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Ana Maria Santos Ferreira Gorjão Henriques. Concluiu o(a) Título de Agregado em n/a em 2016 pelo(a) Universidade de Lisboa Faculdade de Ciências, Mestrado em Mestrado em Probabilidades e Estatística em 1997 pelo(a) Universidade de Lisboa Faculdade de Ciências, Licenciatura em Matemática Aplicada e Computação em 1993 pelo(a) Universidade de Lisboa Instituto Superior Técnico e Doktor (PhD) em n/a em 2002 pelo(a) Tilburg University. É Professor Auxiliar no(a) Universidade de Lisboa Instituto Superior Técnico.
Identification

Personal identification

Full name
Ana Maria Santos Ferreira Gorjão Henriques

Citation names

  • Ferreira, Ana
  • Ferreira, Ana M

Author identifiers

Ciência ID
B815-F975-B9BC
ORCID iD
0000-0002-9597-6385
Scopus Author Id
50062379800

Languages

Language Speaking Reading Writing Listening Peer-review
French Beginner (A1) Beginner (A1) Beginner (A1) Beginner (A1)
Portuguese Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
English Intermediate (B1) Intermediate (B1) Intermediate (B1) Intermediate (B1)
Education
Degree Classification
2016
Concluded
 n/a (Título de Agregado)
Universidade de Lisboa Faculdade de Ciências, Portugal
"n/a" (THESIS/DISSERTATION)
 n/a
2002
Concluded
 n/a (Doktor (PhD))
Tilburg University, Netherlands
"Statistics of Extremes: Estimation and Optimality" (THESIS/DISSERTATION)
 n/a
1997
Concluded
 Mestrado em Probabilidades e Estatística (Mestrado)
Universidade de Lisboa Faculdade de Ciências, Portugal
"O Modelo Generalizado de Pareto em Teoria de Valores Extremos" (THESIS/DISSERTATION)
 Muito Bom
1993
Concluded
 Matemática Aplicada e Computação (Licenciatura)
Universidade de Lisboa Instituto Superior Técnico, Portugal
"Modelação Estocastica da Altura Significativa de Onda" (THESIS/DISSERTATION)
 Bom
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2021/01/01 - Current Associate Professor (University Teacher) Universidade de Lisboa Instituto Superior Técnico, Portugal
2016/01/01 - 2020/12/31 Assistant Professor (University Teacher) Universidade de Lisboa Instituto Superior Técnico, Portugal
2002/12/03 - 2015/12/31 Assistant Professor (University Teacher) Universidade de Lisboa Instituto Superior de Agronomia, Portugal
1997/06/03 - 2002/12/02 Assistant (University Teacher) Universidade de Lisboa Instituto Superior de Agronomia, Portugal
1996/10/29 - 1997/06/02 Trainee Assistant (University Teacher) Universidade de Lisboa Instituto Superior de Agronomia, Portugal
1992/10/01 - 1996/02/28 Tutor (University Teacher) Universidade de Lisboa Instituto Superior Técnico, Portugal
Projects

Contract

Designation Funders
2022/04/12 - 2022/11/30 PALOP-Advanced Research program Calouste Gulbenkian Foundation.
3ª ed ECA-Mat FCG
Supervisor
Universidade de Lisboa Instituto Superior Técnico Departamento de Matemática, Portugal

Fundação Calouste Gulbenkian, Portugal
Fundação Calouste Gulbenkian
Concluded
2019/01/01 - 2019/12/31 Centro de Estatística e Aplicações
UID/MAT/00006/2019
FCiênciasID Associação para a Investigação e Desenvolvimento de Ciências, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2019/01/01 - 2019/12/31 Centro de Matemática Computacional e Estocástica
UID/Multi/04621/2019
FCiênciasID Associação para a Investigação e Desenvolvimento de Ciências, Portugal

Associação do Instituto Superior Técnico para a Investigação e Desenvolvimento, Portugal

