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- Detailed Information
Diogo Pinheiro
Associate Professor
Mathematics
Location: 1119c Ingersoll Hall
Phone: 718.951.5000 x6914
Fax: 718.951.4674
Email:
Diogo Pinheiro's Web site
Diogo Pinheiro is an Associate Professor of Mathematics at Brooklyn College of the City University of New York. His main topics of research include dynamical systems and differential equations, both deterministic and stochastic, as well as stochastic optimal control and applications to fields such as economics, finance, and actuarial science.
Education:
Ph.D., University of Warwick (United Kingdom) - 2006 (Mathematics)
B.Sc., University of Porto (Portugal) - 2002 (Applied Mathematics)
Areas of Expertise:
Differential equations are a powerful tool for the modeling and study of a large number of phenomena in science and engineering. Pinheiro's research is focused on the study of the long-term qualitative properties of the solutions of differential equations and other systems evolving with time - dynamical systems. He is also interested in applications of differential equations and dynamical systems techniques to fields such as physics, economics, finance, and actuarial science.
Books and Publications
A.S. Mousa, D. Pinheiro, S. Pinheiro, A.A. Pinto, Optimal Consumption, investment and life-insurance purchase under a stochastically fluctuating economy. Optimization . Appeared online. (Books and Publications: Article (Peer-reviewed)) 2022
M. Ferreira, D. Pinheiro, and S. Pinheiro, "Optimal consumption, investment and life insurance selection under robust utilities". Submitted. (Books and Publications: Forthcoming Publications) 2022
M. Ferreira, D. Pinheiro, and S. Pinheiro, "Two-player zero-sum stochastic differential games with Markov-switching jump-diffusion dynamics". Submitted. (Books and Publications: Forthcoming Publications) 2022
N. Azevedo, D. Pinheiro, S. Pinheiro, Dynamic programming for semi-Markov modulated stochastic differential equations. Optimization 71: 2315-2342. (Books and Publications: Article (Peer-reviewed)) 2022
A. Araujo, W. Maldonado, D. Pinheiro, A.A. Pinto, and M. Choubdar Soltanahmadi. "Refinement of Dynamic Equilibrium using Small Random Perturbations." International Journal of Economic Theory 17: 258-283. (Books and Publications: Article (Peer-reviewed)) 2021
M. Ferreira, D. Pinheiro, S. Pinheiro, Two-player zero-sum stochastic differential game with a random horizon. Advances in Applied Probability 51: 1209-1235.
(Books and Publications: Article (Peer-reviewed)) 2019
N. Azevedo, D. Pinheiro, S.Z. Xanthopoulos and A.N. Yannacopoulos. "Contingent Claim Pricing Through a Continuous Time Variational Bargaining Scheme." Annals of Operations Research 260: 95-112. (Books and Publications: Article (Peer-reviewed)) 2018
N. Azevedo, D. Pinheiro, S.Z. Xanthopoulos and A.N. Yannacopoulos. "Who would invest only in the risk-free asset?." Int. J. Financ. Eng. 5 (2018) 1850024. (Books and Publications: Article (Peer-reviewed)) 2018
A.S. Mousa, D. Pinheiro, A.A. Pinto, "Optimal life-insurance selection and purchase within a market of several life-insurance providers." Insurance: Mathematics and Economics 67: 133-141. (Books and Publications: Article (Peer-reviewed)) 2016
A.S. Mousa, D. Pinheiro, A.A. Pinto, The existence of solution for a stochastic optimal control problem with a random horizon. Submitted. (Books and Publications: Forthcoming Publications) 2016
G. Del Magno, J. Lopes Dias, P. Duarte, J.P. Gaivão, D. Pinheiro, Polygonal billiards with strongly contractive reflection laws: a review of some hyperbolic properties. In: Difference Equations, Discrete Dynamical Systems and Applications, eds. L. Alseda i Soler et al. (Springer) 179-190. (Books and Publications: Book Chapter) 2016
A.S. Mousa, D. Pinheiro, A.A. Pinto. "A Consumption-investment problem with a diminishing basket of goods." In: Operational Research: IO 2013 - XVI Congress of APDIO., eds. J.P. Almeida et al. (Springer) 295-310. (Books and Publications: Book Chapter) 2015
A.S. Mousa, D. Pinheiro and A.A. Pinto. "A Family of Stochastic Optimal Control Problems With Multiple Random Time Horizons." Submitted. (Books and Publications: Forthcoming Publications) 2014
C.A.A. de Carvalho, M.M. Peixoto, D. Pinheiro and A.A. Pinto. "An Asymptotic Universal Focal Decomposition for Non-isochronous Potentials." Transactions of the American Mathematical Society 366: 2227-63. (Books and Publications: Article (Peer-reviewed)) 2014
G. Del Magno, J. Lopes Dias, P. Duarte, J.P. Gaivão and D. Pinheiro. "SRB Measures for Polygonal Billiards With Contracting Reflection Laws." Communications in Mathematical Physics 329: 687-723. (Books and Publications: Article (Peer-reviewed)) 2014
