|
| 2011 | International Conference on Mathematical Fluid Mechanics and Biomedical Applications CEMAT - Center for Mathematics and its Applications |
|
| 2008 | Lectures on Modelling Cancer Growth and Treatments CEMAT - Center for Mathematics and its Applications |
|
| 2008 | Portugal - UT Austin CFD 2008 CEMAT - Center for Mathematics and its Applications |
|
| 2005 | MPF 2005 - Modelling of Physiological Flows CEMAT - Center for Mathematics and its Applications |
New student manuals, guides or textbook supplements
| Year | Title / Publication | Link |
|---|---|---|
| 2017 | Matemática 2 - Resumos das aulas teóricas |
Teaching
2024/2025
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 1º | Mathematical Methods in Finance | 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 | Yes |
| 2º | Análise Numérica | Licenciatura Bolonha em Gestão - Gestão, Licenciatura Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Licenciatura Bolonha em Economia - Economia, Licenciatura Bolonha em Finanças - Finance | Yes |
| 2º | Métodos Numéricos em Finanças | Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Matemática Financeira - Mathematical Finance, Mestrado Bolonha em Finanças - Finance, Doutoramento Bolonha em Matemática Aplicada à Economia e à Gestão - Matemática Aplicada à Economia e à Gestão, Mestrado Bolonha em Economia Monetária e Financeira - Economia Monetária e Financeira | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2022/2023 | RUBEN DOS REIS MENDES Impermanent Loss in Decentralized Exchanges: A Comparative Analysis ofUniswap, Balancer, and Curve Finance |
Master | Ver |
| 2021/2022 | RICARDO DA SILVA MATOS PROJECT MANAGEMENT METRICS AND CREATION OF AN OPERATIONAL DASHBOARD |
Master | Ver |
| 2019/2020 | LEONARDO AUGUSTO LIMA FERREIRA DA SILVA The Bandwidth minimisation problem: Applications in finance |
Master | Ver |
| 2018/2019 | DUARTE LUÍS SALES VASQUES O Statistical Data Warehouse do INE - Uma Observação da Realidade |
Master | Ver |
| 2017/2018 | BEATRIZ MALHEIROS LEAL The use of Radial Basis Functions in the Numerical Solution of Option Pricing Problems |
Master | Ver |
| 2016/2017 | DIANA ANDREIA DE OLIVEIRA AMARO Bandwidth minimization problem: A heuristic approach. |
Master | |
| 2016/2017 | CATARINA NETO MARQUES Option pricing under variable volatility |
Master | Ver |
| 2012/2013 | DIOGO MANUEL DA SILVA MAGALHÃES Um algoritmo para melhorar a gestão e o acesso documental utilizando medidas de similaridade |
Master | Ver |
Professional Experience
| Name / Description | Date | Organization |
|---|---|---|
| Membro da Coordenação de curso, Mestrado em Matemática Financeira |
2021 | ISEG |
| Membro da Direção, CEMAPRE |
2021 | CEMAPRE |
| Professor Associado |
2019 | ISEG |
| Membro da coordenação de curso, Matemática Membro da coordenação de curso |
2018 - 2020 | ISEG |
| Membro da direcção Autre |
2013 - 2015 | CEMAPRE |
| Professor Auxiliar |
2008 - 2019 | ISEG |
| Assistente |
2002 - 2008 | ISEG |
| Assistente estagiário |
1998 - 2002 | ISEG |
| Assistente estagiário |
1997 - 1998 | Universidade Independente |