Statistics and Risk Management (CMA-SRM)
Statistics and Risk Management
AuthID: I-000-B9Z
Publications Actions
Publications at Authenticus Institutional Profile
An Authenticus institution (group) is an organization which consists of a set of researchers (institutional/group team). The set of researchers depends on the organizational structure of the institution per year and can be set at the institution profile, under ‘Researchers’ interface. Based on the institutional team we produce listings of publications, statistics and institutional reports.
Publications displayed at an Authenticus institutional profile depend on two parameters:
- Researchers team associated with the institution per year.
- Publications source type.
We define 3 types of publication sources:
- Validated by team members - includes all publications validated by team members. Requires the definition of the institutional team.
- All published by team members - includes all publications validated by the institution team members plus all not-validated (only identified) publications. Requires the definition of the institutional team.
- Affiliation Based - includes publications that have the institution/group in the publication affiliation. Does not require institutional team, but at the same time does not guarantee that all publications will be listed.
External
Internal
No data about last update.
Rules:
This actions updates publications citations of every team member.
Only validated by team members publications are included.
Only the current year team is included in this action.>
The action is executed in the background, thus the results are NOT immediate.
This actions can be executed only once a month!
Only validated by team members publications are included.
Only the current year team is included in this action.>
The action is executed in the background, thus the results are NOT immediate.
This actions can be executed only once a month!
No data about last update.
Rules:
This actions updates all pre print publications of the group/institution.
Only validated by current year team members publications are included.
The action is executed in the background, thus the results are NOT immediate.
This actions can be executed only once a day!
Only validated by current year team members publications are included.
The action is executed in the background, thus the results are NOT immediate.
This actions can be executed only once a day!
Publications Count: 890
40 Team MembersFilters -> Year: 2025
281
TITLE: Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
AUTHORS: Beleza Sousa, JB ; Manuel L Esquivel ; Raquel M Gaspar ;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 14, ISSUE: 2
AUTHORS: Beleza Sousa, JB ; Manuel L Esquivel ; Raquel M Gaspar ;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 14, ISSUE: 2
282
TITLE: Random sample consensus for the robust identification of outliers in cancer data
AUTHORS: Veríssimo, A; Lopes, MB ; Carrasquinha, E; Vinga, S ;
PUBLISHED: 2020, SOURCE: 16th International Meeting on Computational Intelligence Methods for Bioinformatics and Biostatistics, CIBB 2019 in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), VOLUME: 12313 LNBI, PAGES: 108-118
AUTHORS: Veríssimo, A; Lopes, MB ; Carrasquinha, E; Vinga, S ;
PUBLISHED: 2020, SOURCE: 16th International Meeting on Computational Intelligence Methods for Bioinformatics and Biostatistics, CIBB 2019 in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), VOLUME: 12313 LNBI, PAGES: 108-118
INDEXED IN: 
Scopus 
CrossRef
Scopus CrossRef283
TITLE: Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application Full Text
