• Research

    About Researches

    The Master's and Doctorate in Applied Mathematics and Data Science have multiple lines of academic, scientific and technological research, involving topics such as epidemiology, stochastic analysis, data science and statistics

Research Line

Control and Optimization is the area of Applied Mathematics that joins Optimal Control and Optimization. Optimal Control Theory studies optimization problems whose state variables are subject to differential equations, ordinary or partial, and whose dynamics depend on an independent variable called control. Optimization consists of searching for a better element, with respect to some criterion, in some set of available alternatives, while Stochastic Optimization is focused on the study of optimization problems involving uncertainties modeled by a stochastic process.

At FGV EMAp, we work on obtaining optimality conditions and on the study of convergence of algorithms for Optimal Control problems, and on its applications to models and problems originating in Biology. In the Optimization area, our research is focused on the development of algorithms for non-linear optimization problems, with emphasis on convex problems, non-smooth problems, variational inequalities and complementary eigenvalues problems. In Stochastic Optimization we work on the development and analysis of models and algorithms to solve multi-stage stochastic optimization problems and we study applications in finance, production management and logistics.

PROFESSORS

SELECTED PUBLICATIONS

  1. Vincent Guigues, Inexact Cuts in Stochastic Dual Dynamic Programming. SIAM Journal on Optimization, 2020;

  2. Vincent Guigues, Anatoli Juditsky & Arkadi Nemirovski. Non-asymptotic confidence bounds for the optimal value of a stochastic program. Optimization Methods and Software, 2017;

  3. M. Soledad Aronna, Monica Motta, Franco Rampazzo. A Higher-Order Maximum Principle for Impulsive Optimal Control Problems. SIAM Journal on Control and Optimization, 2020;

  4. M. Soledad Aronna, Joseph Frédéric Bonnans, Axel Kröner. Optimal Control of PDEs in a Complex Space Setting: Application to the Schrödinger EquationSIAM Journal on Control and Optimization, 2019;

  5. Alfredo N. Iusem, Alejandro Jofré, Roberto I. Oliveira, and Philip Thompson. Variance-Based Extragradient Methods with Line Search for Stochastic Variational InequalitiesSIAM Journal on Control and Optimization, 2019;

  6. Alfredo N. Iusem, Alejandro Jofré, Philip Thompson. Incremental Constraint Projection Methods for Monotone Stochastic Variational InequalitiesMathematics of Operations Research, 2018.

Finance and risk encompasses the systematic and mathematical study of various objects and situations in Finance, Economics and Actuarial Science. The main applied techniques are stochastic processes, control and optimization, numerical analysis, functional analysis and statistics. The area of ​​Quantitative Finance was born in 1900 with the dissertation Theory of Speculation by the French mathematician Louis Bachelier. Despite its importance in the development of the mathematical formalism of the Brownian movement, one of the most important objects of the 20th century in Applied Mathematics, it was only after a second birth of the area, with the publication of the article by Fisher Black and Myron Scholes in 1973, that the Quantitative Finance area gained importance.

At FGV EMAp, we are mainly interested in optimization and optimal stochastic control in algorithmic strategies, risk and rare event analysis, path dependency and modeling of volatility and dependency structures

PROFESSORS

SELECTED PUBLICATIONS

  1. Fouque, Jean-Pierre, Sebastian Jaimungal, and Yuri F. Saporito. Optimal trading with signals and stochastic price impact. SIAM Journal on Financial Mathematics, 2022;

  2. Saporito, Yuri F., and Zhaoyu Zhang. Path-dependent deep galerkin method: A neural network approach to solve path-dependent partial differential equations. SIAM Journal on Financial Mathematics, 2021;

  3. Koike, Takaaki, Yuri Saporito, and Rodrigo Targino. Avoiding zero probability events when computing Value at Risk contributions. Insurance: Mathematics and Economics, 2022;

  4. Targino, Rodrigo S., Gareth W. Peters, and Pavel V. Shevchenko. Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models. Insurance: Mathematics and Economics, 2015.

This line of research began worldwide with the development of Probability and the formal construction of the Brownian Movement in the early 20th century. This is probably one of the areas of mathematics with the most applications in the real world. From a theoretical point of view, we are interested in the study of Stochastic Differential Equations and the incorporation of path-dependence in several aspects of the theory.