I. Duarte, D. Pinheiro, A.A. Pinto and S.R. Pliska. "Optimal Life Insurance Purchase, Consumption and Investment on a Financial Market With Multidimensional Diffusive Terms." Optimization 63: 1737-60. (Books and Publications: Article (Peer-reviewed)) 2014
N. Azevedo, D. Pinheiro and G.-W. Weber. "Dynamic Programming for a Markov-switching Jump-diffusion." Journal of Computational and Applied Mathematics 267: 1-19. (Books and Publications: Article (Peer-reviewed)) 2014
A. Araújo, J. Correia, P. Freitas, M. Grinfeld, J. Pavlova and D. Pinheiro. "Modelling Percolation and Fractal Structure in Aerogels." 92nd European Study Group With Industry. (Books and Publications: Article (Other)) 2013
D. Pinheiro, A.A. Pinto, S.Z. Xanthopoulos and A.N. Yannacopoulos. "A Projected Gradient Dynamical System Modeling the Dynamics of Bargaining." Journal of Difference Equations and Applications 19: 59-95. (Books and Publications: Article (Peer-reviewed)) 2013
N. Azevedo, D. Pinheiro, S.Z. Xanthopoulos and A.N. Yannacopoulos. "On a Variational Sequential Bargaining Pricing Scheme." Optimization 62: 1501-24. (Books and Publications: Article (Peer-reviewed)) 2013
G. Del Magno, P. Duarte, J. Lopes Dias, J.P. Gaivão and D. Pinheiro. "Chaos in the Square Billiard With a Modified Reflection Law." Chaos 22: 026106. (Books and Publications: Article (Peer-reviewed)) 2012
P. Freitas, J. Matos, J. Penedones and D. Pinheiro. "Modelling Fiber Flow in Fiberboard Manufacturing." 86th European Study Group With Industry. (Books and Publications: Article (Other)) 2012
C.A.A De Carvalho., M.M. Peixoto, D. Pinheiro and A.A. Pinto. "Renormalization and Focal Decomposition." In: Dynamics, Games and Science II, eds. M.M. Peixoto et al. (Springer) 25-40. (Books and Publications: Book Chapter) 2011
C.A.A. De Carvalho, M.M. Peixoto, D. Pinheiro and A.A. Pinto. "Focal Decomposition, Renormalization and Semiclassical Physics." Journal of Difference Equations and Applications 17: 1019-29. (Books and Publications: Article (Peer-reviewed)) 2011
D. Pinheiro and R.S. MacKay. "An Overview of the Behaviour of a Scattering Map for the Dynamics of Two Interacting Particles in a Uniform Magnetic Field." In: Nonlinear Science and Complexity, eds. J. Tenreiro Machado et al. (Springer) 375-80. (Books and Publications: Book Chapter) 2011
I. Duarte, D. Pinheiro, A.A. Pinto and S.R. Pliska. "An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems." In: Dynamics, Games and Science I, eds. M.M. Peixoto et al. (Springer) 271-86. (Books and Publications: Book Chapter) 2011
L. Boukas, D. Pinheiro, A.A. Pinto, S.Z. Xanthopoulos and A.N. Yannacopoulos. "Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets." Journal of Difference Equations and Applications 17: 1065-84. (Books and Publications: Article (Peer-reviewed)) 2011
L. Boukas, D. Pinheiro, A.A. Pinto, S.Z. Xanthopoulos and A.N. Yannacopoulos. "Three Behavioural Scenarios for Contingent Claims Valuation in Incomplete Markets." In: Nonlinear Science and Complexity, eds. J. Tenreiro Machado et al. (Springer) 221-28. (Books and Publications: Book Chapter) 2011
N. Azevedo, J. Correia, J. Guerra, J. Kennedy, D. Pinheiro and R. Smits. "Multiplier and Innovation Effect of the Engineering & Tooling Sector in Portugal." 81st European Study Group With Industry. (Books and Publications: Article (Other)) 2011
D. Pinheiro and R.S. MacKay. "Interaction of Two Charges in a Uniform Magnetic Field: Symmetries, Reduction and Non-integrability of the Planar Problem." In: Proceedings of the 3rd Nordic EWM Summer School for PhD Students in Mathematics. Eds. A.-M. Ernvall-Hytönen and C. Hollanti (TUCS General Publications) 199-204. (Books and Publications: Article (Other)) 2009
D. Pinheiro and R.S. MacKay. "Interaction of Two Charges in a Uniform Magnetic Field: II. Spatial Problem." Journal of Nonlinear Science 18: 615-66. (Books and Publications: Article (Peer-reviewed)) 2008
D. Pinheiro and R.S. MacKay. "Some Properties of the Dynamics of Two Interacting Particles in a Uniform Magnetic Field." In: Symmetry and Perturbation Theory, eds. G. Gaeta et al. (World Scientific) 267-68. (Books and Publications: Article (Other)) 2007
D. Pinheiro, A.A. Pinto, S.Z. Xanthopoulos and A.N. Yannacopoulos. "A Short Overview of Some Behavioural Scenarios for Derivative Pricing in Incomplete Markets." Proceedings in Applied Mathematics and Mechanics 7: 1060309-10. (Books and Publications: Article (Other)) 2007
D. Pinheiro and R.S. MacKay. "Interaction of Two Charges in a Uniform Magnetic Field: I. Planar Problem. Nonlinearity 19: 1713-45. (Books and Publications: Article (Peer-reviewed)) 2006
Awards, Honors and Fellowships