AUTHORS: Ivette I Gomes; Frederico Caeiro ; Fernanda Figueiredo ; Ligia Henriques Rodrigues; Dinis Pestana;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 90, ISSUE: 10, PAGES: 1735-1752
AUTHORS: Ivette I Gomes; Frederico Caeiro ; Fernanda Figueiredo ; Ligia Henriques Rodrigues; Dinis Pestana;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 90, ISSUE: 10, PAGES: 1735-1752
284
TITLE: Reply to: "Enhancement of Aedes aegypti susceptibility to dengue by Wolbachia is not supported"
AUTHORS: Souto Maior, C; King, JG; Sartori, LM; Maciel de Freitas, R; Gomes, MGM ;
PUBLISHED: 2020, SOURCE: NATURE COMMUNICATIONS, VOLUME: 11, ISSUE: 1
AUTHORS: Souto Maior, C; King, JG; Sartori, LM; Maciel de Freitas, R; Gomes, MGM ;
PUBLISHED: 2020, SOURCE: NATURE COMMUNICATIONS, VOLUME: 11, ISSUE: 1
INDEXED IN: Scopus 
WOS
Scopus WOS285
TITLE: Reply to: “Enhancement of Aedes aegypti susceptibility to dengue by Wolbachia is not supported”
AUTHORS: Caetano Souto-Maior; Jessica G King; Larissa M Sartori; Rafael Maciel-de-Freitas; Gabriela G M Gomes ;
PUBLISHED: 2020, SOURCE: Nature Communications, VOLUME: 11, ISSUE: 1
AUTHORS: Caetano Souto-Maior; Jessica G King; Larissa M Sartori; Rafael Maciel-de-Freitas; Gabriela G M Gomes ;
PUBLISHED: 2020, SOURCE: Nature Communications, VOLUME: 11, ISSUE: 1
INDEXED IN: CrossRef
CrossRef286
TITLE: Resampling procedures for a more reliable extremal index estimation
AUTHORS: Prata Gomes, D ; Neves, MM;
PUBLISHED: 2020, SOURCE: Data Analysis and Applications 4: Financial Data Analysis and Methods, VOLUME: 6, PAGES: 89-101
AUTHORS: Prata Gomes, D ; Neves, MM;
PUBLISHED: 2020, SOURCE: Data Analysis and Applications 4: Financial Data Analysis and Methods, VOLUME: 6, PAGES: 89-101
INDEXED IN: Scopus CrossRef
Scopus CrossRef287
TITLE: Response of vertebrate scavengers to power line and road rights-of-way and its implications for bird fatality estimates Full Text
AUTHORS: Bernardino, J; Bispo, R ; Martins, RC; Santos, S; Moreira, F;
PUBLISHED: 2020, SOURCE: SCIENTIFIC REPORTS, VOLUME: 10, ISSUE: 1
AUTHORS: Bernardino, J; Bispo, R ; Martins, RC; Santos, S; Moreira, F;
PUBLISHED: 2020, SOURCE: SCIENTIFIC REPORTS, VOLUME: 10, ISSUE: 1
288
TITLE: Revealing the illegal harvesting of Manila clams (Ruditapes philippinarum) using fatty acid profiles of the adductor muscle Full Text
AUTHORS: Mamede, R; Ricardo, F; Santos, A; Diaz, S; Santos, SAO; Bispo, R ; Domingues, MRM; Calado, R;
PUBLISHED: 2020, SOURCE: FOOD CONTROL, VOLUME: 118, PAGES: 107368
AUTHORS: Mamede, R; Ricardo, F; Santos, A; Diaz, S; Santos, SAO; Bispo, R ; Domingues, MRM; Calado, R;
PUBLISHED: 2020, SOURCE: FOOD CONTROL, VOLUME: 118, PAGES: 107368
289
TITLE: Robust estimation of heritability and predictive accuracy in plant breeding: evaluation using simulation and empirical data
AUTHORS: Lourenco, VM ; Ogutu, JO; Piepho, HP;
PUBLISHED: 2020, SOURCE: BMC GENOMICS, VOLUME: 21, ISSUE: 1, PAGES: 43
AUTHORS: Lourenco, VM ; Ogutu, JO; Piepho, HP;
PUBLISHED: 2020, SOURCE: BMC GENOMICS, VOLUME: 21, ISSUE: 1, PAGES: 43
290
TITLE: Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus-Malus System Based on Claim Counts Full Text
AUTHORS: Afonso, LB ; Cardoso, RMR ; dos Reis, ADE; Guerreiro, GR ;
PUBLISHED: 2020, SOURCE: JOURNAL OF RISK AND INSURANCE, VOLUME: 87, ISSUE: 2, PAGES: 501-522
AUTHORS: Afonso, LB ; Cardoso, RMR ; dos Reis, ADE; Guerreiro, GR ;
PUBLISHED: 2020, SOURCE: JOURNAL OF RISK AND INSURANCE, VOLUME: 87, ISSUE: 2, PAGES: 501-522
291
TITLE: Spatial Modelling of Black Scabbardfish Fishery Off the Portuguese Coast
AUTHORS: Andre, LM; Figueiredo, I; Carvalho, ML; Simões, P. ; Natario, I ;
PUBLISHED: 2020, SOURCE: 20th International Conference on Computational Science and Its Applications (ICCSA) in COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2020, PT I, VOLUME: 12249, PAGES: 332-344