In addition, another aspect of this line is the numerical resolution of differential equations, in particular random (RDEs) and stochastic (EDEs). The theory of EDEs and RDEs are themes, at the crossroads of differential equations and stochastic processes, with a wide variety of applications in the modeling of phenomena and practical situations in which the quantities of interest are subject to random disturbances. Since obtaining solutions to these equations is rarely possible, much attention is paid to the construction and study of approximation methods, with good qualitative properties, for their integration and simulation.

PROFESSORS

Data science is a field at the intersection of computer science and applied mathematics aiming at leveraging data to aid decision-making, model complex phenomena, and automate processes. To achieve those goals, data science comprises a vast collection of methods to extract and exploit data patterns (Machine Learning, Deep Learning), and to visually analyze data (data visualization). Since applying these methods often implies handling massive amounts of data, high-performance computing and efficient database systems are also instrumental in data science.

At FGV EMAp, we focus on fundamental research in Machine Learning, Deep Learning, and Data Visualization. Our methodologies often aim to solve significant applied problems in different areas including computational biology, medicine, pharmacology, criminology, law, remote sensing, agriculture, climate, sustainability, and software engineering.

PROFESSORS

SELECTED PUBLICATIONS

  1. Mateo Torres, Haixuan Yang, Alfonso E. Romero & Alberto Paccanaro. Protein function prediction for newly sequenced organisms. Nature Machine Intelligence, 2021;

  2. Diego Galeano, Shantao Li, Mark Gerstein & Alberto Paccanaro. Predicting the frequencies of drug side effects. Nature Communications, 2020;

  3. Rosa, L. E. C. L., & Oliveira, D. A.. Learning from Label Proportions with Prototypical Contrastive Clustering. AAAI Conference on Artificial Intelligence (AAAI), 2022;

  4. Borges Oliveira, D.A., Szwarcman, D., da Silva Ferreira, R. et al. A cyclic learning approach for improving pre-stack seismic processing. Nature Scientific Reports, 2021;

  5. Amauri Holanda, Diego Mesquita, Vikas Garg, Samuel Kaski. Provably expressive temporal graph networks. Advances in neural information processing systems (NeurIPS), 2022;

  6. Daniel Ramos, Diego Mesquita, Luigi Acerbi, Samuel Kaski. Parallel MCMC without embarrassing failures. Artificial intelligence and statistics (AISTATS), 2022;

  7. Lucas Emanuel Resck, Jean Ponciano, Luis Gustavo Nonato, Jorge Poco. LegalVis: Exploring and Inferring Precedent Citations in Legal Documents. IEEE Transactions on Visualization and Computer Graphics, 2022;

  8. Germain García-Zanabria, Marcos Medeiros Raimundo, Jorge Poco, Marcelo Batista Nery, Claudio T. Silva, Sergio Adorno, Luis Gustavo Nonato. CriPAV: Street-Level Crime Patterns Analysis and Visualization. IEEE Transactions on Visualization and Computer Graphics, 2021.

Mathematical epidemiology is an applied mathematics subject with more than a century of tradition, which incorporates ideas and methods from different branches of mathematics in the representation and analysis of its objects of study.    At EMAp, the Mathematical Epidemiology group studies how information on how communicable diseases can be treated from a quantitative point of view, differently from the classic statistical techniques well known in the medical field. In addition, the projects require a basic understanding of biological assumptions and the mathematical models that underlie infection models and the tools available today to extract biological information from these models.

PROFESSORS

SELECTED PUBLICATIONS

  1. Lara E. Coelho, Paula M. Luz, Débora C. Pires, Emilia M. Jalil, Hugo Perazzo, Thiago S. Torres, Sandra W. Cardoso, Eduardo M. Peixoto, Sandro Nazer, Eduardo Massad, Mariângela F. Silveira, Fernando C. Barros, Ana T.R. Vasconcelos, Carlos A.M. Costa, Rodrigo T. Amancio, Daniel A.M. Villela, Tiago Pereira, Guilherme T. Goedert, Cleber V.B.D. Santos, Nadia C.P. Rodrigues, Beatriz Grinsztejn, Valdilea G. Veloso, Claudio J. Struchiner. Prevalence and predictors of anti-SARS-CoV-2 serology in a highly vulnerable population of Rio de Janeiro: A population-based serosurvey. The Lancet Regional Health - Americas, 2022;

  2. Zachary J. Madewell, Natalie E. Dean, Jesse A. Berlin, Paul M. Coplan, Kourtney J. Davis, Claudio J. Struchiner, M. Elizabeth Halloran. Challenges of evaluating and modelling vaccination in emerging infectious diseases. Epidemics, 2021;

