Quantitative Methods
Quantitative Methods
Director
Prof. José Dias
jose.dias@iscte.pt
ISCTE Doctoral Program in Quantitative Methods has four areas of specialization (Statistics and Data Analysis, Econometrics, Operational Research and Applied Mathematics) responding to the growing interest shown by both academic and business sector, through a program that combines scientific research of excellence with deep and diversified faculty professional experience that contributes to make ISCTE’s Quantitative Methods Department an teaching and investigation unity of reference in Portugal.
This is an ambitious program which contributes to the production of innovative and relevant knowledge in different areas of expertise of Quantitative Methods: Statistics and Data Analysis, Econometrics, Operational Research and Applied Mathematics.
It is structured around three objectives:
- Through an important school part, to provide PhD students a range of knowledge and skills so that they can develop independent, skilled and innovative research;
- To encourage and support PhD students in publicizing the results of their research through the presentation of papers at conferences as well as the publication of articles in magazines;
- To provide PhD students with the knowledge and skills that enable them to boost their academic or professional careers.
Once finished the Quantitative Methods PhD students will be able to:
- Have a systematic, detailed and integrated understanding of their study field, mastering the research tools and related diagnostics;
- Design, plan and implement research plans that, according to management methodological standards and ethics, are considered valid and contribute to the development of scientific knowledge in management, and therefore are publishable in scientific journals of the specialty.
- Critically analyze other researchers and field study professionals ideas, interventions and research and suggest ways to overcome the limitations identified;
- Present, promote and defend the results of their research within the academic community and participate in the scientific publication of their work with a wider public.
Curriculum 2011/2012
The PhD program established within the Department of Quantitative Methods, with specialization in Statistics and Data Analysis, Econometrics, Applied Mathematics and Operational Research, has 180 credits equivalent to a study cycle of three years. The different areas of expertise share in the 1st year a common core curriculum units aimed at training for research in quantitative methods.
The Doctoral Program central study plan curriculum is complemented by workshops and seminars associated with Quantitative Methods emerging research and delivered by lecturers of prestigious national and international universities.
Ph.D. Program in Quantitative Methods:
Specialization in Statistics and Data Analysis
| Program structure | Scientific Area | Type | ECTS |
|---|---|---|---|
| Research design I | Organizational Behavior | Semester |
6 |
| Financial econometrics or Elective | Econometrics | Semester | 6 |
| Cross-Section and Panel Data Econometrics | Econometrics | Semester | 6 |
| Multivariate Statistics ou Elective | Statistics and Data Analysis | Semester | 6 |
| Philosophy of Mathematics or Elective | Mathematics | Semester | 6 |
| Econometric Methods | Econometrics | Semester | 6 |
| Elective | Statistics and Data Analysis | Semester | 6 |
| Free Options | Non Specified | Semester | 6 |
| Specialization seminar in Quantitative methods – Statistics and Data Analysis | Statistics and Data Analysis | Annual | 6 |