Community College Collaborative Research Incentive Grant (Co-PI): $15,000 (Grants and Fellowships) 2021
PSC-CUNY Award (reference TRADA-52-288): $3,500 (Grants and Fellowships) 2021
PSC-CUNY Award (reference TRADA-51-249): $3,500 (Grants and Fellowships) 2020
PSC-CUNY Award (reference TRADA-50-240): $3,500 (Grants and Fellowships) 2019
PSC-CUNY Award (reference TRADA-49-68): $3,500 (Grants and Fellowships) 2018
PSC-CUNY Award (reference TRADA-48-75): $3,450. (Grants and Fellowships) 2017
PSC-CUNY Award (reference TRADA-47-142): $3,450. (Grants and Fellowships) 2016
Travel award, Brooklyn College: $750. (Grants and Fellowships) 2016
PSC-CUNY Award (reference TRADA-46-251): $3,450. (Grants and Fellowships) 2015
PSC-CUNY Award (reference TRADA-45-487): $3,400. (Grants and Fellowships) 2014
Travel award, Brooklyn College: $813.61. (Grants and Fellowships) 2014
Scientific Community Support Fund, from Fundacao para a Ciencia e a Tecnologia, Portugal, for organization of the I Winter School on Stochastic Dynamics and Control in Finance and Economics Conference. Euro 900. (Grants and Fellowships) 2012
Three-year grant (reference: PTDC / BIA-BEC / 103484 / 2008) from Fundacao para a Ciencia e a Tecnologia, Portugal, for "Exploring Pathogen Diversity in Disease Epidemiology and Vaccine Research. Principal investigator: Gabriela Gomes. Euro 163,000. (Grants and Fellowships) 2010
Three-year grant (reference: PTDC / MAT / 105448 / 2008), from Fundacao para a Ciencia e a Tecnologia, Portugal, for "Randomness in Deterministic Dynamical Systems and Applications." Principal investigator: Joao Lopes Dias. Euro 105,911. (Grants and Fellowships) 2010
Postdoctoral three-year grant (reference: SFRH / BPD / 27151 / 2006) from Fundacao para a Ciencia e a Tecnologia, Portugal, for "Hamiltonian Dynamics and Applications." (Grants and Fellowships) 2006
Programa Gulbenkian de Estımulo a Investigacao 2006 award, from Calouste Gulbenkian Foundation, Portugal, for "Price Formation in Incomplete Markets" in the research area of stochastic analysis and financial mathematics. (Awards and Honors) 2006
Travel and accommodation short-time grant, CRM/NATO Scholarship, from CRM, Universite de Montreal, for participation in the Seminaire de Mathematiques Superieires / NATO Advanced Study Institute under the theme "Hamiltonian Dynamical Systems and Applications." C$1,190. (Grants and Fellowships) 2006
Member, Dynamical Systems and Applications research project, funded by a three-year grant (reference: POCTI / MAT / 55954 / 2004) from Fundacao para a Ciencia e a Tecnologia, Portugal. Principal investigator: Alberto Adrego Pinto. Euro 30,500. (Grants and Fellowships) 2005
Travel and accommodation short-time grant from Calouste Gulbenkian Foundation, Portugal, for participation in the Summer School and Conference in Dynamical Systems, International Center for Theoretical Physics, Trieste, Italy. Euro 900. (Grants and Fellowships) 2004
Introduction to Research grant from Faculty of Science, University of Porto, Portugal, for "Quantum Mechanics and Renormalization," under the supervision of Alberto Adrego Pinto. Six-month grant. (Grants and Fellowships) 2002
Ph.D. grant, reference SFRH / BD / 9239 / 2002, from FCT - Fundacao para a Ciencia e a Tecnologia, Portugal. Four-year grant. (Grants and Fellowships) 2002
"Professor Abılio Aires" prize, Faculty of Science, University of Porto, Portugal. (Awards and Honors) 2001
Conferences, Seminars and Symposiums
"On the motion of a charged particle interacting with a lattice of fixed charges under the influence of a uniform magnetic field", 2022 AMS Spring Western Virtual Sectional Meeting. (Conferences, Seminars and Symposiums: Contributed Talk) 2022
"On a stochastic differential game with a random planning horizon". Mathematics Department Colloquium. Brooklyn College. (Conferences, Seminars and Symposiums: Invited Talk) 2021
"On a two-player zero-sum stochastic differential game with Markov-switching jump-diffusion dynamics." EUROPT 2021 - 18th EUROPT Workshop on Advances in Continuous Optimization, Toulouse, France (online participation). (Conferences, Seminars and Symposiums: Invited Talk) 2021
"On a two-player zero-sum stochastic differential game with a random planning horizon." 17th e-Summer School on Risk, Finance and Stochastics, Athens, Greece (held virtually). (Conferences, Seminars and Symposiums: Invited Talk) 2020
"Canonical Quantization and the Schrodinger equation for the harmonic oscillator." Extremal Length Geometry Seminar. CUNY Graduate Center. New York. (Conferences, Seminars and Symposiums: Invited Talk) 2018
"The Bohr-Wilson-Sommerfeld quantization rule for the harmonic oscillator and the hydrogen atom." Extremal Length Geometry Seminar. CUNY Graduate Center. New York. (Conferences, Seminars and Symposiums: Invited Talk) 2018
