Frederico R. B. Cruz

curriculum vitae

Departamento de Estatística Universidade Federal de Minas Gerais Av. Antônio Carlos, 6627 31270-901 - Belo Horizonte - MG Brasil T: +55 31 3409 5929 F: +55 31 3409 5924	Department of Statistics Federal University of Minas Gerais Av. Antônio Carlos, 6627 31270-901 - Belo Horizonte - MG Brazil P: +55 31 3409 5929 F: +55 31 3409 5924
`URL: http://www.est.ufmg.br/~fcruz E-mail: fcruz@est.ufmg.br`

Education

Sep. 2007 - Jul. 2008: Visiting fellow at the University of Nottingham, UK.
Aug. 2001 - Jun. 2002: Research scholar at the University of Massachusetts at Amherst, USA.
Mar. 1993 - Feb. 1997: Doctor Degree (DSc) in Computer Science from the Federal University of Minas Grais, Brazil. Dissertation title: "Algorithms for Network Design Problems (in Portuguese)".
Sep. 1994 - Jan. 1996: Visiting doctoral student at the University of Massachusetts at Amherst, USA.
Mar. 1989 - Ago. 1991: Master's Degree (MSc) in Computer Science from the Federal University of Minas Gerais, Brazil. Thesis title: "An Algorithm for Hierarquical Network Design (in Portuguese)".
Ago. 1983 - Jul. 1988: Bachelor Degree (BSc) in Electrical Engineering from the Federal University of Minas Gerais, Brazil (first class honors).

Research Interests

operations research, queueing networks, and industrial statistics.

Employment

Aug. 1997 - present: Professor at the Federal University of Minas Gerais, Brazil.
Mar. 1997 - Jul. 1997: Visiting Professor at the Pontificial Catholic University of Minas Gerais, Brazil.
Dec. 1991 - Feb. 1993: Assistant Professor at the Federal University of São João del Rei, Brazil.

Awards and Honors

IIE Transactions on Design & Manufacturing, Best Paper Award for the focus issues on Operations Engineering for 2004-2005.
CNPq:
- Research Fellowship, #305515/2018-7. Research fellowship from the CNPq of the Ministry for Science and Technology of Brazil, from Mar. 2019 to Feb. 2023.
- Research Fellowship, #304671/2014-2. Research fellowship from the CNPq of the Ministry for Science and Technology of Brazil, from Mar. 2015 to Feb. 2019.
- Research Fellowship, #303388/2010-2. Research fellowship from the CNPq of the Ministry for Science and Technology of Brazil, from Mar. 2011 to Feb. 2015.
- Research Fellowship, #304944/2007-6. Research fellowship from the CNPq of the Ministry for Science and Technology of Brazil, from Mar. 2008 to Feb. 2011.
- Research Grant, #472066/2004-8. Research Grant from the CNPq of the Ministry for Science and Technology of Brazil, to fund research activities on computational statistics, from May 2005 to Apr. 2007.
- Research Fellowship, #307702/2004-9. Research fellowship from the CNPq of the Ministry for Science and Technology of Brazil, from Mar. 2005 to Feb. 2008.
- Research Fellowship, #301809/1996-8. Research fellowship from the CNPq of the Ministry for Science and Technology of Brazil, from Aug. 2002 to Feb. 2005.
- Post-doctoral Fellowship, #201046/1994-6. Post-doctoral fellowship from the CNPq of the Ministry for Science and Technology of Brazil, to fund research activities at the University of Massachusetts at Amherst, USA, from Aug. 2001 to Jul. 2002.
- Research Fellowship, #301809/1996-8. Research fellowship from the CNPq of the Ministry for Science and Technology of Brazil, from Aug. 2000 to Jul. 2002.
- Fellowship for the purposes of study, #201046/1994-6. Visiting doctoral student fellowship from the CNPq of the Ministry for Science and Technology of Brazil, at the University of Massachusetts at Amherst, from Sep. 1994 to Jan. 1996.
FAPEMIG:
- Research Fellowship, #CEX-PPM-00564-17. Research fellowship from the FAPEMIG of Minas Gerais State, Brazil, from Aug. 2017 to Mar. 2023.
- Research Fellowship, #CEX-PPM-00013-14. Research fellowship from the FAPEMIG of Minas Gerais State, Brazil, from Aug. 2014 to Jul. 2016.
- Research Fellowship, #CEX-PPM-00071-12. Research fellowship from the FAPEMIG of Minas Gerais State, Brazil, from Aug. 2012 to Jul. 2014.
- Research Fellowship, #CEX-PPM-00390-10. Research fellowship from the FAPEMIG of Minas Gerais State, Brazil, from Aug. 2010 to Jul. 2012.
- Research Fellowship, #CEX-PPM-00401-08. Research fellowship from the FAPEMIG of Minas Gerais State, Brazil, from Aug. 2008 to Jul. 2010.
- Research Grant, #CEX-855/98. Research Grant from the FAPEMIG of the Minas Gerais State, Brazil, to fund research activities on time series analysis, from Jan. 2001 to Dec. 2002.
- Fellowship for the purposes of study, #CEX-289/98. Visiting professor fellowship from the FAPEMIG of the Minas Gerais State, Brazil, at the University of Massachusetts at Amherst, on Jul. 1998.
- Post-doctoral Fellowship, #TEC-1927/97. Post-doctoral fellowship from the FAPEMIG of the Minas Gerais State, Brazil, to fund research activities at the Pontifical Catholic University of Minas Gerais, Brazil, from Mar. 1997 to Jul. 1997.
CAPES:
- Post-doctoral Fellowship, #BEX 0522/07-4. Post-doctoral fellowship from CAPES of Brazil, to fund research activities at the University of Nottingham, UK, from Sep. 2007 to July 2008.
- Doctoral Fellowship. Doctoral fellowship from the CAPES, Brazil, from Mar. 1993 to Feb. 1997.