  3. M. S. Aronna, R. Guglielmi, L.M. Moschen. A model for COVID-19 with isolation, quarantine and testing as control measures. Epidemics, 2021;

  4. M. S. Aronna, R. Guglielmi, L.M. Moschen. Estimate of the rate of unreported COVID-19 cases during the first outbreak in Rio de Janeiro. Epidemics, 2022;

  5. Leonardo S. Bastos, Theodoros Economou, Marcelo F. C. Gomes, Daniel A. M. Villela, Flavio C. Coelho, Oswaldo G. Cruz, Oliver Stoner, Trevor Bailey, Claudia T.Codeço. A modelling approach for correcting reporting delays in disease surveillance dataStatistics in Medicine, 2019;

  6. Aurélio A. Araújo, Cláudia Codeço, Dayvison F. S. Freitas, Priscila M. de Macedo, Sandro A. Pereira, Isabella D. F. Gremião, Flávio Codeço Coelho. Mathematical model of the dynamics of transmission and control of sporotrichosis in domestic cats. PLOS ONE, 2023;

  7. Sabrina Simon, Marcos Amaku, Eduardo Massad. Effects of migration and vaccination on the spread and control of yellow fever in Latin American communities: a mathematical modelling study. The Lancet Planetary Health, 2022;

  8. Vinicius V.L. Albani, Jennifer Loria, Eduardo Massad, Jorge P. Zubelli. The impact of COVID-19 vaccination delay: A data-driven modeling analysis for Chicago and New York City. Vaccine, 2021;

  9. Michael D. Karcher, Luiz Max Carvalho, Marc A. Suchard, Gytis Dudas, Vladimir N. Minin. Estimating effective population size changes from preferentially sampled genetic sequences. PLOS Computational Biology, 2020;

  10. Gytis Dudas, Luiz Max Carvalho, Andrew Rambaut, Trevor Bedford. MERS-CoV spillover at the camel-human interface. eLife, 2018.

Statistics is the science of uncertainty, and has been playing and increasingly fundamental role in modern society. In Statistics, we use Mathematics and Computing to aid decision making by correctly quantifying uncertainty about scientific hypotheses. In general, this line of research is divided into theoretical, methodological and applied aspects involving data analysis.

At FGV EMAp, we seek to develop research in the following areas of Statistics: applications in Finance, Actuarial Sciences, Medicine and Epidemiology; Monte Carlo simulation for Bayesian inference; Spatio-temporal and network models.

PROFESSORS

SELECTED PUBLICATIONS

  1. Genari J, Goedert GT, Lira SHA, Oliveira K, Barbosa A, et al. Quantifying protocols for safe school activities. PLOS ONE, 2022;

  2. Silva, P. J. S., Sagastizábal, C., Nonato, L. G., Struchiner, C. J., & Pereira, T. Optimized delay of the second COVID-19 vaccine dose reduces ICU admissions. Proceedings of the National Academy of Sciences, 2021;

  3. Carvalho, Luiz & Ibrahim, Joseph. On the normalized power prior. Statistics in Medicine, 2021;

  4. Luiz M. Carvalho. Daniel A. M. Villela. Flavio C. Coelho. Leonardo S. Bastos. Bayesian Inference for the Weights in Logarithmic Pooling. Bayesian Anal., 2023;

  5. Peters, Gareth & Targino, Rodrigo & Wüthrich, Mario. Full Bayesian analysis of claims reserving uncertainty. Insurance: Mathematics and Economics, 2017;

  6. Cyril Bénézet, Emmanuel Gobet, Rodrigo Targino. Transform MCMC schemes for sampling intractable factor copula models. Methodology and Computing in Applied Probability (in press). 2021.