Universidade de Lisboa Instituto Superior Técnico, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2016 - 2019 Frontiers of Risk Modelling: Dependence and Extremes of Levy Processes.
ARC Discovery Project 160104737
Researcher
Concluded
2016 - 2019 PAX-START UP FUNDS
P. 5088
Principal investigator
Universidade de Lisboa Instituto Superior Técnico, Portugal
2016 - 2017 Arroios
IST-ADIST-AD0209
Researcher
Associação do Instituto Superior Técnico para a Investigação e Desenvolvimento, Portugal
Concluded
2014 - 2015 VolkswagenStiftung: Mesoscale Weather Extremes - Theory, Spatial Modeling and Prediction
not known
Invited Scientist Fellow
Universidade de Lisboa Instituto Superior de Agronomia, Portugal
Concluded
2014 - 2015 Developments of extremes in time and space
EXPL/MAT-STA/0622/2013
Researcher
Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2013 - 2015 MODelling vegetation response to EXTREMe Events
info:eu-repo/grantAgreement/EC/FP7/613817/EU
Researcher
Universidade de Lisboa Instituto Superior de Agronomia, Portugal
 European Commission
Concluded
2011/01/01 - 2013/12/31 Projecto Estratégico - UI 6 - 2011-2012
PEst-OE/MAT/UI0006/2011
Fundação da Faculdade de Ciências da Universidade de Lisboa, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2011 - 2013 Extremes in space
info:eu-repo/grantAgreement/FCT/3599-PPCDT/112770/PT
Researcher
Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
Concluded
2007 - 2010 Spatial extremes
PTDC/MAT/64924/2006
Researcher
Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
Concluded
2009 - 2009 Risk, rare events and extremes
not known
Other
École Polytechnique Fédérale de Lausanne, Switzerland
Concluded
2005 - 2008 Extremos, Risco, Segurança e Ambiente
POCTI/MAT/58876/2004
Researcher
Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
Concluded
2005/03/01 - 2007/12/31 EXTREMOS, RISCO, AMBIENTE e SEGURANÇA ERAS
POCI/MAT/58876/2004
Fundação da Faculdade de Ciências da Universidade de Lisboa, Portugal

Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2000/07/01 - 2003 Extreme Values and Resampling Techniques
info:eu-repo/grantAgreement/FCT/POCI/33477/PT
Researcher
Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
 Universidade do Algarve Faculdade de Ciências e Tecnologia
Concluded
1997 - 2000 MODEST: STATISTICAL MODELING (EXTREME VALUES AND ADDITIVE LAWS)
2/2.1/MAT/429.94
Researcher
Universidade de Lisboa Centro de Estatística e Aplicações, Portugal
Concluded
1997 - 1999 PAMAF: Métodos quantitativos, estratégias de validação e de recolha de informação de suporte ao conhecimento e análise objectiva da dinâmica de ocupação do solo para fins múltiplos, em Portugal Continental.
desconhecido
Researcher
Universidade de Lisboa Instituto Superior de Agronomia, Portugal
Concluded
Outputs

