REM - Artigos em Revistas Internacionais / Articles in International Journals
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- In memoriam: Tomas Björk (1947–2021)Publication . Gaspar, Raquel M.; Khapko, MarianaThis article celebrates the legacy of Tomas Björk. As we reflect on Tomas’ life and career, we explore his personal and professional journey, highlighting his most significant contributions to mathematical finance.
- Are scientific memes inherited differently from gendered authorship?Publication . Araújo, Tanya; Fontaínha, ElsaThis paper seeks to build upon the previous literature on gender aspects in research collaboration and knowledge diffusion. Our approach adds the meme inheritance notion to traditional citation analysis, as we investigate if scientific memes are inherited differently from gendered authorship. Since authors of scientific papers inherit knowledge from their cited authors, once authorship is gendered we are able to characterize the inheritance process with respect to the frequencies of memes and their propagation scores depending on the gender of the authors. By applying methods that enable the gender disambiguation of authors, missing data on the gender of citing and cited authors is dealt with. Our empirically based approach allows for investigating the combined effect of meme inheritance and gendered transmission. Results show that scientific memes do not spread differently from either male or female cited authors. Likewise, the memes that we analyse were not found to propagate more easily via male or female inheritance.
- Linearization of Gevrey flows on T ͩ with a Brjuno type arithmetical conditionPublication . Dias, João Lopes; Galvão, João PedroWe show that in the Gevrey topology, a d-torus flow close enough to linear with a unique rotation vector ω is linearizable as long as ω satisfies a novel Brjuno type diophantine condition. The proof is based on the fast convergence under renormalization of the associated Gevrey vector field. It requires a multidimensional continued fractions expansion of ω, and the corresponding characterization of the Brjuno type vectors. This demonstrates that renormalization methods deal very naturally with Gevrey regularity expressed in the decay of Fourier coefficients. In particular, they provide new linearization results including frequencies beyond diophantine in non-analytic topologies.
- Hyperbolicity through stable shadowing for generic geodesic flowsPublication . Bessa, Mário; Dias, João Lopes; Torres, Maria JoanaWe prove that the closure of the closed orbits of a generic geodesic flow on a closed Riemannian n ≥ 2 dimensional manifold is a uniformly hyperbolic set if the shadowing property holds C²- -robustly on the metric. We obtain analogous results using weak specification and the shadowing property allowing bounded time reparametrization.
- Hyperbolic polygonal billiards close to 1-dimensional piecewise expanding mapsPublication . Del Magno, Gianluigi; Dias, João Lopes; Duarte, Pedro; Gaivão, José PedroWe consider polygonal billiards with collisions contracting the reflection angle towards the normal to the boundary of the table. In previous work, we proved that such billiards have a finite number of ergodic SRB measures supported on hyperbolic generalized attractors. Here we study the relation of these measures with the ergodic absolutely continuous invariant probabilities (acips) of the slap map, the 1-dimensional map obtained from the billiard map when the angle of reflection is set equal to zero. We prove that if a convex polygon satisfies a generic condition called (*), and the reflection law has a Lipschitz constant sufficiently small, then there exists a one-to-one correspondence between the ergodic SRB measures of the billiard map and the ergodic acips of the corresponding slap map, and moreover that the number of Bernoulli components of each ergodic SRB measure equals the number of the exact components of the corresponding ergodic acip. The case of billiards in regular polygons and triangles is studied in detail.