  • Heterogeneous data integration methods for patient similarity networks. Briefings in Bioinformatics, v. 1, p. 1, 2022. Qualis: A1. Em colaboração com Gliozzo, Jessica; Mesiti, Marco; Notaro, Marco; Petrini, Alessandro; Patak, Alex; Puertas-Gallardo, Antonio; Valentini, Giorgio; Casiraghi, Elena.
  • Unlike Chloroquine, Mefloquine Inhibits SARS-CoV-2 Infection in Physiologically Relevant. Cells. Viruses-Basel, v. 14, p. 374, 2022. Qualis: S/C. Em colaboração com Sacramento, Carolina Q.; Fintelman-Rodrigues, Natalia; Dias, Suelen S. G.; Temerozo, Jairo R.; Da Silva, Aline de Paula D.; Da Silva, Carine S.; Blanco, Camilla; Ferreira, André C.; Mattos, Mayara; Soares, Vinicius C.; Pereira-Dutra, Filipe; Miranda, Milene Dias; Barreto-Vieira, Debora F.; Da Silva, Marcos Alexandre N.; Santos, Suzana S.; Torres, Mateo; Chaves, Otávio Augusto; Rajoli, Rajith K. R.; Owen, Andrew; Bou-Habib, Dumith-Chequer; Bozza, Patricia T.; Souza, Thiago Moreno L.
  • Machine Learning and Network Medicine approaches for Drug Repositioning for Covid-19. Cell Patterns, 2022. Qualis S/C. Em colaboração com Santos, S.; Torres, M.; Galeano, D.; Sanchez, M.; Cernuzzi, L.;
  • Machine Learning Prediction of Side effects for Drugs in Clinical Trials. Cell Reports Methods  2, (12), 100358, 2022. Qualis S/C. Em colaboração com Galeano, Diego; 
  • Modelação Da Valência Verbal Numa Gramática Computacional do Português no Formalismo HPSG. Domínios de Lingu@Gem, v.16, nº4, 2022. Qualis O/B2. Em colaboração com Alencar, Leonel Figueiredo de.
  • Proposal in Creating a Semantic Repository for Digital 3D Replicas: The Case of Modernist Sculptures in Public Spaces of Rio De Janeiro. Knowledge Organization, v. 49, p. 151-171, 2022. Qualis: B1. Em colaboração com Lemos, Daniela Lucas da Silva; Martins, Dalton LOPES; Martins, Luciana Conrado; Do Carmo, Daniele.
  • Algebraic curves and foliations. Bulletin of the London Mathematical Society, v. *55, p. *410-*427, 2022. Qualis: A2. Em colaboração com Movasati, Hossein; Hertling, Claus.
  • Convite para conhecer o Checklist para Relato Teórico em Estudos Epidemiológicos (CRT-EE). Physis. Revista de Saúde Coletiva (online), v. 32, p. 1, 2022. Qualis: S/C. Em colaboração com Souza Filho, Breno Augusto Bormann de; Tritany, Érika Fernandes; Arana, Gustavo Alonso Cabrera.
  • Convite para conhecer o Checklist para Relato Teórico em Estudos Epidemiológicos (CRT-EE). Physis. Revista de Saúde Coletiva (online), v. 32, p. e320402, 2022. Qualis: S/C. Em colaboração com Souza Filho, B. A. B.; Tritany, E. F.; Arana, G. A. C.
  • Prevalence and predictors of anti-SARS-CoV-2 serology in a highly vulnerable population of Rio de Janeiro: A population-based serosurvey. The Lancet Regional Health - Americas, v. 15, p. 100338, 2022. Qualis: S/C. Em colaboração com Coelho, Lara E.; Luz, Paula M. ; Pires, Débora C.; Jalil, Emilia M.; Perazzo, Hugo; Torres,  Thiago  S.; Cardoso, Sandra W.; Peixoto, Eduardo M.; Nazer Sandro; Massad, Eduardo ; Silveira, Mariangela F.; Barros, Fernando C.; Vasconcelos, Ana T.R. ; Costa, Carlos A.M. ; Amancio, Rodrigo T.; Villela, Daniel A.M.; Pereira, Tiago ; Goedert, Guilherme T.; Santos, Cleber V.B.D. ; Rodrigues, Nadia C.P. ; Grinsztejn, Beatriz ; Veloso, Valdilea G. 
  • Robust evidence of Bolsa Família Programme's benefits. Lancet HIV, v. 9, p. e669-e670, 2022. Qualis: O/A1. Em colaboração com Luz, Paula M.
  • Quantifying protocols for safe school activities. PLoS One, v. 17, p. e0273425, 2022. Qualis: O/A2. Em colaboração com Genari, Juliano; Goedert, Guilherme T.; Lira, Sergio H. A.; Oliveira, Krerley; Barbosa, Adriano; Lima, Allysson; Silva, José Augusto; Oliveira, Hugo; Maciel, Mauricio; Ledoino, Ismael; Resende, Lucas; Dos Santos, Edmilson Roque; Marchesin, Dan; Pereira, Tiago.