Publications

Journal Papers:

Classical and Bayesian Estimations of Performance Measures in a Single Server Markovian Queueing System Based on Arrivals During Service Times (with S. K. Singh, E. S. Gomes, and A. D. Banik), Communications in Statistics - Theory and Methods, v. 53. n. 10, p. 2517-3546, 2024. [pdf] [doi] [free to view via @tandfonline]

Nonparametric Estimation for Multi-server Queues Based on the Number of Clients in the System (with V. B. Quinino and R. C. Quinino), Sankhyā A, v. 86, n. 1, p. 494-529, 2024. [pdf] [doi] [

]

A Greedy Post-processing Strategy for Multi-objective Performance Optimization of General Single-server Finite Queueing Networks (with A. R. Duarte and G. L. Souza), Soft Computing (in press), Jan., 2024. [pdf] [doi]

Change Point Estimation of Traffic Intensity in M/M/1/m Queues: A Bayesian Approach (with S. K. Singh, G. M. B. Cruz), Applied Mathematics and Computation, v. 465, p. 128423, 2024. [pdf] [doi] [Elsevier's Share your Article]

Repairable System Analysis Using the Discrete Weibull Distribution (with D. G. O. Valadares, R. C. Quinino, and L. L. Ho), IEEE Transactions on Reliability, v. 72, n. 4, p. 1507-1514, 2023. [pdf] [doi]

Algorithms for Determination of Sample Sizes for Bayesian Estimations in Single-server Markovian Queues (with E. S. Gomes and S. K. Singh), American Journal of Mathematical and Management Sciences, v. 42, n. 4, p. 307-322, 2023. [pdf] [doi] [free to view via @tandfonline]