"Least action principles and the equations of classical mechanics." Math Club Colloquium. Brooklyn College. (Conferences, Seminars and Symposiums: Invited Talk) 2017
"The existence of solution for a stochastic optimal control problem with a random horizon." EUROPT 2017 - 15th EUROPT Workshop on Advances in Continuous Optimization, Montréal, Canada. (Conferences, Seminars and Symposiums: Invited Talk) 2017
"Optimal Control of dynamical systems with multiple sources of uncertainty." The Dynamics of Complex Systems: A meeting in honour of the 60th birthday of Robert MacKay FRS. University of Warwick. United Kingdom. (Conferences, Seminars and Symposiums: Invited Talk) 2016
"An Optimization Criteria for the Existence of Risk Neutral Measures and Absence of Arbitrage." CEMAPRE Seminar. ISEG, University of Lisbon, Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2015
"Optimal Control of dynamical systems with multiple sources of uncertainty." Complex Analysis and Dynamics Seminar. CUNY Graduate Center. New York. (Conferences, Seminars and Symposiums: Invited Talk) 2015
"Refinement of Dynamic Equilibrium with Small Random Perturbations." Expectations in Dynamic Macroeconomic Models. Eugene, Oregon. (Conferences, Seminars and Symposiums: Conference Presentation) 2015
"Stochastic Optimal Control Problems With Model Uncertainty." Probability Seminar. CUNY Graduate Center. New York. (Conferences, Seminars and Symposiums: Invited Talk) 2015
"Stochastic Optimal Control Under Model Uncertainty." 6th One-day Meeting on Dynamical Systems. Lisbon, Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2015
"The Dynamic Programming Principle for Ordinary Differential Equations." Math Club Colloquium. Brooklyn College. (Conferences, Seminars and Symposiums: Invited Talk) 2015
"A Renormalization Scheme for the Focal Decompositions of a Family of Mechanical Systems."
3rd International Conference on Dynamics, Games and Science. Porto, Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2014
"Non-integrability of the Motion of a Charged Particle in a Lattice of Fixed Charges and Under the Effect of a Uniform Magnetic Field." Extremal Length Geometry Seminar. CUNY Graduate Center. New York. (Conferences, Seminars and Symposiums: Invited Talk) 2014
"Optimal Life Insurance, Consumption and Investment Decisions." Math Club Colloquium. Brooklyn College. (Conferences, Seminars and Symposiums: Invited Talk) 2014
"A Renormalization Scheme for the Focal Decompositions of a Family of Mechanical Systems." Complex Analysis and Dynamics Seminar. CUNY Graduate Center. New York. (Conferences, Seminars and Symposiums: Invited Talk) 2013
"A Stochastic Optimal Control Problem With Multiple Random Time Horizons." EUROPT 2013 - 11th EUROPT Workshop on Advances in Continuous Optimization. Florence, Italy. (Conferences, Seminars and Symposiums: Contributed Talk) 2013
"Dynamic Programming for a Jump-di usion With Markov Switching Coecients." Greek Stochastics Epsilon. Kalamata, Greece. (Conferences, Seminars and Symposiums: Contributed Talk) 2013
"Dynamic Programming for Itô Diffusions." Dynamical Systems Seminar. University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2013
"Dynamic Programming for Ordinary Differential Equations." Dynamical Systems Seminar. University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2013
"On a Stochastic Optimal Control Problem With Multiple Random Time Horizons." University of Évora Mathematics Seminar. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2013
"Stochastic Optimal Control Problems With Multiple Random Time Horizons and Applications in Finance." 10th Summer School on Stochastic Finance. Athens. (Conferences, Seminars and Symposiums: Invited Talk) 2013
Short course, "Topicos em Matematica Financeira." School of Management and Industrial Studies, Polytechnique Institute of Porto. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2013
Short course, "Analise de modelos de mercados nanceiros em tempo discreto." School of Management and Industrial Studies, Polytechnique Institute of Porto. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2012
"On the Dynamics of Bargaining." 8th Summer School on Stochastic Finance. Napflio, Greece. (Conferences, Seminars and Symposiums: Invited Talk) 2011
"The Chaotic Motion of a Charged Particle Moving in an Electric Lattice Under a Uniform Magnetic Field." International Workshop on Dynamical Systems -- Celebrating Mauricio Peixoto's 90th birthday. Rio de Janeiro. (Conferences, Seminars and Symposiums: Invited Talk) 2011