| Simulation or Option | Operational Investigation | Semester |
6 |
| Total | - | - | 60 |
| Program structure | Scientific Area | Type | ECTS |
|---|---|---|---|
| PhD Thesis in Quantitative methods – specialization in statistics and data analysis | Statistics and Data Analysis | Biannual | 120 |
| Total | - | - |
120 |
Specialization in Econometrics
| Program structure | Scientific Area | Type | ECTS |
|---|---|---|---|
| Research design I | Organizational Behavior | Semester |
6 |
| Financial econometrics or Elective | Econoemtrics | Semester | 6 |
| Cross-Section and Panel Data Econometrics | Econometrics | Semester | 6 |
| Multivariate Statistics ou Elective | Statistics and Data Analysis | Semester | 6 |
| Philosophy of Mathematics or Elective | Mathematics | Semester | 6 |
| Econometric Methods | Econometrics | Semester | 6 |
| Elective | Econometrics | Semester | 6 |
| Free Options | Non Specified | Semester | 6 |
| Specialization seminar in Quantitative Methods – Econometrics | Econometrics | Annual | 6 |
| Simulation or Option | Operational Investigation | Semester | 6 |
| Total | - | - | 60 |
| Program structure | Scientific Area | Type | ECTS |
|---|---|---|---|
| PhD Thesis in Quantitative methods – Econometrics | Econometrics | Bianual | 120 |
| Total |
- |
- |
120 |
Specialization in Operatioms Research
| Program structure | Scientific Area | Type | ECTS |
|---|---|---|---|
| Research design I | Organizational Behavior | Semester |
6 |
| Financial econometrics or Elective | Econometrics | Semester | 6 |
| Cross-Section and Panel Data Econometrics | Econometrics | Semester | 6 |
| Multivariate Statistics ou Elective | Statistics and Data Analysis | Semester | 6 |
| Philosophy of Mathematics or Elective | Mathematics | Semester | 6 |
| Econometric Methods | Econometrics | Semester | 6 |
| Elective | Operational Investigation | Semester | 6 |
| Free Options | Non Specified | Semester | 6 |
| Specialization seminar in Quantitative Methods – Operational Research | Operational Investigation | Anual | 6 |
| Simulation or Option | Operational Investigation | Semester | 6 |
| Total | - | - | 60 |
| Program structure | Scientific Area | Type | ECTS |
|---|---|---|---|
| PhD Thesis in Quantitative methods –operations research | Operational Investigation | Bianual | 120 |
| Total |
- |
- | 120 |
Specialization in Applied Mathematics
| Program structure | Scientific Area | Type | ECTS |
|---|---|---|---|
| Research design I | Organizational Behavior | Semester |
6 |
| Financial econometrics or Elective | Econometrics | Semester | 6 |
| Cross-Section and Panel Data Econometrics | Econometrics | Semester | 6 |
| Multivariate Statistics ou Elective | Statistics and Data Analysis | Semester | 6 |
| Philosophy of Mathematics or Elective | Mathematics | Semester | 6 |
| Econometric Methods | Econometrics |
Semester | 6 |
| Elective | Mathematics | Semester | 6 |
| Free Options | Non Specified | Semester | 6 |
| Specialization seminar in Quantitative methods – Applied Mathematics | Mathematics | Anual | 6 |
| Simulation or Option | Operational Investigation | Semester | 6 |
| Total | - | - | 60 |
| Program structure | Scientific Area | Type | ECTS |
|---|---|---|---|
| PhD Thesis in Quantitative methods – applied mathematics | Mathematics | Bianual | 120 |
| Total |
- | - | 120 |
Faculty
The reputation of the faculty and their varied research interests provide PhD students a unique opportunity to learn and interact with faculty of international caliber.
IBS Quantitative Methods faculty has a remarkable research history, regularly publishing in top scientific journals.