- Expansiveness and hyperbolicity in convex billiardsPublication . Bessa, Mário; Dias, José Lopes; Torres, Maria JoanaWe say that a convex planar billiard table B is C²-stably expansive on a fixed open subset U of the phase space if its billiard map fB is expansive on the maximal invariant set ΛB,U = .Ո n∈Z f n B(U), and this property holds under C²-perturbations of the billiard table. In this note we prove for such billiards that the closure of the set of periodic points of fB in ΛB,U is uniformly hyperbolic. In addition, we show that this property also holds for a generic choice among billiards which are expansive
- The inversion of the spatial lag operator in binary choice models: Fast computation and a closed formula approximationPublication . Santos, Luís Silveira; Proença, IsabelThis paper presents a new method to approximate the inverse of the spatial lag operator, used in the estimation of spatial lag models for binary dependent variables. The related matrix operations are approximated as well. Closed formulas for the elements of the approximated matrices are deduced. A GMM estimator is also presented. This estimator is a variant of Klier and McMillen’s iterative GMM estimator. The approximated matrices are used in the gradients of the new iterative GMM procedure. Monte Carlo experiments suggest that the proposed approximation is accurate and allows to significantly reduce the computational complexity, and consequently the computational time, associated with the estimation of spatial binary choice models, especially for the case where the spatial weighting matrix is large and dense. Also, the simulation experiments suggest that the proposed iterative GMM estimator performs well in terms of bias and root mean square error and exhibits a minimum trade-off between computational time and unbiasedness within a class of spatial GMM estimators. Finally, the new iterative GMM estimator is applied to the analysis of competitiveness in the U.S. Metropolitan Statistical Areas. A new definition for binary competitiveness is introduced. The estimation of spatial and environmental effects are addressed as central issues.
- The mixed capacitated arc routing problem with non-overlapping routesPublication . Constantino, Miguel; Gouveia, Luís; Mourão, M. Cândida; Nunes, Ana CatarinaReal world applications for vehicle collection or delivery along streets usually lead to arc routing problems, with additional and complicating constraints. In this paper we focus on arc routing with an additional constraint to identify vehicle service routes with a limited number of shared nodes, i.e. vehicle service routes with a limited number of intersections. This constraint leads to solutions that are better shaped for real application purposes. We propose a new problem, the bounded overlapping MCARP (BCARP), which is defined as the mixed capacitated arc routing problem (MCARP) with an additional constraint imposing an upper bound on the number of nodes that are common to different routes. The best feasible upper bound is obtained from a modified MCARP in which the minimization criteria is given by the overlapping of the routes. We show how to compute this bound by solving a simpler problem. To obtain feasible solutions for the bigger instances of the BCARP heuristics are also proposed. Computational results taken from two well known instance sets show that, with only a small increase in total time traveled, the model BCARP produces solutions that are more attractive to implement in practice than those produced by the MCARP mode
- A note on the spatial approximation of PDEs with unbounded coefficients : The special one-dimensional casePublication . Gonçalves, F.F.; Grossinho, Maria do Rosário; Morais, E.We consider the spatial approximation of the Cauchy problem for a linear uniformly parabolic PDE of second order, with nondivergent operator and unbounded time- and space-dependent coefficients, where equation’s free term and initial data are also allowed to grow. We concentrate on the special case where the PDE has one dimension in space. As in [10], we consider a suitable variational framework and approximate the PDE problem’s generalised solution in the spatial variable, with the use of finite-difference methods, but we obtain, for this case, consistency and convergence results sharper than the corresponding results obtained in [10] for the more general multidimensional case.
- On the use of hedonic regression models to measure the effect of energy efficiency on residential property transaction prices : evidence for Portugal and selected data issuesPublication . Evangelista, Rui; Ramalho, Esmeralda A.; Silva, João Andrade eUsing a unique dataset of 256,000 residential property sales for Portugal, this paper reveals a clear sales premium for energy efficiency, which is more pronounced for apartments (13%) than for houses (5 to 6%). Price premiums tend to increase from 2009 to 2013, a period in which the Portuguese housing market was depressed. Quantile regression reveals that, when compared with the rest of the sample, the group of the most energy efficient properties receives a statistically relevant price premium, that is mostly stable across the entire spectrum of the conditional price distribution. Cross-country comparisons suggest that energy efficiency price premiums are higher than those found for central and northern European markets. Illustrations on the effect of data issues in hedonic regression models are provided. They show how the use of appraisal prices and explanatory variables with measurement errors may seriously bias energy efficiency partial effect estimates. In contrast, the omission of variables associated with the quality of the properties has not produced relevant distortions. Finally, it became apparent that the use of smaller datasets would have produced similar results, as no significance inflation was produced by the Portuguese large scale dataset.