CEMAT (Center for Computational and Stochastic Mathematics) is a Research Unit of Instituto Superior Técnico, Universidade de Lisboa (IST-UL), hosted by the Department of Mathematics and with a research/management Pole at Faculdade de Ciências, Universidade de Lisboa (FC-UL). CEMAT was founded in 1996 with the original name of Center for Applied Mathematics, and later named Center for Mathematics and its Applications.  The Center is funded by FCT (Fundação para a Ciência e a Tecnologia), Project UID/Multi/04621/2013 and is a member of CIM (International Mathematics Center). Presently, it has 35 PhD Members from several institutions, 19 PhD Students and 41 Collaborators.

Research Areas



News from the Max-INAR(1) process for time series of counts

In this talk we discuss some extremal properties of the so-called max-INAR process of order one based on the binomial thinning operator, and marginal distribution exhibit...

Gradient boosting for extreme quantile regression

Quantile regression relies on minimizing the conditional quantile loss, which is based on the quantile check function. This has been extended to flexible regression funct...

Extremes modelling of imputed missing data under a periodic control

Random missing data can constitute a problem when modelling rare events. Imputation is crucial in these situations and therefore models that describe different imputation...

Members of the Board

Adélia Sequeira (President)  |  Gracinda Gomes (Coordinator of the Scientific Council)

Members of the Executive Committee

Adélia Sequeira  |  António Pacheco Pires  |  Carlos Alves  |  Gracinda Gomes  |  Manuel Scotto

Members of the International Advisory Board

Alfio Quarteroni (Chair)  |  Ivan Graham  |  Jean-Éric Pin  |  Peter Rousseeuw