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Identification

Personal identification

Full name
João Beleza Sousa

Citation names

  • Sousa, João Beleza

Author identifiers

Ciência ID
2A13-B96F-375C
ORCID iD
0000-0002-5944-8104
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2016 - 2019 Adjunct Teacher (Polytechnic Teacher) Instituto Politécnico de Lisboa, Portugal
2013 - 2016 Adjunct Teacher (Polytechnic Teacher) Instituto Politécnico de Lisboa Instituto Superior de Engenharia de Lisboa, Portugal
Projects

Contract

Designation Funders
2019/01/01 - 2019/12/31 Centro de Matemática e Aplicações
UID/MAT/00297/2019
Universidade Nova Centro de Matemática e Aplicações, Portugal

Associação para a Inovação e Desenvolvimento da FCT, Portugal

Universidade NOVA de Lisboa Faculdade de Ciências e Tecnologia, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2011/01/01 - 2013/12/31 Projecto Estratégico - UI 297 - 2011-2012
PEst-OE/MAT/UI0297/2011
Universidade NOVA de Lisboa Faculdade de Ciências e Tecnologia, Portugal

Universidade Nova Centro de Matemática e Aplicações, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
Outputs

Publications

Journal article
  1. "Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk". Journal of Statistical Theory and Practice (2020):
    10.1007/s42519-020-00092-w
  2. Beleza Sousa, João; Esquível, Manuel L.; Gaspar, R. M.. "Pulled-to-par returns for zero-coupon bonds historical simulation value at risk". (2020): http://hdl.handle.net/10400.21/13480.
    10.1007/s42519-020-00092-w
  3. "Default propensity implicit in "pulled to par" V@R for bonds". Discussiones Mathematicae Probability and Statistics (2017):
    doi:10.7151/dmps.1196
  4. "Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation". Communications in Statistics - Simulation and Computation (2015):
    10.1080/03610918.2014.901352
  5. Beleza Sousa, João; Esquivel, M. L.; Gaspar, R. M.. "Brownian bridge and other path-dependent Gaussian processes vectorial simulation". (2015): http://hdl.handle.net/10400.21/5741.
    10.1080/03610918.2014.901352
  6. "Machine learning Vasicek model calibration with Gaussian processes". Communications in Statistics: Simulation and Computation (2012):
    10.1080/03610918.2012.625324
  7. Beleza Sousa, João; Esquivel, M. L.; Gaspar, R. M.. "Machine learning Vasicek model calibration with Gaussian processes". (2012): http://hdl.handle.net/10400.21/5088.
    10.1080/03610918.2012.625324
Thesis / Dissertation
  1. Carvalho, João Pereira. "Portfolio insurance strategies : an analysis of path dependencies". Master, 2013. http://hdl.handle.net/10400.5/5893.
  2. Sousa, João Beleza Teixeira Seixas e. "Machine learning Gaussian short rate". PhD, 2013. http://hdl.handle.net/10362/12230.
Working paper
  1. Carvalho, João; Gaspar, Raquel M.; Sousa, João Beleza. 2018. "On path–dependency of constant proportion portfolio insurance strategies". http://hdl.handle.net/10400.5/18429.
Activities

Supervision

Thesis Title
Role 		Degree Subject (Type)
Institution / Organization
2012 - 2013 Portfolio insurance strategies : an analysis of path dependencies"
Co-supervisor
 Ciências Empresariais (Master)
ISEG Lisbon School of Economics and Management, Portugal

Jury of academic degree

Topic
Role 		Candidate name (Type of degree)
Institution / Organization
2019 Volatility models and the multivariate links with Applications to the open economy of Mozambique
(Thesis) Arguer
 Alberto Chicafo Mulenga (PhD)
Universidade NOVA de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2012 PORTFOLIO INSURANCE STRATEGIES: FRIEND OR FOE?
(Thesis) Arguer
 PAULO JOSÉ MARTINS JORGE DA SILVA (PhD)
ISEG Lisbon School of Economics and Management, Portugal