| Faculty | Research Interests |
|---|---|
| Abdul Suleman abdul.suleman@iscte.pt |
Fuzzy Sets Theory Statistical Applications of Fuzzy Sets; Multivariate Statistical Analysis; Latent Variables Models; Statistics of Extremes; Bayesian Statistics. |
| Álvaro Rosa alvaro.rosa@iscte.pt | Econometric Modelling; Negotiation and Strategy with Game Theory; Corporate Governance. |
| Anabela Costa Anabela.costa@iscte.pt | Evaluation of investment projects (in particular, R&D projects); Capital Budgeting Problems. |
| Diana Aldea Mendes diana.mendes@iscte.pt | Time Series Analysis and Forecasting; Low Dimensional Discrete Dynamical Systems; Symbolic Dynamics and Chaos Theory; Control and Synchronization; Nonlinear and Complex Economical models. |
| Elizabeth Reis elizabeth.reis@iscte.pt |
Multivariate Statistics and Data Analysis (Environmental behaviour, urban residuals separation and recycling, protected areas visitors segmentation); Marketing Research (youth consumer behavior, emergent adulthood); Survey Sampling (fixed and mobile phone surveys); Statistical demography (census quality). |
| Helena Ferreira Tavares helena.soares@iscte.pt | Algebraic Geometry; Classification of vector bundles: cohomological characterisation, stability, exceptionality. |
| João Figueira joao.figueira@iscte.pt |
Stochastic Processes; Probability; Mathematical applications to economy and management sciences. |
| José Dias Curto dias.curto@iscte.pt |
Econometrics; Statistics Time Series models; ARCH/GARCH Models; Applications to Finance. |
| José Bonito Filipe jose.filipe@iscte.pt | Mathematical Models for Natural; Resources. |
| José Gonçalves Dias jose.dias@iscte.pt | Finite mixture & latent class modelling, Computer intensive & Bayesian methods, Classification & clustering methods, Model selection & dimension, Bootstrap & bagging methods, Generalized linear mixed models, Spatial modelling; Consumer behaviour & demographic modelling, Conjoint analysis & choice modelling, Market heterogeneity & segmentation techniques, Market share modelling & market simulation; Modelling demographic and health microdata, Social marketing applications. |
| Luís Filipe Martins lfsm@iscte.pt |
Econometrics; Time Series; Applied Econometrics. |
| Manuela Magalhães Hill manuela.hill@iscte.pt | Econometric modelling applied to economics and management; Econometric Time Series; Data Analysis. |
| Manuel Alberto M. Ferreira manuel.ferreira@iscte.pt | Stochastic processes; Queues-applications in logistics and unemployment problems; Financial problems with stochastic modelling; Game Theory- theory and applications in strategic management and in natural resources management. |
| Maria do Carmo Botelho maria.botelho@iscte.pt | Survey Sampling; Robustness; Estimation Methods. |
| Maria de Fátima Salgueiro fatima.salgueiro@iscte.pt | Graphical Modelling; Latent Variables Models; Structural Equation Modelling; Latent Growth Curve Modelling; Longitudinal Data Analysis. |
| Maria João Lopes joao.carvalho@iscte.pt | Operational Research; Combinatorial Optimization; Design of Telecommunication Networks; Traveller's Problems. |
| Maria João Cortinhal maria.joao.carvalho@iscte.pt | Combinatorial Optimization; Localization Problems; Metaheuristics. |
| Marina Andrade marina.andrade@iscte.pt | Bayesian Statistics; Forensic Analysis & Applied Probability and Statistics in Forensic Identification Problems; Graphical Models & Use of Graphic Models in Forensic Identification Problems; Decision Theory; Path Models; Path Diagrams and Structural Equations; Models (SEM). |
| Margarida Santos Cardoso margarida.cardoso@iscte.pt | Quantitative Methods in the Statistics and Data Mining Domains; Quantitative methods for segmentation (clustering analysis) and positioning (MDS analysis); Evaluation of unsupervised techniques results: segments structures and positioning. |
| Nuno Rafael Ferreira nuno.ferreira@iscte.pt | Time Series and Cointegration; Non-linear Models in Dynamic Systems; Applications in Finance and Management; Regime-Switching Models: Thresholds, Smooth Transitions. |
| Paula Vicente paula.vicente@iscte.pt | Sampling; Survey Methodology; Market and Opinion Polls; Marketing Research. |
| Rosário Laureano maria.laureano@iscte.pt | Dynamic Models; Chaos Theory; Chaos Synchronization and Applications; Chaos Control Techniques. |
| Rui Menezes rui.menezes@iscte.pt | Time Series and Cointegration; Switching Regime Models; Kalman Filter Models; Econophysics and Chaos; Applications in Finance; Industrial and Labour Economics. |
| Sérgio Mendes sergio.mendes@iscte.pt | Operator Algebras; Number Theory and Langlands Program; Time series and Algebraic Methods. |
| Teresa Calapez teresa.calapez@iscte.pt | Multivariate Data Analysis; Statistical study of Variables in Gradate Scales; Nonlinear Principal Components Analysis. |
Selected Publications
Quantitative Methods faculty has an outstanding research track record, regularly publishing in national and international scientific journals, being active participants in the development of quantitative methodological solutions. Some of the recent publications:
2009
Adragão, T., J. Herberth, Marie-Claude Monier-Faugere, A. Branscum, A. Ferreira, J. Frazão, J. D. Curto & H. Malluche (2009), Low Bone Volume: A Risk Factor for Coronary Calcifications in Hemodialysis Patients, Clinical Journal of the American Society of Nephrology, 4, pp. 450-455.