AUTHORS: Andre, LM; Figueiredo, I; Carvalho, ML; Simões, P. ; Natario, I ;
PUBLISHED: 2020, SOURCE: 20th International Conference on Computational Science and Its Applications (ICCSA) in COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2020, PT I, VOLUME: 12249, PAGES: 332-344
292
TITLE: Statistics and Big Data: Different Perspectives
AUTHORS: Nunes, S ; Oliveira, TA; Oliveira, A;
PUBLISHED: 2020, SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2019, VOLUME: 2293
AUTHORS: Nunes, S ; Oliveira, TA; Oliveira, A;
PUBLISHED: 2020, SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2019, VOLUME: 2293
293
TITLE: TCox: Correlation-Based Regularization Applied to Colorectal Cancer Survival Data
AUTHORS: Peixoto, C; Lopes, MB ; Martins, M; Costa, L; Vinga, S ;
PUBLISHED: 2020, SOURCE: BIOMEDICINES, VOLUME: 8, ISSUE: 11, PAGES: 1-16
AUTHORS: Peixoto, C; Lopes, MB ; Martins, M; Costa, L; Vinga, S ;
PUBLISHED: 2020, SOURCE: BIOMEDICINES, VOLUME: 8, ISSUE: 11, PAGES: 1-16
294
TITLE: Testing for double complete symmetry
AUTHORS: Carlos A Coelho ; Martin Singull;
PUBLISHED: 2020, SOURCE: Recent Developments in Multivariate and Random Matrix Analysis: Festschrift in Honour of Dietrich von Rosen, PAGES: 17-39
AUTHORS: Carlos A Coelho ; Martin Singull;
PUBLISHED: 2020, SOURCE: Recent Developments in Multivariate and Random Matrix Analysis: Festschrift in Honour of Dietrich von Rosen, PAGES: 17-39
295
TITLE: Testing simultaneously different covariance block diagonal structures - the multi-sample case Full Text
AUTHORS: Marques, FJ ; Coelho, CA ;
PUBLISHED: 2020, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 47, ISSUE: 13-15, PAGES: 2765-2784
AUTHORS: Marques, FJ ; Coelho, CA ;
PUBLISHED: 2020, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 47, ISSUE: 13-15, PAGES: 2765-2784
296
TITLE: Testing the hypothesis of a doubly exchangeable covariance matrix Full Text
AUTHORS: Coelho, CA ; Roy, A;
PUBLISHED: 2020, SOURCE: METRIKA, VOLUME: 83, ISSUE: 1, PAGES: 45-68
AUTHORS: Coelho, CA ; Roy, A;
PUBLISHED: 2020, SOURCE: METRIKA, VOLUME: 83, ISSUE: 1, PAGES: 45-68
298
TITLE: Trajectory of COVID-19 epidemic in Europe
AUTHORS: Marco Colombo; Joseph Mellor; Helen M Colhoun; Gabriela G M Gomes ; Paul M McKeigue;
PUBLISHED: 2020
AUTHORS: Marco Colombo; Joseph Mellor; Helen M Colhoun; Gabriela G M Gomes ; Paul M McKeigue;
PUBLISHED: 2020
299
TITLE: Unravelling Breast and Prostate Common Gene Signatures by Bayesian Network Learning
AUTHORS: Villa Brito, J; Lopes, MB ; Carvalho, AM; Vinga, S ;
PUBLISHED: 2020, SOURCE: 15th International Conference on Computational Intelligence Methods for Bioinformatics and Biostatistics, CIBB 2018 in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), VOLUME: 11925 LNBI, PAGES: 285-292
AUTHORS: Villa Brito, J; Lopes, MB ; Carvalho, AM; Vinga, S ;
PUBLISHED: 2020, SOURCE: 15th International Conference on Computational Intelligence Methods for Bioinformatics and Biostatistics, CIBB 2018 in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), VOLUME: 11925 LNBI, PAGES: 285-292
INDEXED IN: Scopus CrossRef
Scopus CrossRef300
TITLE: Value Creation: EVA® Value Drivers - The Case of Euronext Lisbon
AUTHORS: Rosa Maria Morgado Galvão; Ana Bela de Sousa Delicado Teixeira; Sandra Cristina Dias Nunes ;
PUBLISHED: 2020, SOURCE: International Journal of Accounting, Finance and Risk Management, VOLUME: 5, ISSUE: 1, PAGES: 26
AUTHORS: Rosa Maria Morgado Galvão; Ana Bela de Sousa Delicado Teixeira; Sandra Cristina Dias Nunes ;
PUBLISHED: 2020, SOURCE: International Journal of Accounting, Finance and Risk Management, VOLUME: 5, ISSUE: 1, PAGES: 26
INDEXED IN: CrossRef
CrossRef