Probability and Statistics Seminar

20
May
2019
Optimal reinsurance of dependent risks
Speaker: Alexandra Moura
ISEG and CEMAPRE
06
May
2019
Improving the ARL profile of the Poisson EWMA chart
Speaker: Manuel Cabral Morais
CEMAT
06
May
2019
Improving the ARL profile of the Poisson EWMA chart
Speaker: Manuel Cabral Morais
Department of Mathematics & CEMAT, Instituto Superior Técnico - Universidade de Lisboa
24
Apr
2019
The coupling method in extreme value theory
Speaker: Clément Dombry
Université Franche-Comté, Besançon, France
01
Apr
2019
Distributed Learning Algorithms for Big Data
Speaker: João Xavier
ISR and Instituto Superior Técnico
18
Mar
2019
Contributions for the detection of multivariate outliers
Speaker: Manuela de Souto Miranda
Universidade de Aveiro and CIDMA
25
Feb
2019
A Comprehensive Methodology to Analyse Topic Difficulties in Educational Programmes
Speaker: Anna Couto
INESC-ID and CEMAT
13
Dec
2018
Working towards a typology of indices of agreement for clustering evaluation
Speaker: Margarida G. M. S. Cardoso
Instituto Universitário de Lisboa (ISCTE-IUL), Business Research Unit (BRU-IUL)
04
Oct
2018
A thinning-based EWMA chart to monitor counts: some preliminary results
Speaker: Manuel Cabral Morais
CEMAT
21
Jun
2018
ARL-unbiased geometric control charts for high-yield processes
Speaker: Manuel Cabral Morais
CEMAT
17
Apr
2018
Processes with jumps in Finance
Speaker: Rita Pimentel
CEMAT-IST
10
Apr
2018
Robust inference for ROC regression
Speaker: Vanda M. Lourenço
FCT & CMA, NOVA University of Lisbon, Portugal
03
Apr
2018
Challenges of Clustering
Speaker: Cláudia Silvestre
Escola Superior de Comunicação Social, Instituto Politécnico de Lisboa
13
Mar
2018
ARL-unbiased geometric control charts for high-yield processes
Speaker: Manuel Cabral Morais
CEMAT
27
Feb
2018
The challenge of inserting wind power generation into the Brazilian hydrothermal optimal dispatch
Speaker: Reinaldo Castro Souza
Industrial Engineering Dept., PUC-Rio, Rio de Janeiro, Brazil
09
Jan
2018
Bayesian nonparametric inference for the covariate-adjusted ROC curve
Speaker: Vanda Inácio De Carvalho
The University of Edinburgh, School of Mathematics
30
Nov
2017
On misleading and unambiguous signals in simultaneous schemes for the process mean and variance of GARCH processes
Speaker: Manuel Cabral Morais
CEMAT
28
Nov
2017
Adaptive SVD-based Kalman filtering for state and parameter estimation of linear Gaussian dynamic stochastic models
Speaker: Maria Kulikova
Center for Computational and Stochastic Mathematics
14
Nov
2017
GIS and geostatistics: Applications to climatology and meteorology
Speaker: Álvaro Pimpão Silva
Instituto Português do Mar e da Atmosfera
31
Oct
2017
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
Speaker: Wolfgang Schmid
European University, Frankfurt (Oder), Germany