Adragão, T., A. Pires, R. Birne, J. D. Curto, C. Lucas, M. Gonçalves & A. P. Negrão, A plain X-ray vascular calcification score is associated with arterial stiffness and mortality in dialysis patients, Nephrology Dialysis Transplantation (forthcoming).
Adragão, T., P. Branco, R. Birne, J. D. Curto, S. Silva, N. Rosa, C. Nascimento, E. Almeida, M. M. Prata, M. J. Pais, Bone mineral density, vascular calcifications and arterial stiffness in peritoneal dialysis patients, Peritoneal Dialysis International. (forthcoming).
Andrade, M. & Ferreira, M. A. M.; "Bayesian Networks in Forensic Identification Problems", Journal of Applied Mathematics, Vol. 2, nº 3, pp. 13-30, ISSN: 1337-6365.
Asche, F.; Menezes, R.; Dias, J.F.; "Price transmission in cross boundary supply chains", Empirica (forthcoming).
Câmara, C.; Diogo, C.; "Invertibility of Toeplitz operators and corona conditions in a strip", Journal of Mathematical Analysis and Applications (forthcoming).
Cardoso, M. G. M. S.; Carvalho, A.; "Quality indices for (practical) clustering evaluation", Intelligent Data Analysis (forthcoming).
Castro, P., Garrido, M., Reis, E. Menezes, J.; (2009) "Ambivalence and conservation behaviour - An exploratory study on the recycling of metal cans", Journal of Environmental Psychology, Vol. 29, nº1, pp 24-33. Elsevier.
Curto, J. D. & Pinto, J. (2009), The coefficient of variation asymptotic distribution in case of Non-iid random variables, Journal of Applied Statistics ISSN: 0266-4763, Vol. 36, No. 1, pp. 21-32.
Curto, J. D., Pinto, J. & G. Tavares (2009), Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions, Statistical Papers ISSN: 0932-5026, Volume 50 (2), 311-321.
Curto, J. D., Tomaz, J. & Pinto, J. (2009), A new approach to bad news effects on volatility: the Multiple-Sign-Volume sensitive regime EGARCH model (MSV-EGARCH), Portuguese Economic Journal ISSN: 1617-982X, 8, pp. 23-36.
Januário, C., Grácio, C., Mendes, D.A., Duarte, J.; "Measuring and controlling the chaotic motion of profits", International Journal of Bifurcation and Chaos, (forthcoming).
Martins, A. A.; Pinto, I.; Cardoso, Margarida G. M. S., "Multidimensional Unfolding and the Use of Alternative Input Scales", Journal of Targeting, Measurement and Analysis for Marketing, (forthcoming).
Martins, L.F. "Nonparametric Unit Root Tests and Dramatic Shifts with Infinite Variance Processes," Journal of Applied Statistics, (forthcoming).
Martins, L.F. and Gabriel, V.J. "New Keynesian Phillips Curves and Potential Identification Failures: a Generalized Empirical Likelihood Analysis," Journal of Macroeconomics. (forthcoming)
Miró-Roig, R. M., Soares, H., "Cohomological characterisation of Steiner bundles", Forum Math., (forthcoming).
Morais, A. I. & J. D. Curto; "Mandatory adoption of IASB standards: value relevance and country-specific factors", Australian Accounting Review, Wiley-Blackwell. (forthcoming).
