Rita Duarte Pimentel
Publications
2022
-
Nunes, Cláudia;
Pimentel, Rita;
Prior, Ana.
(2022)
The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process.
REVSTAT-Statistical Journal
Academic article
-
Pimentel, Rita;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Predicting interest rate distributions using PCA & quantile regression.
Digital Finance
Academic article
2021
-
Nunes, Cláudia;
Oliveira, Carlos;
Pimentel, Rita.
(2021)
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations.
Journal of Economic Dynamics and Control
Academic article
-
Hagspiel, Verena;
Kort, Peter M.;
Nunes, Cláudia;
Pimentel, Rita;
Støre, Kristian.
(2021)
Capacity optimization of an innovating firm.
International Journal of Production Economics
Academic article
2020
-
Tahvili, Sahar;
Hatvani, Leo;
Ramentol, Enislay;
Pimentel, Rita;
Afzal, Wasif;
Herrera, Francisco.
(2020)
A novel methodology to classify test cases using natural language processing and imbalanced learning.
Engineering Applications of Artificial Intelligence
Academic article
-
Hagspiel, Verena;
Huisman, Kuno J.M.;
Kort, Peter M.;
Lavrutich, Maria;
Nunes, Cláudia;
Pimentel, Rita.
(2020)
Technology adoption in a declining market.
European Journal of Operational Research
Academic article
2019
-
Tahvili, Sahar;
Pimentel, Rita;
Afzal, Wasif;
Ahlberg, Marcus;
Fornander, Eric;
Bohlin, Markus.
(2019)
sOrTES: A Supportive Tool for Stochastic Scheduling of Manual Integration Test Cases.
IEEE Access
Academic article
2017
-
Gaspar, Raquel M.;
Pimentel, Rita.
(2017)
On swap rate dynamics: to freeze or not to freeze?.
International Journal of Computer Mathematics
Academic article
-
Nunes, Cláudia;
Pimentel, Rita.
(2017)
Analytical solution for an investment problem under uncertainties with shocks.
European Journal of Operational Research
Academic article
Journal publications
-
Nunes, Cláudia;
Pimentel, Rita;
Prior, Ana.
(2022)
The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process.
REVSTAT-Statistical Journal
Academic article
-
Pimentel, Rita;
Risstad, Morten;
Westgaard, Sjur.
(2022)
Predicting interest rate distributions using PCA & quantile regression.
Digital Finance
Academic article
-
Nunes, Cláudia;
Oliveira, Carlos;
Pimentel, Rita.
(2021)
Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations.
Journal of Economic Dynamics and Control
Academic article
-
Hagspiel, Verena;
Kort, Peter M.;
Nunes, Cláudia;
Pimentel, Rita;
Støre, Kristian.
(2021)
Capacity optimization of an innovating firm.
International Journal of Production Economics
Academic article
-
Tahvili, Sahar;
Hatvani, Leo;
Ramentol, Enislay;
Pimentel, Rita;
Afzal, Wasif;
Herrera, Francisco.
(2020)
A novel methodology to classify test cases using natural language processing and imbalanced learning.
Engineering Applications of Artificial Intelligence
Academic article
-
Hagspiel, Verena;
Huisman, Kuno J.M.;
Kort, Peter M.;
Lavrutich, Maria;
Nunes, Cláudia;
Pimentel, Rita.
(2020)
Technology adoption in a declining market.
European Journal of Operational Research
Academic article
-
Tahvili, Sahar;
Pimentel, Rita;
Afzal, Wasif;
Ahlberg, Marcus;
Fornander, Eric;
Bohlin, Markus.
(2019)
sOrTES: A Supportive Tool for Stochastic Scheduling of Manual Integration Test Cases.
IEEE Access
Academic article
-
Gaspar, Raquel M.;
Pimentel, Rita.
(2017)
On swap rate dynamics: to freeze or not to freeze?.
International Journal of Computer Mathematics
Academic article
-
Nunes, Cláudia;
Pimentel, Rita.
(2017)
Analytical solution for an investment problem under uncertainties with shocks.
European Journal of Operational Research
Academic article
Teaching
Courses
- TIØ4900 - Financial Engineering, Master's Thesis
- IØ8304 - Forecasting methods in economics and finance
- TIØ4140 - Project Evaluation and Financing
- TIØ4550 - Financial Engineering, Specialization Project
- IØ8815 - Business Economics in the Era of Artificial Intelligence
- IØ8814 - Agent-based modelling in the interface between economics and behavioral psychology
- IØ6060 - Environmental and climate risks in loan portfolios
- IØ8813 - Advanced course in economic applications of machine learning and AI
- TIØ4557 - Financial Engineering, Specialization Course
- IØ8812 - Introduction to machine learning and AI methods with economic applications
Knowledge Transfer
2017
-
Academic lectureDobranszky, Peter; Pimentel, Rita. (2017) Analysis of the incremental loss in case of default events. 2nd International Conference on Computational Finance 2017 , Lisbon 2017-09-04 - 2017-09-08