  • Relato teórico: reflexões e considerações para autores, revisores e editores. Revista de Saúde Pública (online), v. 56, p. 30, 2022. Qualis: O/A2. Em colaboração com Souza Filho, Breno Augusto Bormann de; Tritany, Érika Fernandes.
  • Relato Teórico: Reflexões e Considerações para Autores, Revisores e Editores. Revista de Saúde Pública (online), v. 56, p. 1-7, 2022. Qualis: O/A2. Em colaboração com Souza Filho, B. A. B.; Tritany, E. F.
  • Bayesian Multilateration. IEEE SIGNAL PROCESSING LETTERS, v. 29, p. 962-966, 2022. Qualis: A1. Em colaboração com Alencar, Alisson S. C.; Mattos, Cesar L. C.; Gomes, Joao P. P.
  • Reaching the malaria elimination goal in Brazil: a spatial analysis and time-series study. Infectious Diseases of Poverty, v. 11, p. 39, 2022. Qualis: O/A2. Em colaboração com Laporta, Gabriel Zorello; Grillet, Maria Eugenia; Rodovalho, Sheila Rodrigues; Sallum, Maria Anice M. 
  • Correction to: Some Problems with the Dirac Delta Function: Divergent Series in Physics. Brazilian Journal of Physics, v. 52, p. 76, 2022. Qualis: O/B1. Em colaboração com Amaku, Marcos ; Coutinho, Francisco A. B.; Éboli, Oscar J. P.
  • Vector control strategies in Brazil: a qualitative investigation into community knowledge, attitudes and perceptions following the 2015-2016 Zika virus epidemic. BMJ Open, v. 12, p. e050991, 2022. Qualis: O/A2. Em colaboração com Bancroft, Dani; Power, Grace M; Jones, Robert T.; Iriat, Jorge Bernstein; Preet, Raman; Kinsman, John; Logan, James G. 
  • Epidemiology and costs of dengue in Brazil: a systematic literature review. International Journal of Infectious Diseases, v. 122, p. 521-528, 2022. Qualis: O/A3. Em colaboração com Junior, João Bosco S.; Lobao-Neto, Abner; Kastner, Randee; Oliver, Louisa; Gallagher, Elaine.
  • Prevalence and predictors of anti-SARS-CoV-2 serology in a highly vulnerable population of Rio de Janeiro: A population-based serosurvey. The Lancet Regional Health - Americas, v. 15, p. 100338, 2022. Qualis: S/C. Em colaboração com Coelho, Lara E.; Luz, Paula M.; Pires, Debora C. ; Jalil, Emilia M. ; Perazzo, Hugo; Torres, Thiago S. ; Cardoso, Sandra W.; Peixoto, Eduardo M. ; Nazer, Sandro; Silveira, Mariangela F. ; Barros, Fernando C.; Vasconcelos, Ana T.R. ; Costa, Carlos A.M. ; Amancio, Rodrigo T.; Villela, Daniel A.M.; Pereira, Tiago; Goedert, Guilherme T. ; Santos, Cleber V.B.D.; Rodrigues, Nadia C.P.; Grinsztejn, Beatriz; Veloso, Valdilea G.; Struchiner, Claudio J.
  • On the role of financial support programs in mitigating the SARS-CoV-2 spread in Brazil. BMC Public Health, v. 22, p. 1781, 2022. Qualis: O/A2. Em colaboração com Albani, Vinicius V. L.; Albani, Roseane A. S.; Bobko, Nara; Zubelli, Jorge P.
  • Nowcasting and forecasting COVID-19 waves: The recursive and stochasticnature of transmission. Royal Society OpenScience. Qualis: S/C. Em colaboração com Albani, V.V.L.; Albani, R. A. S.; Zubelli, J.P.;
  • Differences in Placental Histology between Zika Virus-infected Teenagers and OlderWomen International Journal of Gynecological Pathology. Qualis: O/B1. Em colaboração com Pinto, C.A.L.; Santos, G.R.; Consortium, Z.; Passos, S.D.; Prudente, R.C.S.;
  • Time to death and risk factors associated with mortality among COVID-19 cases in countries within the Who African region in the early stages of the COVID-19 pandemic. Epidemiology and Infection, v. 150, p. e73, 2022. Qualis: O/A1. Em colaboração com Impouma, Benido; Carr, Aice L. J.; Spina, Alexander; Mboussou, Franck; Ogundiran, Opeayo; Moussana, Fleury; Williams, George Sie; Wolfe, Caitlin M.; Farham, Bridget; Flahault, Antoine ; Codeço T., Claudia; Abbate, Jessica L.; Keiser, Olivia.
  • Bayesian Inference for the Weights in Logarithmic Pooling. Bayesian Analysis, v. -1, p. 1, 2022. Qualis: A1. Em colaboração com Carvalho, Luiz M.; Villela, Daniel A. M.; Bastos, Leonardo S.