Ramos, M. & Carvalho, H., "Os Métodos Quantitativos no Ensino Superior: uma tipologia de representações", Educação e Pesquisa. (forthcoming).
Selvarasu, A., Filipe, J. A., Ferreira, M.A.M. & Pedro. M. I. C., (2009) "Strategic Profit Model to Measure Indian Apparel Retail Performance". Journal of Applied Mathematics, pp. 127-146, ISSN: 1337-6365.
Teixeira, A.; Rosa, A.; Calapez, T.; (2009) "Statistical Power Analysis with Microsoft Excel: Normal Tests for One or Two Means as a Prelude to Using Non Central Distributions to Calculate Power", Journal of Statistics Education, Vol. 17 nº1.
Valle, P., Menezes, J., Reis, E., Rebelo, E.; (2009) "Reverse logistics for recycling: The customer service determinants", Int. Journal of Business Science and Applied Management, Vol. 4, nº1, pp. 1-17.
Vicente, P., Reis, E. Telephone surveys using mobile phones: an analysis of response rates, survey procedures and respondents' characteristics, Australasian Journal of Market and Social Research, 17, 2. (forthcoming).
Vicente, P., Reis, E. The mobile-only population in Portugal and its impact in a dual frame telephone survey, Survey Methods Research. (forthcoming).
Vicente, P., Reis, E., Santos, M.C.; Using mobile phone for survey research: a comparative analysis between data collected via mobile phones and fixed phones", International Journal of Market Research (forthcoming).
Vitória, P.D., Salgueiro, M.F., Silva, S.A., de Vries, H.; "The impact of social influence on adolescent intention to smoke: combining types and referents of influence", British Journal of Health Psychology (forthcoming).
2008
Andrade, M.; Ferreira, M.A.M.; Filipe, J.A.; Coelho, M.; (2008). "Paternity dispute: is it important to be conservative?", Journal of Applied Mathematics, vol. 1, 2, pp. 334-339, ISSN: 1337-6365.
Andrade, M., Ferreira, M. A. M., Filipe, J. A.; (2008). "Evidence evaluation in DNA mixture traces", Journal of Mathematics, Statistics and Allied Fields, (Scientific Journals International-Published online), Vol. 2, 2, pp. 1-5, ISSN: 1556-6757, Scientific Journals International.
Bentes, S., Menezes, R. and Mendes, D.A. (2008), Long Memory and Volatility Clustering: is the Empirical Evidence Consistent Across Stock Markets?, Physica A, vol. 387, 15, 3826-3830.
Brites, R.; Taylor, J.; Correia, F.; Farhangmehr, M.; Ferreira, J.B.; Machado, M.L.; Sarrico, C.; Sá, M.J.; (2008). "Strategic Enrolment Management: Improving Student Satisfaction and Success in Portugal", Higher Education Management and Policy, Vol. 20, n.º 1, pp. 120-137.
Coelho, M., Filipe, J. A., Ferreira, M. A. M., Pedro, M. I. C.; (2008). "Illegal fishing: an economic analysis", Aplimat-Journal of Applied Mathematics, Vol. 1 2, pp. 167-173, ISSN: 1337-6365, Slovak University of Technology in Bratislava.
Curto, J. D., Pinto, J. C.; (2008). "Correction note on new multicollinearity indicators", International Statistical Review, 76 (2), 298-299, Wiley-Blackwell.
Dias, J.G.; Vermunt, J.K.; (2008). "A bootstrap-based aggregate classifier for model-based clustering", Computational Statistics, Vol. 23, 643-659.
Ferreira, A., Hill, M.; (2008). "Organizational Cultures in Public and private Portuguese Universities: a case study", High Education, Springer, Vol. 55, 637-650.
Ferreira, M.A.M.; Filipe, J.A.; Coelho, M.; (2008). "A queue model for motor vehicles dismantling and recycling in a scarce energy ambience". Journal of Applied Mathematics, Vol. 1, 1, pp. 337-343, ISSN: 1337-6365.