Publications

Book
  1. de Haan, Laurens; Ferreira, Ana. Extreme Value Theory. Springer New York. 2006.
    10.1007/0-387-34471-3
Book chapter
  1. Ferreira, Ana. "Extremes Values in Reliability". In Encyclopedia of Quantitative Risk Assessment and Analysis. John Wiley & Sons, 2008.
    Published
Journal article
  1. Einmahl, John H. J.; Ferreira, Ana; de Haan, Laurens; Neves, Cláudia; Zhou, Chen. "Spatial dependence and space–time trend in extreme events". The Annals of Statistics 50 1 (2022): http://dx.doi.org/10.1214/21-aos2067.
    10.1214/21-aos2067
  2. Boris Buchmann; Ana Ferreira; Ross A. Maller. "Convergence of extreme values of Poisson point processes at small times". Extremes (2021): https://doi.org/10.1007/s10687-021-00409-3.
    10.1007/s10687-021-00409-3
  3. Cavadas, Joana; Azevedo, Carlos Lima; Farah, Haneen; Ferreira, Ana. "Road safety of passing maneuvers: A bivariate extreme value theory approach under non-stationary conditions". Accident Analysis & Prevention 134 (2020): 105315. http://dx.doi.org/10.1016/j.aap.2019.105315.
    10.1016/j.aap.2019.105315
  4. R. Cabral; A. Ferreira; P. Friederichs. "Space-time trends and dependence of precipitation extremes in North-Western Germany". Environmetrics (2019): https://doi.org/10.1002/env.2605.
    10.1002/env.2605
  5. Dombry, Clément; Ferreira, Ana. "Maximum likelihood estimators based on the block maxima method". Bernoulli 25 3 (2019): 1690-1723. http://dx.doi.org/10.3150/18-bej1032.
    Published • 10.3150/18-bej1032
  6. A. Ferreira; F. Huang. "Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)". Extremes 21 3 (2018): 373-382. https://doi.org/10.1007/s10687-018-0318-8.
    10.1007/s10687-018-0318-8
  7. Ferreira, Ana. "Spatial aggregation and high quantile estimation applied to extreme precipitation". Statistics and Its Interface 8 1 (2015): 33-43. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000351968200005&KeyUID=WOS:000351968200005.
  8. Ferreira, Ana; de Haan, Laurens. "ON THE BLOCK MAXIMA METHOD IN EXTREME VALUE THEORY: PWM ESTIMATORS". Annals of Statistics 43 1 (2015): 276-298. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000349738500010&KeyUID=WOS:000349738500010.
    10.1214/14-AOS1280
  9. Ferreira, Ana; De Haan, Laurens. "The generalized Pareto process; with a view towards application and simulation". Bernoulli 20 4 (2014): 1717-1737. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000342542300003&KeyUID=WOS:000342542300003.
    10.3150/13-BEJ538
  10. Ferreira, A.; de Haan, L.; Zhou, C.. "Exceedance probability of the integral of a stochastic process". Journal of Multivariate Analysis 105 1 (2012): 241-257. http://www.scopus.com/inward/record.url?eid=2-s2.0-80054743902&partnerID=MN8TOARS.
    10.1016/j.jmva.2011.08.020
  11. Draisma, G.; Drees, H.; Ferreira, A.; De Haan, L.. "Bivariate tail estimation: Dependence in asymptotic independence". Bernoulli 10 2 (2004): 251-280. http://www.scopus.com/inward/record.url?eid=2-s2.0-3543038081&partnerID=MN8TOARS.
    10.3150/bj/1082380219
  12. Drees, H.; Ferreira, A.; De Haan, L.. "On maximum likelihood estimation of the extreme value index". Annals of Applied Probability 14 3 (2004): 1179-1201. http://www.scopus.com/inward/record.url?eid=2-s2.0-22244474071&partnerID=MN8TOARS.
    10.1214/105051604000000279
  13. Ferreira, A.; De Haan, L.; Peng, L.. "On optimising the estimation of high quantiles of a probability distribution". Statistics 37 5 (2003): 401-434. http://www.scopus.com/inward/record.url?eid=2-s2.0-0141480799&partnerID=MN8TOARS.
    10.1080/0233188021000055345
  14. Ferreira, A.. "Optimal asymptotic estimation of small exceedance probabilities". Journal of Statistical Planning and Inference 104 1 (2002): 83-102. http://www.scopus.com/inward/record.url?eid=2-s2.0-0036568355&partnerID=MN8TOARS.
    10.1016/S0378-3758(01)00240-3
Activities

Oral presentation

Presentation title Event name
Host (Event location)
2023/12/18 Extremes at small times and applications to measuring jump process activity. 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023)
HTW Berlin, University of Applied Sciences, Berlin (Berlim, Germany)
2023/09/06 John's co-authorship and other contributions: from high-quantiles to heteroskedasticity. Fens, Forests, and Formulas, John Einmahl Workshop
Tilburg University (Tilburg, Netherlands)
2023/06/26 Monitoring changes in the extreme value index of arbitrary sign 13th International Conference on Extreme Value Analysis
Bocconi University (Milan, Italy)
2022/06/22 Road safety of passing maneuvers: a bivariate extreme value theory approach under non-stationary conditions. One World Extremes Seminar
Bernoulli Society (on-line)
2021/12/21 Road safety of passing maneuvers: a bivariate extreme value theory approach under non-stationary conditions. 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021)
King's College London (London, United Kingdom)
2021/12/07 Extreme value theory towards non-stationarity. Annual Meeting (80th Anniversary) of the Portuguese Mathematical Society
Portuguese Mathematical Society (on-line, Portugal)
2021/06/27 Convergence of Extreme Values of Poisson Point Processes at Small Times 12th International Conference on Extreme Value Analysis
University of Edinburgh (on-line)
2020/02/06 Spatial dependence and space-time trend in extreme events - Part II Workshop New Frontiers in Statistics of Extremes
FCUL (Lisboa, Portugal)
2019/05/06 An Extreme Value Analysis on Longevity of Humans Research seminars at Laboratoire de Mathématiques de Besançon
Université Franche-Comté (Besançon, France)
2019/05/01 Spatial dependence and space-time trend in extreme events 11th International Conference on Extreme Value Analysis
University Zagreb (Zagreb)
2019/02/21 Space-time trends and dependence of precipitation extremes in NW Germany. Research School of Finance, Actuarial Studies and Applied Statistics Statistics Seminar
Australian National University (Canberra, Australia)