  • An in-depth statistical analysis of the COVID-19 pandemics initial spread in the WHO African region. BMJ Global Health, v. 7, p. e007295, 2022. Qualis: O/A3. Em colaboração com James, Ananthu; Dalal, Jyoti; Kousi, Timokleia; Vivacqua, Daniela; Camara, Daniel C. P.; Dos Reis, Izabel Cristina; Botero Mesa, Sara; N., Wignston; Ansobi, Papy; Bianchi, Lucas M.; Lee, Theresa M.; Ogundiran, Opeayo; Stoll, Beat ; Chimbetete, Cleophas; Mboussou, Franck; Impouma, Benido; Hofer, Cristina B.; Keiser, Olivia; Abbate, Jessica LEE.
  • Faster indicators of chikungunya incidence using Google searches. PLoS Neglected Tropical Diseases, v. 16, p. e0010441, 2022. Qualis: B1. Em colaboração com Miller, Sam; Preis, Tobias; Mizzi, Giovanni; Bastos, Leonardo Soares; Gomes, Marcelo F. Da Costa; Codeço, Claudia Torres; Moat, Helen Susannah.
  • Fast expansion of dengue in Brazil. The Lancet Regional Health - Americas, v. 12, p. 100274, 2022. Qualis: S/C. Em colaboração com Codeço, Claudia T.; Oliveira, Sara S.; Ferreira, Danielle A.C.; Riback, Thais I.S.; Bastos, Leonardo S.; Lana, Raquel M.; Almeida, Iasmim F.; Godinho, Vinicius B.; Cruz, Oswaldo G.
  • Leveraging human resources for outbreak analysis: lessons from an international collaboration to support the sub-Saharan African COVID-19 response. BMC Public Health, v. 22, p. 1, 2022. Qualis: O/A1. Em colaboração com Botero-Mesa, Sara; Nwosu, Kenechukwu Wicht, Bertil; Venkatasubramanian, Akarsh; Wagner, Olena; Valera, Camille; Nguimbis, Benedict; Camara, Daniel; Reis, Izabel; Mahdiani, Morteza; Onsimbie, Papy Ansobi; Diallo, Papa Amadou Niang; Jacques, Léa; Muloliwa, Artur Manuel; Bougma, Moussa; Mukavhi, Leckson; Kaneria, Adit; Peruvemba, Ram; Gupta, Ajay; Triulzi, Isotta; James, Ananthu; Carrara, Verena; Ngambi, Wingston, et al.;
  • COVID-19 in Switzerland real-time epidemiological analyses powered by EpiGraphHub. Scientific Data, v. 9, p. 707, 2022. Qualis: O/B1. Em colaboração com Araujo, Eduardo Correa; Keiser, Olivia.
  • Global convergence of Riemannian line search methods with a Zhang-Hager-type condition. Numerical Algorithms 91, 1183-1203; Qualis A2
  • An extended delayed weighted gradient algorithm for solving strongly convex optimization problems;Journal of Computational and Applied Mathematics; Volume 416, 15 December 2022; Qualis A1. Em colaboração com Andreani, Roberto; Raydan, Marcos; Secchin, Leonardo;
  • An explicit numerical scheme for the computer simulation of the stochastic transport equation. Communications in Nonlinear Science and Numerical Simulation, v. 110, p. 106378, 2022. Qualis A1. Em colaboração com Oliveira, C.
  • A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems. Applied Numerical Mathematics, v. x, p. 01-25, 2022. Qualis A2.
  • JamVis: exploration and visualization of traffic jams. European Physical Journal-Special Topics, v. 1, p. 1, 2022. Qualis O/A2. Em colaboração com Rodriguez, Elio; Ferreira, Nivan.
  • Exploring scientific literature by textual and image content using Drift. Computers & Graphics-UK; v. 103, p. 140-152, 2022. Qualis: A2. Em colaboração com Pocco, Ximena; Da Silva, Tiago; Nonato, Luis Gustavo; Gomez-Nieto, Erick.
  • How Do Curricular Design Changes Impact Computer Science Programs: A Case Study at San Pablo Catholic University in Peru. Education Sciences, v. 12, p. 242, 2022. Qualis: A2. Em colaboraçao com Gutierrez-Pachas, Daniel A.; Garcia-Zanabria, Germain; Cuadros-Vargas, Alex J.; Camara-Chavez, Guillermo; Gomez-Nieto Erick.
  • SDA-Vis: A Visualization System for Student Dropout Analysis Based on Counterfactual Exploration. Applied Sciences-Basel, v. 12, p. 5785, 2022. Qualis: O/B1. Em colaboração com Garcia-Zanabria, Germain; Gutierrez-Pachas, Daniel A.; Camara-Chavez, Guillermo; Gomez-Nieto, Erick.
  • LegalVis: Exploring and Inferring Precedent Citations in Legal Documents. IEEE Transactions on visualization and Computer Graphics, v. 1, p. 1-1, 2022. Qualis: A1. Em colaboração com Resck, Lucas Emanuel; Ponciano, Jean R.; Nonato, Luis Gustavo.