"A Renormalization Scheme for the Focal Decompositions of a Family of Mechanical Systems." 8th AIMS Conference on Dynamical Systems, Di erential Equations and Applications. Dresden, Germany. (Conferences, Seminars and Symposiums: Contributed Talk) 2010
"A Renormalization Scheme for the Focal Decompositions of a Family of Mechanical Systems." Séminaire Equations Différentielles. Université Paul Sabatier. Toulouse, France. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"A Universal Focal Decompositions for a Large Family of Mechanical Systems." International Conference on Modeling, Optimization and Dynamics. University of Porto. Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2010
"An Asymptotic Universal Focal Decomposition for a Family of Mechanical Systems." International Congress of Mathematicians. Hyderabad, India. (Conferences, Seminars and Symposiums: Contributed Talk) 2010
"An Asymptotic Universal Focal Decomposition for Non-isochronous Potentials and Some Consequences." Dynamical Systems Seminar. University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"Existence and Uniqueness of Solutions of Stochastic Differential Equations With Diffusive Term Driven by a Brownian Motion." Dynamical Systems Seminar. ISEG, Technical University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"First Fundamental Theorem of Mathematical Finance." Dynamical Systems Seminar. University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"Interacção entre a compra de seguro de vida, consumo e investimento em mercados financeiros." Jornadas de Matemática Financeira. Oliveira do Hospital. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"Optimal Life Insurance, Consumption and Investment." 3rd Conference on Nonlinear Science and Complexity. Ankara, Turkey. (Conferences, Seminars and Symposiums: Contributed Talk) 2010
"Optimal Life Insurance, Consumption and Investment." 7th Summer School on Stochastic Finance. Athens. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"Optimal Life Insurance, Consumption and Investment." CEMAPRE Seminar. ISEG, Technical University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"Optimal Life Insurance, Consumption and Investment." ECCS '10 European Conference on Complex Systems. Lisbon, Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2010
"Risk and Beliefs Updating Mechanisms for Contingent Claims Valuation in Incomplete Markets." EURO XXIV. Lisbon, Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2010
"Some Notes on Solitons and Hamiltonian PDEs." Informal Seminar. Université Paul Sabatier. Toulouse, France. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"Some Questions Regarding Behavioural and Dynamical Scenarios for Contingent Claims Valuation." Dynamical Systems Seminar. University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"The Chaotic Motion of a Charged Particle Moving in an Electric Lattice Under a Uniform Magnetic Field." Encontro Nacional da SPM. Leiria, Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2010
"The Chaotic Motion of a Charged Particle Moving in an Electric Lattice Under a Uniform Magnetic Field." Séminaire Equations Différentielles. Université Paul Sabatier. Toulouse, France. (Conferences, Seminars and Symposiums: Invited Talk) 2010
"Vaccination and Parameter Uncertainty on a SIS Epidemiological Model." 8th International Conference of Numerical Analysis and Applied Mathematics. Rhodes, Greece. (Conferences, Seminars and Symposiums: Contributed Talk) 2010
"An Asymptotic Universal Focal Decomposition for Non-isochronous Potentials and Some Consequences." 15th International Conference on Difference Equations and Applications. Estoril, Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2009
"An Asymptotic Universal Focal Decomposition for Non-isochronous Potentials and Some Consequences." Workshop on Conservative Dynamics and Symplectic Geometry. IMPA. Rio de Janeiro. (Conferences, Seminars and Symposiums: Contributed Talk) 2009
"An Overview of the Itô Formula." Dynamical Systems Seminar. ISEG, Technical University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2009
"Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets." 1st Porto Meeting on Mathematics for Industry. University of Porto. Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2009
"Construction of the Itô Integral." Dynamical Systems Seminar. ISEG, Technical University of Lisbon, Portugal, (Conferences, Seminars and Symposiums: Invited Talk) 2009
"Constructions of Brownian Motion I." Dynamical Systems Seminar. University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2009
"Constructions of Brownian Motion II." Dynamical Systems Seminar. University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2009
"Risk and Beliefs Updating Mechanisms for Contingent Claims Valuation in Incomplete Markets."