Ferreira, M. A. M., Andrade, M., Filipe, J. A.; (2008). "The Ricatti Equation in the M|G|¥ System Busy Cycle Study", Journal of Mathematics, Statistics and Allied Fields (Scientific Journals International-Published online), Vol. 2, 1, pp. 1-5, ISSN: 1556-6757.
Filipe, J.A.; Ferreira, M.A.M.; Coelho, M.; (2008). "The drama of the commons. an application of Cournot-Nash model to the sardine in Portuguese waters. The effects of collusion", Journal of Agricultural, Food and Environmental Sciences (Scientific Journals International), Volume 2, 1, pp. 1-7, ISSN: 1934-7235.
Filipe, J. A., Ferreira, M. A. M., Coelho, M., Andrade, M.; (2008). "Anticommons destry value.. Portugal's aquaculture case", Aplimat - Journal of Applied Mathematics, Vol. 1, 2, pp. 296-299, ISSN: 1337-6365, Slovak University of Technology in Bratislava.
Filipe, J. A., Ferreira, M.A.M., Coelho, M., Pedro, M. I. C.; (2008). "Anti-Commons: How tragedies happen. Some cases and the evidences on Fisheries", China - USA Business Review, Vol. 7, Number 11, pp. 9-13, (Serial Number 65), ISSN 1537-1514, David Publishing Company, Chicago, IL, USA.
Filipe, J. A., Monteiro, J. C.; (2008). "Agency Conflicts and Competitive Interaction under Managerial Flexibility in Investment Decisions", Aplimat-Journal of Applied Mathematics. Vol. 1, 2, pp. 345-351, ISSN: 1337-6365, Slovak University of Technology in Bratislava.
Gomes, Orlando; Mendes, D. A.; Mendes, Vivaldo M., (2008) Bounded rational expectations and the stability of interest rate policy, Physica A, Volume 387(15), 3882-3890.
Mendes, Diana A.; Mendes, Vivaldo M., (2008) Stability analysis of an implicitly defined labor market model, Physica A, Volume 387(15), 3921-3930.
Mendes, D.A., Mendes, V. M., Sousa Ramos, J. and Gomes, O. (2008), Computing Topological Entropy in Asymmetric Cournot Duopoly Games with Homogeneous Players, Advanced Studies in Pure Mathematics, Vol. 100.
Menezes, R; Dionísio, A.; (2008). "Is price transmission symmetric over transnational value chains for codfish products?", Journal of Applied Mathematics, vol. 1, 2, 433-440, ISSN: 1337-6365.
Miró-Roig, R.M.; Soares, H.; (2008). "Stability of exceptional bundles on complete intersection 3-folds", Proc. Amer. Math. Soc. 136, 3751 - 3757.
Pedro, M.I.C.; Filipe, J.A.; Coelho, M.; Ferreira, M.A.M.; (2008). "Franchising-Iberian companies internationalization", Journal of Applied Mathematics, Vol. 1, 1, pp. 375-383, ISSN: 1337-6365.
Salgueiro, M.F.; Smith, P.W.F.; McDonald, J.W.; "The manifest association structure of the single-factor model: insights from partial correlations", Psychometrika 73 (4), 665-670.
Selvarasu, A., Pujar, S. R., Filipe, J. A., Kathiravan, C.; (2008). "A Sustainable Competitive Positional Advantage of English Dailies - A Research Proposal", Innovative Marketing Journal, Vol. 4, Issue 4, pp. 36-43, ISSN 1814-2427 (print); ISSN 1816-6326, Ukraine, Publishing Company "Business Perspectives".
Teixeira, A. e António, N.; (2008). "Theoretical and Historical Framework Underlying the QualStrategy Model", EuroAsia Journal of Management, Vol.8 No. 1, pp 37-50.
Vicente, P.; Reis, E.; "Factors influencing households' participation in recycling", Waste Management & Research, 26, 140-146. Sage.
