Research

Research and Scientific Output

Applied research in macroeconometrics, machine learning and decision problems.

The research dimension of this website reflects an applied trajectory where mathematics, optimisation, economics and machine learning intersect in a practical way.

Main focus

The themes I have been working on include:

  • statistical learning and optimisation;
  • AI/ML for financial supervision and regulation;
  • NLP, LLMs and RAG;
  • macroeconometrics, risk and decision under uncertainty.

Publications and conferences

Beyond the highlighted peer-reviewed publication, this page presents conference contributions and leaves room for future expansion with working papers, presentations and additional scientific profiles.

Collaboration

I am interested in collaboration on:

  • applied research in macroeconometrics and data;
  • pedagogical tools for statistical and analytical teaching;
  • AI/ML solutions with real operational value;
  • bridges between academia, supervision and institutional practice.

Peer-reviewed publication

2020

A New Mechanism for Anticipating Price Exuberance

Afonso M. Moreira

International Review of Economics and Finance

View publication

Conferences

2022

Investment Strategy and Capacity Optimization Under Stochastic Innovations

Afonso M. Moreira

15th Viennese Conference on Optimal Control and Dynamic Games

View publication

2016

A New Mechanism for Anticipating Price Exuberance

Afonso M. Moreira

EEA-ESEM Congress

View publication

Collaboration topics

  • AI/ML aplicado à supervisão, risco e regulação
  • Macroeconometria, estatística e computational statistics
  • Desenho de materiais pedagógicos para ensino analítico
  • LLMs, RAG e ferramentas de apoio à decisão