ECCS '09 European Conference on Complex Systems. University of Warwick. United Kingdom. (Conferences, Seminars and Symposiums: Contributed Talk) 2009
"Risk and Beliefs Updating Mechanisms for Contingent Claims Valuation in Incomplete Markets." 1st Annual UECE Lisbon Meetings: Game Theory and Applications. ISEG. Technical University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2009
"Some Properties and Extensions of the Itô Integral." Dynamical Systems Seminar. ISEG, Technical University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2009
"Two Charges in a Uniform Magnetic Field: Symmetries, Reduction and Non-integrability of the Planar Problem." 3rd Nordic EWM Summer School for Ph.D. Students in Mathematics. University of Turku. Finland. (Conferences, Seminars and Symposiums: Contributed Talk) 2009
"A Scattering Map for the Dynamics of Two Interacting Particles in a Uniform Magnetic Field." Dynamical Systems Seminar. University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2008
"Asymptotic Universality of Non-isochronous Potentials." CIM/UC Summer School in Dynamical Systems. University of Coimbra. Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2008
"Asymptotic Universality of Non-isochronous Potentials." Dynamics and Applications (in honor of Mauricio Peixoto and David Rand). Braga, Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2008
"Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets." CEMAPRE Seminar. ISEG, Technical University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2008
"Derivative Pricing in Incomplete Markets: A Dynamical Systems Approach." FEP Seminar. School of Economics and Business, University of Porto. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2008
"Interaction of Two Charges in a Uniform Magnetic Field: Symmetries, Reduction and the Scattering map." Encontro Nacional da SPM 2008. Coimbra, Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2008
"Interaction of Two Charges in a Uniform Magnetic Field: Symmetries, Reduction and the Scattering map." School and Workshop on Dynamical Systems. International Center for Theoretical Physics. Trieste, Italy. (Conferences, Seminars and Symposiums: Contributed Talk) 2008
"Three Behavioural Scenarios for Contingent Claims Valuation in Incomplete Markets." NSC 2008 - Nonlinear Science and Complexity. Polytechnique Institute of Porto, Portugal. (Conferences, Seminars and Symposiums: Contributed Talk) 2008
"Asymptotic Universality of Non-isochronous Potentials: The Universality of the Pendulum's Equilibrium." Equadi ff 07. Vienna. (Conferences, Seminars and Symposiums: Contributed Talk) 2007
"Derivative Pricing in Incomplete Markets: A Dynamical Systems Approach." 4th Summer School on Stochastic Finance. Chios, Greece. (Conferences, Seminars and Symposiums: Invited Talk) 2007
"Dinâmica da interacção de duas cargas sob a acção de um campo magnético uniforme." Analysis Seminar. Faculty of Science and Technology, New University of Lisbon. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2007
"Interacção de duas cargas sob a acção de um campo magnético uniforme." Mathematics Department Seminar. University of Minho. Guimarães, Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2007
"Interaction of Two Charges in a Uniform Magnetic Field: Symmetries, Reduction and the Scattering map." Dynamic Days Europe 2007. University of Loughborough. United Kingdom. (Conferences, Seminars and Symposiums: Contributed Talk) 2007
"Interaction of Two Charges in a Uniform Magnetic Field: Symmetries, Reduction and the Scattering map." SPT 2007 - Symmetry and Perturbation Theory. Otranto (Lecce), Italy. (Conferences, Seminars and Symposiums: Contributed Talk) 2007
"Topics in Price Formation in Single-period Markets I." Dynamics and Applications Seminar. University of Porto. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2007
"Topics in Price Formation in Single-period Markets II." Dynamics and Applications Seminar. University of Porto. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2007
"Topics in Price Formation in Single-period Markets III." Dynamics and Applications Seminar. University of Porto. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2007
"Interacção de duas cargas sob a acção de um campo magnético uniforme." Dynamical Systems Seminar. University of Porto. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2006
"Interaction of Two Charges in a Uniform Magnetic Field." Two-Day Conference on Geometry and Mechanics (in honor of Jerrold E. Marsden). University of Surrey. United Kingdom. (Conferences, Seminars and Symposiums: Contributed Talk) 2006
"Interaction of Two Charges in a Uniform Magnetic Field." Geometry and Dynamics of N-Body Problems. University of Manchester. United Kingdom. (Conferences, Seminars and Symposiums: Contributed Talk) 2005
"Interaction of Two Charges in a Uniform Magnetic Field." Workshop on Conservative Dynamics and Lagrangian Systems, IMPA. Rio de Janeiro. (Conferences, Seminars and Symposiums: Invited Talk) 2005
"The Universality of the Pendulum After Galileo." International Conference on Dynamical Systems. Angra dos Reis. Rio de Janeiro. (Conferences, Seminars and Symposiums: Contributed Talk) 2005
"Interacção de duas cargas sob a acção de um campo magnético uniforme." Geometry and Topology Seminar. University of Porto. Portugal. (Conferences, Seminars and Symposiums: Invited Talk) 2004