2007
Curto, J.D.; Pinto, J.C.; (2007). "New multicollinearity indicators in linear regression models", International Statistical Review (ISI THOMSON ISSN: 0306-7734) - 75(1), pp. 114-121.
Dias, J.G.; Vermunt J.K.; (2007). "Latent class modeling of website users' search patterns. Implications for online market segmentation", Journal of Retailing and Consumer Services, 14, pp. 359-368.
Dias, J.G. (2007), Complete data information criteria for the Naive-Bayes model: A Monte Carlo study, Journal of the Korean Statistical Society, 36(3), 435-445.
Dias, J.G. (2007), Model selection criteria for model-based clustering of categorical time series data. A Monte Carlo study, in Decker, R. e H.-J. Lenz (eds.), Advances in Data Analysis, Berlim: Springer-Verlag, 23-30.
Dionísio, A.; Menezes, R.; Mendes, D.A.; Silva, J.V.; (2007). "Nonlinear dynamics within macroeconomic factors and stock market in Portugal 1993-2003", Applied Econometrics and International Development, Vol. 7-3, Setembro-Dezembro, Euro-American Association of Economic Development Studies (forthcoming).
Dionísio, A.; Menezes, R.; Mendes, D.A.; (2007). "On the integrated behaviour of nonstationary volatility in stock markets", Physica A, Vol. 382, Issue 1, pp. 58-65.
Esperança, J.P.; Hill, M.M.; Valente, A.C.; (2007). "Entry mode and HRH strategies of emerging multinationals: an empirical analysis of Portuguese firms entering the Spanish market", International Journal of Organizational Analysis, Emerald, Vol. 14, n.º 4 2006, pp. 260-277.
Ferreira, N.B.; Menezes, R.; Mendes, D.A.; (2007). "Asymmetric conditional volatility in international stock markets", Physica A, Vol. 382, Issue 1, pp. 73-80.
Fonseca, J.R.S.; Cardoso, M.G.M.S.; (2007). "Supermarket customers segments stability", Journal of Targeting, Measurement and Analysis for Marketing, 15 (4), pp. 210-221.
Fonseca, J.R.S.; Cardoso, M.G.M.S.; (2007). "Mixture-model cluster analysis using information theoretical criteria", Intelligent Data Analysis, 11(2), pp.155-173.
Gomes, O.; Mendes, V. M.; Mendes, D.; Sousa Ramos, J.; (2007). "Chaotic dynamics in optimal monetary policy", The European Physical Journal B, Vol. 57, No. 2, pp. 195-199.
Mendes, S.; Plymen, R.; (2007). "Base change and K-theory for GL(n) Journal of Noncommutative Geometry, December, n.º 1, pp. 311-331.
Pinto J. C. e Curto, J. D. , (2007) "The organizational configuration concept as a contribution to the performance explanation: the case of the pharmaceutical industry in Portugal", European Management Journal, Vol. 25 nº1, pp. 60-78. (ELSEVIER).
Soares, H.; (2007). "Steiner bundles on the hyperquadric Qn, n>=3", Communications in Algebra, 35 , n.º 12, pp. 4116-4136.
Tavares, A.; Curto, J.D.; Tavares, G.; (2007). "Modelling heavy tails and asymmetry using ARCH-type models with stable Paretian distributions", Nonlinear Dynamics, Vol. 51, n.º 1-2, pp. 231-243, Springer.
Vicente, P.; Reis, E.; (2007). "Segmenting households according to attitudes towards recycling in a Portuguese urban area", Resources, Conservation and Recycling, 52, 1, pp. 1-12, Elsevier.
2006
Brites, R.; Torres, A.; (2006). "European attitudes and values: the perspective of gender in a transverse analysis". Portuguese Journal of Social Sciences, Vol. 5, n.º 3, Bristol, Intellect Ltd, pp. 179-214.
