University of Edinburgh
School of Mathematics
Probability and Stochastic Analysis Group
Memberships (Reasearch groups and other)
- EPSRC Associate Peer Review College, since 2018 Aug 22 -
- Fellow of the Higher Education Academy (HEA, UK)
- Certificate in recognition of attainment against the UKP rofessional Standards Framework for teaching and learning support in higher education (PgCAP)
- Recognition reference: PR138064. Date of Recognition: 01/12/2017
-
Berlin Mathematical
School, Berlin, (DE)
-
Centro de
Matemática e Aplicações - CMA/UNL Lisbon, (PT),
2009 to ---
-
Chair Financial Risks of the Risk Foundation, Paris, (FR),
2008 to 2009.
-
DFG Research Center
Matheon, Berlin, (DE), 2006 to 2008
Visits
- Oct 2019, 1 week visit to Ecole Polytechnique, Paris (FR) [with Prof.~P.~Tankov]
- Oct 2019, 1 week visit to University of Munich (LMU), Munich (DE) [with Dr.~T.~Meyer-Brandis]
- Feb 2018, 1 week visit to University of Columbia (USA) [with Dr.~L.~Lacker]
- Feb 2018, 1 week visit to University of Austin Texas (USA) [with Dr.~T.~Zariphopoulou]
- Oct.2017, 1 week visit to Humboldt University in Berlin (Germany) [with Dr.~P.~Imkeller]
- Oct 2013, 1 week visit to Ecole Polytechnique, Paris (FR) [with Dr.~E.~Gobet]
- Dec 2012, 1 week visit to the Oxform Man Institut, Oxford (UK)
- Dec 2012, 1 week visit to the Pireaus University/ Athens University of Economics and Business, Athens (Greece)
- Mar 2010, 1 week visit to the Humboldt university, Berlin (Germany)
- Mar 2007, 1 week visit to the Pacific institute for the mathematical sciences it the University of British Columbia, Vancouver (Canada)
Organization and co-organization of events
Organization and co-organization of events
- European Summer School in Financial Mathematics 14th edition, Edinburgh (Scotland/UK), Aug 20 - Sep 03 2021
- Mean-field games, energy systems, and other applications, Edinburgh (Scotland/UK), 01-05 April 2019
- Meeting in Stochastic analysis, Edinburgh (Scotland/UK), 28 January 2019
- Biennial International Society of Bayesian Analysis (ISBA) 2018 World Meeting, Edinburgh (Scotland/UK), 24-28 June 2018
- International Workshop on BSDEs, SPDEs and their Applications, Edinburgh (Scotland/UK), 3-7 July 2017
- MCMC and particle methods: sampling, inference and stochastic approximation, Edinburgh (Scotland/UK), 5-9 Sep 2016
- MIGSAA graduate course on stochastic pathwise integration and stochastic particle systems, Edinburgh (Scotland/UK), 18-21 April 2016
- Maxwell Institute Probability Day, April 2015, Edinburgh (Scotland/UK), 20 April 2015
- Maxwell Institute Probability Day, December 2014, Edinburgh (Scotland/UK), 08 December 2014
- New Trends in Computational Finance and Related Topics, Edinburgh (Scotland), 24-25 Apr, 2014
- Workshop New advances in Backward SDEs for financial engineering applications, Tamerza (Tunisia), 25-28 Oct, 2010
- Third SMAI European Summer School in Financial Mathematics, Paris (France), 23-27 Aug, 2010
- Second SMAI European Summer School in Financial Mathematics, Paris (France), 24-29 Aug, 2009
Scientific and Technical Committee roles
- 2024 5th International Conference on Computing, Networks and Internet of Things (CNIOT 2024), Tokyo (JP), May 24-26, 2024
- Role: Technical Program Committee member
- 2023 International Conference on Power, Electrical and Communication Engineering, Dalian (China), August 18th-20th, 2023
- Role: Technical Program Committee member
- 2023 7th International Conference on Data Mining, Communications and Information Technology (DMCIT 2023), Chongqing (China), May 26-28, 2023
- Role: Technical Program Committee member
- 2023 4th International Conference on Computing, Networks and Internet of Things (CNIOT 2023), Xiamen (China), May 26-28, 2023
- Role: Technical Program Committee member
- 2023 International Joint Conference on Information and Communication Engineering (JCICE 2023), Xi'an (China), Mar 17-19, 2023
- Role: Technical Program Committee member
- 2022 3rd International Conference on Computing, Networks and Internet of Things (CNIOT 2022), Qingdao (China), May 20-22, 2022
- Role: Technical Program Committee member
- 2022 International Conference on Energy Storage Technology and Power Systems (ESPS 2022), Guilin (China), Feb 25-27, 2022
- Role: Technical Program Committee member
- The Fifth International Conference on Physics, Mathematics and Statistics (ICPMS2022), Sanya (China), May 21-23, 2022
- Role: Technical Program Committee member
- International symposium on Backward Stochastic Differential Equations and their Applications, Annecy (France), June 29 - July 3rd 2020,
- Role: Program Scientific committee member
-
Machine Learning and Data Assimilation for Dynamical Systems - MLDADS 2019, Faro (PT), 12-14 June 2019.
- Role: Program committee member (this is part of the International Conference on Computational Science)
Grants
Personal grants
- AMaMeF exhange grant, 2009
- PhD grant, Portuguese Foundation for Science and Technology, 2004-2008
Event Organization grant
- 2019
- Organization of Mean-field games, energy systems, and other applications, Edinburgh (Scotland), 1, 2-5 April 2019, (pic here)
- Funder: ICMS, INI, UoE, GMJT
- Organization of Workshop in stochastic Analysis, Edinburgh (Scotland), 28 Jan 2019
- 2018
- 2017
- 2016
- Organization of MCMC and particle methods: sampling, inference and stochastic approximation, Edinburgh (Scotland), Sep 05, 2016 - Sep 08, 2016
- Organization of Mini-course in Pathwise integration and particle methods, Edinburgh (Scotland), 18 to 21 April 2016
- Funder: MIGSAA, IMA, UoE, HW
- 2014