"Interaction of Two Charges in a Uniform Magnetic Field." Applied Mathematics Day. University of Warwick. United Kingdom. (Conferences, Seminars and Symposiums: Contributed Talk) 2004
"Interaction of Two Charges in a Uniform Magnetic Field." Hamiltonian Systems, Control and Plasma Physics. Frejus, France. (Conferences, Seminars and Symposiums: Contributed Talk) 2004
"Interaction of Two Charges in a Uniform Magnetic Field." Summer School and Conference in Dynamical Systems. International Center for Theoretical Physics. Trieste, Italy. (Conferences, Seminars and Symposiums: Contributed Talk) 2004
Professional Leadership
Co-organizer, "Optimal Control and Optimization in Finance, Commodity Trade, Insurance and Pension Fund Systems" special session, EUROPT 2022 - 19th EUROPT Workshop on Advances in Continuous Optimization. Caparica, Portugal. (Professional Leadership: Organizational Leadership Position) 2022
Co-organizer, "Optimal Control and Optimization in Economics, Finance and Management" special session, EUROPT 2021 - 18th EUROPT Workshop on Advances in Continuous Optimization. Toulouse, France. (Professional Leadership: Organizational Leadership Position) 2021
Co-organizer, "Optimal Control and Optimization in Economics, Finance and Management" special session, EUROPT 2019 - 17th EUROPT Workshop on Advances in Continuous Optimization. Glasgow, United Kingdom. (Professional Leadership: Organizational Leadership Position) 2019
Co-organizer, "Optimal Control and Optimization in Economics and Finance" special session, EUROPT 2018 - 16th EUROPT Workshop on Advances in Continuous Optimization. Almeria, Spain. (Professional Leadership: Organizational Leadership Position) 2018
Co-organizer, "Optimal Control and Applications" special session, EUROPT 2017 - 15th EUROPT Workshop on Advances in Continuous Optimization. Montreal, Canada. (Professional Leadership: Organizational Leadership Position) 2017
Member, program committee, ICORES 2017 - 6th International Conference on Operations Research and Enterprise Systems. Porto, Portugal. (Professional Leadership: Organizational Leadership Position) 2017
Member, program committee, ICORES 2016 - 5th International Conference on Operations Research and Enterprise Systems. Rome, Italy. (Professional Leadership: Organizational Leadership Position) 2016
Member, program committee, ICORES 2015 - 4th International Conference on Operations Research and Enterprise Systems. Lisbon, Portugal. (Professional Leadership: Organizational Leadership Position) 2015
Member, program committee, 11th International Conference on Computational Management Science. Lisbon, Portugal. (Professional Leadership: Organizational Leadership Position) 2014
Member, program committee, ICORES 2014 - 3rd International Conference on Operations Research and Enterprise Systems. Angers, France. (Professional Leadership: Organizational Leadership Position) 2014
Co-organizer, Advances in Portfolio Optimization and Related Subjects invited session, EUROPT 2013 - 11th EUROPT Workshop on Advances in Continuous Optimization. Florence, Italy. (Professional Leadership: Organizational Leadership Position) 2013
Member, organizing committee, 4th One-day Meeting on Dynamical Systems. ISEG, Technical University of Lisbon. Portugal. (Professional Leadership: Organizational Leadership Position) 2013
Member, organizing committee, 92nd European Study Group With Industry. Coimbra Institute of Engineering, Polytechnique of Coimbra. Portugal. (Professional Leadership: Organizational Leadership Position) 2013
Member, organizing committee, II Winter School on Stochastic Dynamics and Control in Finance and Economics. ISEG, Technical University of Lisbon. Portugal. (Professional Leadership: Organizational Leadership Position) 2013
Member, program committee, ICORES 2013 - 2nd International Conference on Operations Research and Enterprise Systems. Barcelona, Spain. (Professional Leadership: Organizational Leadership Position) 2013
Member, scientific committee, CIM International Conference and Advanced School: "Mathematics of Energy and Climate Change." Lisbon, Portugal. (Professional Leadership: Organizational Leadership Position) 2013
Member, scientific committee, CIM International Conference and Advanced School: Dynamics, Games and Science. Lisbon, Portugal. (Professional Leadership: Organizational Leadership Position) 2013
Member, organizing committee, 3rd One-day Meeting on Dynamical Systems. ISEG, Technical University of Lisbon. Portugal. (Professional Leadership: Organizational Leadership Position) 2012
Member, organizing committee, 4th Porto Meeting on Mathematics for Industry, Faculty of Science. University of Porto. Portugal. (Professional Leadership: Organizational Leadership Position) 2012
Member, organizing committee, 86th European Study Group With Industry. School of Engineering, Polytechnique of Porto. Portugal. (Professional Leadership: Organizational Leadership Position) 2012
Member, organizing committee, I Winter School on Stochastic Dynamics and Control in Finance and Economics. ISEG, Technical University of Lisbon. Portugal. (Professional Leadership: Organizational Leadership Position) 2012