  • LargeNetVis: Visual Exploration of Large Temporal Networks Based on Community Taxonomies. Ieee Transactions on Visualization and Computer Graphics, v. 1, p. 1-11, 2022. Qualis: A1. Em colaboração com Linhares, Claudio D. G.; Ponciano, Jean R.; Pedro, Diogenes S.; Rocha, Luis E. C.; Traina, Agma J. M. 
  • ClinicalPath: A Visualization tool to Improve the Evaluation of Electronic Health Records in Clinical Decision-Making. Ieee Transactions on Visualization and Computer Graphics, v. 1, p. 1-1, 2022. Qualis: A1. Em colaboração com Linhares, Claudio D. G.; Lima, Daniel M.; Ponciano, Jean R.; Olivatto, Mauro M.; Gutierrez Marco A.; Traina, Caetano; Traina, Agma; Juci Machado.
  • Mining Pareto-Optimal Counterfactual Antecedents with a Branch-and-Bound Model-Agnostic Algorithm. Data Mining and Knowledge Discovery, p. 1-33, 2022. Qualis A1. Em colaboração com Raimundo, M. M.; Nonato, L. G.
  • Bayesian Inference for the Weights in Logarithmic Pooling. Bayesian Analysis, v. -1, p. 1-30, 2022. Qualis: A2. Em colaboração com Carvalho, Luiz M.; Villela, Daniel A. M.; Coelho, Flavio C.; Bastos, Leonardo S.
  • Estimate of the rate of unreported COVID-19 cases during the first outbreak in Rio de Janeiro. Infectious Disease Modelling, v. 1, p. 1, 2022. Qualis: S/C. Em colaboração com Guglielmi, R.; Moschen, L.M.
  • Avoiding zero probability events when computing Value at Risk contributions. Insurance Mathematics & Economics, v. 106, p. 173-192, 2022. Qualis: O/A1. Em colaboração com Koike, Takaaki; Saporito, Yuri.
  • Transform MCMC schemes for sampling intractable factor copula models. Methodology and Computing in Applied Probability, 2022. Qualis: B1. Em colaboração com Benezet, C.; Gobet, E.
  • Circumcentering approximate reflections for solving the convex feasibility problem. Fixed Point Theory and Algorithms for Sciences and Engineering, v. 2022, p. 1-20, 2022. Qualis: S/C. Em colaboração com Araujo, G. H. M.; Arefidamghani, Reza; Bello-Cruz, Yunier; Santos, L.-R.; Iusem, A.
  • Duality and sensitivity analysis of multistage linear stochastic programs, European Journal of Operational Research. Qualis: A1. Em colaboração com Cheng, Yi; Shapiro, Alexander;
  • Algorithms and a Library for the exact computation of the cumulative distribution function of the euclidean distance between a point and a random variable uniformly distributed in disks, balls, or polygones and application to probabilistic seismic hazard analysis; International Journal of Computational Geometry & Applications. Qualis: B1. On the strong concavity of the dual function of an optimization problem. Journal of convex analysis, v. 29, p. 247-260, 2022. Qualis: B1
  • Vanishing Contagion Spreads. Management Science, v. 68, p. 740-772, 2022. Qualis: O/A1. Em colaboração com Duarte, Diogo; Prieto, Rodolfo; Rindisbacher, Marcel.
  • KrigHedge: Gaussian Process Surrogates for Delta Hedging. Applied Mathematical Finance (Print), v. 28, p. 330-360, 2022. Qualis: S/C. Em colaboração com Ludkovski, Mike.
  • Extensions of the deep Galerkin method. Applied Mathematics and Computation, v. 430, p. 127287, 2022. Qualis: A1. Em colaboração com Al-Aradi, Ali; Correia Adolfo; Jardim, Gabriel ; De Freitas Naiff,  Danilo.
  • Optimal Trading with Signals and Stochastic Price Impact. SIAM Journal on Financial Mathematics, v. 13, p. 944-968, 2022. Qualis: S/C. Em colaboração com Fouque, Jean-Pierre; Jaimungal, Sebastian.
  • Avoiding zero probability events when computing Value at Risk contributions. Insurance Mathematics & Economics; v. 106, p. 173-192, 2022. Qualis: O/A1. Em colaboração com Koike, Takaaki; Targino, Rodrigo.
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Mathematical and Computational Models for Optimizing Strategies for Reducing the Levels of Violence with Victims in Brazil

