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Since 1999, he has been an Associate Professor of Probabilities and Stochastic Processes at the Faculty of Sciences and Technology of the Universidade Nova de Lisboa (FCT NOVA) and has been a professor at the Department of Mathematics of this Faculty since 1983. Born on June 16, 1957, he graduated in 1980 with Maîtrise in Mathématiques et Applications Fondamentales-Probabilités et Statistiques at the University of Rouen (France), received his doctorate in Mathematics, specialty of Stochastic Processes, at FCT NOVA with the dissertation Application of Fourier Methods in Analysis of Stochastic Processes under the supervision of Professor Jean- Pierre Kahane of Paris XI-Orsay (France) and has received his Habilitation title (Agregação) in Stochastic Processes in 2021 at FCT NOVA. From 1999 to 2004 he was Assistant Deputy Director for Formação at FCT / UNL and President of the Instituto de Formação at the same faculty. From 2005 to 2008 he was president of the Editorial Board of the Bulletin of the Instituto dos Actuários Portugueses. From June 2009 to September of the same year, he was Coordinator of the Center for Mathematics and Applications at Universidade Nova de Lisboa. He was a member of the Certification Committee for Non-Life Actuaries, of the National Supervisory Authority for Insurance and Pension Funds, on behalf of the Associação Portuguesa de Seguradores until December 2022, he is Titular Actuary of the Institute of Portuguese Actuaries and member of the Education Committee of this institute and was also Vice-President of the Board of the Portuguese Society of Mathematics. From 2009 to 2019 he was coordinator of the research group in Statistics and Risk Management at CMA FCT NOVA and from 2009 to 2022 was the coordinator of the Doctoral Program in Statistics and Risk Management at FCT NOVA. He has publications on harmonic analysis of stochastic processes, probability and statistics and on mathematical models for the evaluation of risk and for infectious processes in individuals and populations.
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Identification

Personal identification

Full name
Manuel Leote Esquivel

Citation names

  • Esquivel, Manuel

Author identifiers

Ciência ID
1015-F6E1-0909
ORCID iD
0000-0003-4991-7568
AuthenticusID
R-000-A6Q
Researcher Id
C-8266-2009
Scopus Author Id
14037446800
Education
Degree Classification
2021/03/29 - 2021/03/30
Concluded
 Mathematics - Stochastic Processes (Título de Agregado)
Major in Mathematics - Stochastic Processes
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
 Approved unanimously
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2000/05/19 - 2027/06/15 Associate Professor (University Teacher) Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
Outputs

Publications

Book
  1. Manuel L. Esquível; Pedro P. Mota. Inferência e Modelação Estatística Probabilidades, Estatística e Modelos Lineares Generalizados. 2018.
Book chapter
  1. "Random Tempered Distributions on Locally Compact Separable Abelian Groups". 147-166. Springer International Publishing, 2021.
    10.1007/978-3-030-76829-4_7
  2. "On the Information Content of Some Stochastic Algorithms". 57-75. Springer International Publishing, 2021.
    10.1007/978-3-030-83266-7_5
  3. Mota, P; Esquível, ML. "Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions". 2018.
    10.1007/978-3-319-76605-8_24
Journal article
  1. Manuel L. Esquível; Nadezhda P. Krasii; Pedro P. Mota; Victoria V. Shamraeva. "Coupled Price–Volume Equity Models with Auto-Induced Regime Switching". Risks (2023): https://doi.org/10.3390/risks11110203.
    10.3390/risks11110203
  2. ESQUIVEL, ML. "ON COMPLETELY RANDOM GAMES". Stochastic Modelling & Computational Sciences (2023):
    10.61485/smcs.27523829/v3n2p2
  3. Opoku Ameyaw, K; Nunes, C; Esquivel, ML; Mexia, JT. "CMMSE: a nonparametric test for grouping factor levels: an application to cocoa breeding experiments in acidic soils". JOURNAL OF MATHEMATICAL CHEMISTRY (2022):
    10.1007/s10910-022-01431-x
  4. Manuel L. Esquível; Nadezhda P. Krasii; Gracinda R. Guerreiro; Paula Patrício. "The Multi-Compartment SI(RD) Model with Regime Switching: An Application to COVID-19 Pandemic". Symmetry (2021): https://doi.org/10.3390/sym13122427.
    10.3390/sym13122427
  5. Manuel L. Esquível; Nadezhda P. Krasii. "A wavelet-based neural network scheme for supervised and unsupervised learning". Neural Computing and Applications (2021): https://doi.org/10.1007/s00521-021-05968-x.
    10.1007/s00521-021-05968-x
  6. "On a stochastic model for a cooperative banking scheme for microcredit". Teor. Veroyatnost. i Primenen. 66 2 (2021): 402-414. https://doi.org/10.4213/tvp5337.
  7. Mota P.P.; Krasii N.P.; Esquível M.L.. "Some double diffusion models for stock prices". Global and Stochastic Analysis (2021):
  8. Lopes, H; Guerreiro, G; Esquível, M; Mateus, C. "Identifying the Main Predictors of Length of Care in Social Care in Portugal". Portuguese Journal of Public Health (2021):
    10.1159/000516141
  9. "On a Parallelised Diffusion Induced Stochastic Algorithm with Pure Random Search Steps for Global Optimisation". Mathematics 9 23 (2021): 3043-3043. http://dx.doi.org/10.3390/math9233043.
    10.3390/math9233043
  10. Esqufvel, ML; Krasii, NP; Mota, PP. "Auto and externally induced regime switching diffusions". Communications on Stochastic Analysis (2020):
  11. Esquível, ML; Patrício, P; Guerreiro, GR. "From ODE to Open Markov Chains, via SDE: an application to models for infections in individuals and populations". Computational and Mathematical Biophysics (2020):
    10.1515/cmb-2020-0110
  12. Sousa, J.B.; Esquível, M.L.; Gaspar, R.M.. "Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk". Journal of Statistical Theory and Practice 14 2 (2020): http://www.scopus.com/inward/record.url?eid=2-s2.0-85085003252&partnerID=MN8TOARS.
    10.1007/s42519-020-00092-w
  13. Esquível, M.L.; Krasii, N.P.. "Examples of financial market models obtained by euler discretization of continuous models". Global and Stochastic Analysis 7 1 (2020): 35-54. http://www.scopus.com/inward/record.url?eid=2-s2.0-85086277658&partnerID=MN8TOARS.
  14. "Default propensity implicit in pulled to par V@R for bonds". Discussiones Mathematicae Probability and Statistics 37 1--2 (2017): 79-99. http://www.discuss.wmie.uz.zgora.pl/ps/.
    10.7151/dmps.1196
  15. Esquivel, ML; Guerreiro, GR; Fernandes, JM; Esquível, ML. "OPEN MARKOV CHAIN SCHEME MODELS FED BY SECOND ORDER STATIONARY AND NON STATIONARY PROCESSES". REVSTAT-STATISTICAL JOURNAL (2017):