Member, program committee, ICORES 2012 - 1st International Conference on Operations Research and Enterprise Systems. Vilamoura, Portugal. (Professional Leadership: Organizational Leadership Position) 2012
Member, organizing committee, 2nd One-day Meeting on Dynamical Systems - Jornadas Matematicas LXDS-CIM-SPM. University of Lisbon. Portugal. (Professional Leadership: Organizational Leadership Position) 2011
Member, organizing committee, 3rd Porto Meeting on Mathematics for Industry, Faculty of Science. University of Porto. Portugal. (Professional Leadership: Organizational Leadership Position) 2011
Member, organizing committee, 81st European Study Group With Industry. ISEG, Technical University of Lisbon. Portugal. (Professional Leadership: Organizational Leadership Position) 2011
Member, organizing committee, 1st One-day Meeting on Dynamical Systems, Faculty of Science. University of Lisbon. Portugal. (Professional Leadership: Organizational Leadership Position) 2010
Member, organizing committee, 2nd Porto meeting on Mathematics for Industry, Faculty of Science. University of Porto. Portugal. (Professional Leadership: Organizational Leadership Position) 2010
Member, scientific committee, International Conference on Modeling, Optimization and Dynamics. Faculty of Science, University of Porto. Portugal. (Professional Leadership: Organizational Leadership Position) 2010
Member, scientific committee, New Trends in Nanotechnology and Nonlinear Dynamical Systems. Cankaya University. Turkey. (Professional Leadership: Organizational Leadership Position) 2010
Organizer, Deterministic and Stochastic Behaviour in Applied Nonlinear Dynamics Symposium. 8th International Conference of Numerical Analysis and Applied Mathematics. Rhodes, Greece. (Professional Leadership: Organizational Leadership Position) 2010
Organizer, Mathematical Finance thematical session, Stream-Dynamical Systems and Game Theory, 24th European Conference on Operational Research. Lisbon, Portugal. (Professional Leadership: Organizational Leadership Position) 2010
Organizer, Stochasticity in Applied Nonlinear Dynamics Symposium, 3rd Conference on Nonlinear Science and Complexity. Ankara University. Turkey. (Professional Leadership: Organizational Leadership Position) 2010
Member, organizing committee, 1st Porto Meeting on Mathematics for Industry, Faculty of Science. University of Porto. Portugal. (Professional Leadership: Organizational Leadership Position) 2009
Member, organizing committee, 65th European Study Group With Industry, Faculty of Science. University of Porto. Portugal. (Professional Leadership: Organizational Leadership Position) 2008
Member, organizing committee, Hamiltonian Dynamics and Applications thematic session, Dynamics & Applications Conference. Braga, Portugal. (Professional Leadership: Organizational Leadership Position) 2008
Other Professional Activities
Member of the Advisory Board of the Suleyman Demirel University Faculty of Arts and Science Journal of Science. From 2017 to present. 2022
Member of the Editorial Board of Journal of Dynamics and Games (AIMS). From 2015 to present. 2022
Referee service for the following international peer-reviewed journals: Annals of Operations Research (Springer); Applied Mathematics and Computation (Elsevier); Applied Stochastic Models in Business and Industry (Wiley);
Bulletin of the Malaysian Mathematical Sciences Society (Springer); Central European Journal of Operations Research (Springer); Computational Management Science (Springer); Cuadernos de Economia (Universidad Nacional de Colombia); Ecological Complexity (Elsevier); Journal of Computational and Applied Mathematics (Elsevier); Journal of Computational Science (Elsevier); Journal of Difference Equations and Applications (Taylor & Francis); Journal of Dynamics and Games (American Institute of Mathematical Sciences);
Journal of Industrial & Management Optimization (American Institute of Mathematical Sciences). From 2009 to 2022
Referee service for the following international peer-reviewed journals:Journal of Mathematical Analysis and Applications (Elsevier); Mathematical Biosciences and Engineering (American Institute of Mathematical Sciences); Mathematical Methods in the Applied Sciences (Wiley); Mathematical Methods of Operations Research (Springer); Mathematical Problems in Engineering (Hindawi); Nonlinear Analysis Series B: Real World Applications (Elsevier); Numerical Algebra, Control and Optimization (American Institute of Mathematical Sciences); Optimal Control: Methods and Applications (Wiley); Optimization (Taylor & Francis); Quantitative Finance and Economics (American Institute of Mathematical Sciences); Review of Applied Management Studies (Elsevier); Royal Society Open Science (The Royal Society Publishing); and Teaching and Teacher Education (Elsevier). From 2009 to 2022
Referee service for chapters from the books: Mathematics of Planet Earth and Optimization in the Natural Sciences, both published by Springer. 2014
Referee service for chapters from the book: Modeling, Optimization and Bioenergy, published by Springer. 2013
Referee service, University of Porto Editorial (Porto University Press). 2012
Reviewer, Mathematical Reviews. Since 2012
Referee service for chapters from three books: Dynamics, Games and Science I; Dynamics, Games and Science II and Nonlinear Science and Complexity, all published by Springer. 2011