Supervision

Thesis Title
Role 		Degree Subject (Type)
Institution / Organization
2022/04 - 2022/11 Extreme Value Theory and “A Precipitação Líquida nas ilhas de Cabo Verde”
Supervisor
 Estágios Científicos Avançados em Matemática, Calouste Gulbenkian Foundation (Specialization course)
Universidade de Lisboa Instituto Superior Técnico Departamento de Matemática, Portugal
2018 - 2019/11/25 Space-time trends and dependence of wind extremes in north-western Germany
Supervisor
 Mestrado em Matemática e Aplicações (Master)
Universidade de Lisboa Instituto Superior Técnico Departamento de Matemática, Portugal

Event organisation

Event name
Type of event (Role) 		Institution / Organization
2020/10 - Current Organizer of the UL Extremes Seminar jointly with CEAUL (Center for Statistics and Applications from the University of Lisbon) (2020/10)
Seminar (President of the Organising Committee)
 Universidade de Lisboa Instituto Superior Técnico Departamento de Matemática, Portugal
2016 - Current Responsible for Research Seminar in Probability and Statistics in collaboration with CEMAT (Center for Computational and Stochastic Mathematics, Research Unit in IST) (2016) Universidade de Lisboa Instituto Superior Técnico, Portugal

Jury of academic degree

Topic
Role 		Candidate name (Type of degree)
Institution / Organization
2023/09/15 Master Thesis in Air Transport Operations: "Human fatigue in aviation maintenance" ISEC (Inst. Sup. Educação e Ciências) Julio Cesar da Silva (Master)
2022/09/01 PhD thesis: Extremes in Statistics and Econometrics
(Thesis) Main arguer
 JA Oorschot (PhD)
Erasmus Universiteit Rotterdam, Netherlands

Committee member

Activity description
Role 		Institution / Organization
2022 - 2022 Promotion from Senior Lecturer of Dr. Jennifer Wadsworth , Lancaster University, UK
Member

Conference scientific committee

Conference name Conference host
2023/06 - 2023/06 13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications Bocconi University, Milan, Italy.

Course / Discipline taught

Academic session Degree Subject (Type) Institution / Organization
2016 - Current Introdução aos Processos Estocásticos Mestrado em Matemática e Aplicações (Master Universitario) Universidade de Lisboa Instituto Superior Técnico, Portugal
2016 - Current Probabilidades e Estatística Mestrados Integrados e Licenciaturas Universidade de Lisboa Instituto Superior Técnico, Portugal

Evaluation committee

Activity description
Role 		Institution / Organization Funding entity
2019 - Current Júri de atribuição do Prémio SPE (Sociedade Portuguesa de Estatística) 2019 http://www.spestatistica.pt/images/noticias/Premio_SPE2019.pdf
Evaluator
2022 - 2022 "Reference Check" for Boris Beranger for the position Promotion to Senior Lecturer UNSW (Sidney).
Evaluator
 Universidade de Lisboa Instituto Superior Técnico Departamento de Matemática, Portugal

Journal scientific committee

Journal title (ISSN) Publisher
2020 - Current Stochastic Models (1532-4214) Informa UK (Taylor & Francis)
2017 - Current Extremes (1572-915X) Springer-Verlag

Other jury / evaluation

Activity description Institution / Organization
2023/02 - 2023/02 Member of the jury "Concurso para Professor Auxiliar" (disciplinar area of Statistics and Probability) at the Science Faculty of University of Porto. Universidade de Lisboa Instituto Superior Técnico Departamento de Matemática, Portugal

Universidade do Porto Departamento de Geografia, Portugal