Curto, J.D.; Pinto, J.C.; Fernandes, J.E.; (2006), "World equity markets: a new approach for segmentation", Finance a Úver - Czech Journal of Economics and Finance (ISI THOMSON ISSN: 0015-1920), 56, No. 7-8/2006, pp 344-360.
Dionísio, A.; Menezes, R.; Mendes, D.A.; (2006). "Entropy-based independence test", Nonlinear Dynamics, Vol. 44, n.º 1-4, Junho, pp. 351-357.
Dionísio, A.; Menezes, R.; Mendes, D.A.;" (2006). "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market", The European Physical Journal B, Vol. 50, pp. 161-164.
Incensi, F.; Soares, H.; (2006). "On some positive embeddings of P^d", Matematiche (Catania), vol. LXI, fasc. II, 371-383.
Mendes, A.B.; Cardoso, M.G.M.S.; (2006). "Clustering supermarkets: the role of experts", Journal of Retailing and Consumer Services, 13 (4), pp. 231-247.
Menezes, R.; Ferreira, N.B.; Mendes, D.A.; (2006). "Co-movements and asymmetric volatility in the Portuguese and U.S. stock markets", Nonlinear Dynamics, Vol. 44, n.º 1-4, Junho, pp. 359-366.
Oliveira, I.T.; (2006). "Portuguese fertility transition and the multiple response system", Journal of Family History, vol. 31, n.º 4, October, pp.413-421.
Padmadas, S.S.; Dias, J.G.; Willekens, F.J.; (2006). "Disentangling women's responses on complex dietary intake patterns from an Indian cross-sectional survey: a latent class analysis", Public Health Nutrition, 9(2), pp. 204-211.
Pinto, J.C.; Curto, J.D.; (2006). "The organizational configuration concept as a contribution to the performance explanation", European Management Journal (Elsevier), Volume 25(1), pp. 60-78.
Rubliková, E.; Hill, M.M.; (2006). "Modelling time series with conditional heteroscedasticity", Scientifica Papers, University of Pardobice n.º 10, pp. 139-147.
Salgueiro, M.F.; Smith, P.W.F.; McDonald, J.W.; (2006). "Power of edge exclusion tests for graphical log-linear models", Journal of Multivariate Analysis, 97(8), pp. 1691-1701.
2005
Cardoso, M.G.M.S.; Chambel, L.; (2005). "A valuation model for cut diamonds", International Transactions in Operational Research, 12, pp. 417-436.
Costa, J.; Natário, J.; (2005). "Homogeneous cosmologies from the quasi-Maxwell formalism", Journal of Mathematical Physics, 46, Agosto.
Dias, J.G.; Willekens; F.J.; (2005). "Model-based clustering of sequential data with an application to contraceptive use dynamics", Mathematical Population Studies, 12(3), pp. 135-157.
Dionísio, A.; Menezes, R.; Mendes, D.A.; Silva, J.V.; (2005). "Analysis of the relationship between stock market prices and macroeconomic and financial factors: a linear approach", Journal of International Finance and Economics, Vol. I, n.º 1, pp. 1-8.
Gouveia, L.; Lopes, M.J.; (2005). "The capacitated minimum spanning tree problem: on improved multistar constraints", European Journal of Operational Research, 160, pp. 47-62.
Mendes, D.A., Mendes, V. M., (2005). "Control of chaos in an OLG economic model", Journal of Physics, Vol. 23, 158-181.
Salgueiro, M.F.; Smith, P.W.F.; McDonald, J.W.; (2005). "Power of edge exclusion tests in graphical Gaussian models", Biometrika, 92(1), pp. 173-182.
Silva, A.L.; Cardoso, M.G.M.S.; (2005). "Predicting supermarket sales. The use of regression trees", Journal of Targeting, Measurement and Analysis for Marketing, Vol.13 (3), pp. 239-249.
Valle, P; Rebelo, E.; Reis, E.; Menezes, J.; (2005). "Combining Behavioral Theories to Predict Recycling Involvement", Environment and Behavior 37, pp. 364-396.
