Anúncios

Next week arrangements

12 junho 2022, 09:01 • Ana Maria Santos Ferreira Gorjão Henriques

Dear students,

I got covid!
Please check your email with the plan for next week.

Best regards
Ana

Project Presentations

26 abril 2022, 13:25 • Ana Maria Santos Ferreira Gorjão Henriques



Dear students,
Please send me (each group) your:

1. project title
2. paper reference
3. date preference(s) (let us try at most 2 talks per lecture!).

NOTE: Talks are to be announced (here) to colleagues with at least one week in advance.

Week 19
10/05 (10h) - Group 8
Title: Applications to Non-homogeneous Poisson Processes
Paper: Non-Homogeneous Poisson Process to Model Seasonal Events: Application to the Health Diseases.
International Journal of Statistics in Medical Research 4(4):337-346
DOI:10.6000/1929-6029.2015.04.04.4

W20
17/05
18/05

W21
24/05
25/05

W22
31/05
(9h45) - Group 2
Title: Monte Carlo Markov Chains in Cryptography
Paper: The Markov Chain Monte Carlo Revolution by Persi Diaconis
Bulletin of the American Mathematical Society 46(2), 179-205, 2009.

(10h05) - Group 9
Title: Multi-State Markov Model
Paper: Multi-state modelling with R: the msm package
https://cran.r-project.org/web/packages/msm/vignettes/msm-manual.pdf

01/06
(9h35) - Group 7
Title: An Introduction to Spatio-Temporal Point Processes
Paper: stpp: An R Package for Plotting, Simulating and Analysing Spatio-Temporal Point Patterns by Gabriel, Rowlingson and Diggle
http://www2.uaem.mx/r-mirror/web/packages/stpp/vignettes/stpp.pdf


W23
07/06
(10h05) - Group 5
Title:
Paper: Two Simulation Methods of Brownian Motion by Z Liu and Y Jia
Journal of Physics (2021 J. Phys.: Conf. Ser. 2012 012015)

08/06
(9h35) - Group 11
Title: Application of the Markov model in the Covid-19 pandemia
Paper: A Markov Model to Study College Re-opening Under Covid-19
https://www.researchgate.net/profile/Jorge_Romeu

W24
14/06
(9h45) - Group 3
Title: Use of non-homogeneous Poisson processPaper:  Use of non-homogeneous Poisson process in presence of change-points to analyze drought periods: a case study in Brazil
Achcar J., Coelho-Barros E.A. and Molina de Souza R., Environ. and Ecological Statistics 23, 405–419 (2016).

(10h05) - Group 1
Title: Chutes and Ladders
Paper: Chutes and Ladders by Michael Hochman
https://math.uchicago.edu/~may/REU2014/REUPapers/Hochman.pdf

15/06
(9h15) - Group 12
Title: Multi-strategy evolutionary games: A Markov chain approach
Paper: Multi-strategy evolutionary games: A Markov chain approach
(Hajihashemi and Samani, 2022)
https://doi.org/10.1371/journal.pone.0263979

(9h35) - Group 13
Title: Fractional Brownian Motion and its Application in Option Pricing
Papers: Fractional Brownian Motion in a Nutshell (by Georgiy S. 2014),
The Application of Fractional Brownian Motion in Option Pricing (by Qing-xin Z. 2015),
Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility (by Meng L. and Wang M. 2009)

W25
21/06
(10h05) - Group 10
Paper: Random Walks with Memory Applied to Grand Slam Tennis Matches Modelling by Tomas Kourim
(MathSport International 2019 Conference Proceedings)
http://library.utia.cas.cz/separaty/2019/SI/kourim-0506074.pdf?fbclid=IwAR3ALyOvkt3BIX3Z848xF30gLMWov2f3kPZyrlkC8SH-81w5FCb3Byh_0TM

22/06
(9h15) - Group 6
Title: Markov Decision Process: Apprenticeship Learning via Inverse Reinforcement Learning
Paper: Apprenticeship Learning via Inverse Reinforcement Learning, by Pieter Abbeel, Andrew Y. Ng
https://ai.stanford.edu/~ang/papers/icml04-apprentice.pdf

(9h35) - Group 4
Title: Electrical Grid State Estimation through Hidden Markov Model and Viterbi Algorithm
Paper: Solving ill-conditioned State-Estimation Problems in Distribution Grids with Hidden-Markov Models of Load Dynamics, by Inês L. Roça and Pedro M. S. Carvalho
DOI - 10.1109/TPWRS.2019.2928211

=======================

G1
Ana Sofia Mendes 95733
André Guimarães 95734
Duarte Fragoso 95741
João Camarneiro 95750

G2
Pedro Moreira 989111
Anthony Guilherme 101343
Ricardo Quintas 102154

G3
Marco Hövekenmeier 104241
Nicola Dal Cin 104444
Marcel Braasch 104495

G4
Mariana Lopes 102094
Tomás Van Loock 102112
Hélder Dias 46541

G5
João Palma 93390
Leonardo Alves 93392
Paulo Machado 93977

G6
Martim Rêgo 86480
Henrique Navas  89628
Vasco Carneiro 93359
Tiago Miranda 93416

G7
Marisa Pereira 88174
Alexandre Silva 90004
Ricardo Simões 93674

G8
Joana Ogura 102114
Giulio Vicentini 104277
Bruno Arivabene 104423

G9
Felipe Barletta (PhD)

G10
Beatriz Matias 95737
Catarina Gameiro Carvalho 95738
David Nassauer 95739

G11
André Borracha 58437
Jeanne Allocio 101513
Pierre Véron 101537

G12
Inês Lucas 93383
Maria do Carmo Costa 93399
Rita Santos 93414
G13
102207 Bárbara Gomes102223
Bruno Pires

Exams' dates and Work Groups

9 abril 2022, 17:19 • Ana Maria Santos Ferreira Gorjão Henriques

Dear students,

1. Confirmation of IPE exams dates:

Normal Season: 05/07/22, 18:00 - 20:00

Appeal Season: 19/07/22, 15:30 - 17:30  


2. I would like to ask you to send me - by email - the constitution of the Groups for the research project:

Please send - one email per group - with the number and name of each element, and the subject (or chapter) that will be addressed.


Thank you,

Ana Ferreira

Supporting Hours

17 março 2022, 14:21 • Ana Maria Santos Ferreira Gorjão Henriques

(e.g. for questions, extra exercises and project discussion)


Mondays  15h-16h45

Location: room P2 in maths building