Coordinator: Eduardo Massad (FGV EMAp)

Resumo: Este projeto de pesquisa tem como objetivo desenvolver metodologias, modelos matemáticos e ferramentas de ciência de dados para auxiliar órgãos de segurança pública na análise de padrões de crimes no Brasil, visando aumentar a eficiência das polícias e a criação de políticas públicas voltadas para prevenção e controle de atividades criminais. Especificamente, o projeto tem como principais objetivos: 1) Criar uma sistemática para mapear, categorizar e integrar dados públicos e privados relacionados a eventos criminais, criando assim uma base para o desenvolvimento de políticas de segurança, auxiliando ainda na gestão da ordem pública e a redução dos níveis de violência; 2) Criar ferramentas para acessar, integrar e analisar os dados, desenvolvendo metodologias capazes de revelar padrões de atividades criminosas a partir de conjuntos de dados variados. Tais ferramentas possibilitarão uma melhor compreensão de como características urbanas e sociais impactam na taxa e no tipo de crime; 3) Construção de modelos matemáticos com capacidade descritiva e preditiva de otimização de estratégias de redução dos níveis de violência e todas as suas vertentes; O projeto será executado em duas cidades do Brasil: São Paulo e Rio de Janeiro. Para mais detalhes, clique aqui.

Abstract: Violence, understood in its broad sense, can be defined as “aggression by external causes”. In general, there are essentially two types of violence: intentional (crimes) and unintentional (accidents). This division has support in the concepts proposed by Flamínio Favero of “criminal” and “accidental”. For purposes of legal liability, these categories are classified as “intentional” and “negligent”. The study “Global Burden of Disease 2016”, published in volume 390, pp. 1083-1464, of the magazine The Lancet, calculated the total number of yearly deaths by violence in the world at 4.6 million, of the 1.5 million due to traffic accidents, 1.8 million due to unintentional injuries, 1.2 million by interpersonal violence, and 162 thousand due to natural disasters. The same study calculated the 20 number of disability-adjusted life-years (DALYs) due to the various forms of violence in the world as 255 million, of the 78 million by traffic accidents, 107 million caused by unintentional injuries, 59 million by interpersonal violence, and 11 million by natural disasters. In absolute numbers, Brazil occupies second place in the world in deaths caused by interpersonal violence and twelfth in deaths normalized per 100 thousand inhabitants. The economic impacts of violence in Brazil still need to be estimated with some degree of precision, and this study will supply rational bases for reliable economic calculation. Besides this, it will provide support for possible alteration of Brazil’s Penal Code and Code of Criminal Sentencing. Therefore, the present project intends to construct databases, as well as optimize and integrate existing databases, to store and recover data of interest for formulating public policies. Mathematical optimization models will be constructed for strategies to reduce the levels of violence in Brazil, as well as its costs in terms of lives lost and economic performance. The project will count on the participation of the Center for Data Science of New York University (USA), University of Coimbra (Portugal), University of Derby (United Kingdom), York University (Canada), and the Department of Legal Medicine of the University of São Paulo (USP).

Colaborators: Jorge Poco (FGV EMAp), Moacyr Alvim Horta Barbosa da Silva (FGV EMAp), Silvia Martorano Raimundo (USP), Raphael Ximenes (Pós-doutorando, University Health Network, UHN, Canadá), Luis Gustavo Nonato (USP-ICMC), David Greenhalgh ((University of Strathchlyde, UK), Kyle Treiber (University of Cambridge, UK)

Financier: Programa Institucional de Internacionalização – CAPES –PrInt e Rede de Pesquisa e Conhecimento Aplicado da FGV.

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