Bayesian Inference and Prediction in an M/D/1 Queueing System (with S. K. Singh, S. K. Acharya, and R. C. Quinino), Communications in Statistics - Theory and Methods, v. 52, n. 24, p. 8844-8864, 2023. [pdf] [doi] [free to view via @tandfonline]
A Simple Procedure to Improve the Performance of Klein's 2-of-2 Run Rule in the Shewhart X̄ Control Chart (with V. B. Quinino, L. L. Ho, and R. C. Quinino), Quality and Reliability Engineering International, v. 39, n. 7, p. 2677-3179, 2023. [pdf] [doi] [shared access]
An Analysis of Online Quality Control by Attributes with an Imperfect Classification System and Inspections with Samples of Size n (with L. F. Bessegato, R. C. Quinino, and A. R. Pereira), Communications in Statistics - Simulation and Computation, v. 52, n. 7, p. 2941-2966, 2023. [pdf] [doi] [free to view via @tandfonline]
Change Point Estimation in an M/M/2 Queue with Heterogeneous Servers (with S. K. Singh, S. K. Acharya, and A. L. F. Cançado), Mathematics and Computers in Simulation, v. 212, p. 182-194, 2023. [pdf] [doi] [Elsevier's Share your Article]
Post-processing Improvements in Multi-objective Optimization of General Single-server Finite Queueing Networks (with G. L. Souza, A. R. Duarte, and G. J. P. Moreira), IEEE Latin America Transactions, v. 21, n. 3, p. 381-388, 2023. [pdf] [link] [doi]
About Shewhart control charts to monitor the Weibull mean based on a gamma distribution (with R. M. R. Vasconcelos, R. C. Quinino, and L. L. Ho), Quality and Reliability Engineering International, v. 38, i. 8, p. 4210-4222, 2022. [pdf] [doi] [shared access]
Sampling and Importance Resampling in Traffic Intensity Estimates in Markovian Single-server Queues (with V. B. Quinino and R. C. Quinino), Queueing Models and Service Management, v. 5, n. 2, p. 29-44, 2022. [pdf] [link]
Estimação Estatística da Intensidade de Tráfego em Filas Markovianas com Um Único Servidor (com Eriky S. Gomes), Revista Mundi Engenharia, Tecnologia e Gestão, v. 6, n. 3, p. 35001-35011, 2021. [pdf] [doi]
Estimation of Traffic Intensity from Queue Length Data in a Deterministic Single Server Queueing System (with S. K. Singh, S. K. Acharya, and R. C. Quinino), Journal of Computational and Applied Mathematics, v. 398, p. 113693, 2021. [pdf] [doi] [Elsevier's Share your Article]
Chronic Fatigue Syndrome and Its Relation With Absenteeism: Elastic-Net and Stepwise Applied To Biochemical and Anthropometric Clinical Measurements (with Anderson C. Neisse, Fernando L. P. Oliveira, Anderson C. S. Oliveira, and Raimundo M. Nascimento Neto), Revista Brasileira de Biometria / Brazilian Journal of Biometrics, v. 39, n. 1, p. 221-239, 2021. [pdf] [doi]
Bayesian Sample Size Determination in a Single Server Deterministic Queueing System (with Saroja K. Singh, Sarat K. Acharya, and R. C. Quinino), Mathematics and Computers in Simulation, v. 187, p. 17-29, 2021. [pdf] [doi] [Elsevier's Share your Article]
Estimation in a General Bulk-arrival Markovian Multi-server Finite Queue (with Marcos A. C. Santos, Fernando L. P. Oliveira, and Roberto C. Quinino), Operational Research, v. 21, n. 1, p. 73-89, 2021. [pdf] [doi] [ ]
Control Chart for Process Mean Monitoring Combining Variable and Attribute Inspections (with Roberto C. Quinino and Victor B. Quinino), Computers & Industrial Engineering, v. 152, p. 106996, 2021. [pdf] [doi] [Elsevier's Share your Article]
A Control Chart to Monitor the Process Mean Based on Inspecting Attributes Using Control Limits of the Traditional X-bar Chart (with Roberto C. Quinino, Linda L. Ho, and Lupércio F. Bessegato), Journal of Statistical Computation and Simulation, v. 90, n. 9, p. 1639-1660, 2020. [pdf] [doi] [free to view via @tandfonline]
Bias Correction for Estimation of Performance Measures of a Markovian Queue (with Márcio A. C. Almeida, Fernando L. P. Oliveira, and Gustavo de Souza), Operational Research, v. 20, n. 2, p. 943-958, 2020. [pdf] [doi] [ ]
Control Charts for Traffic Intensity Monitoring of Markovian Multiserver Queues (with R. C. Quinino and L. L. Ho), Quality and Reliability Engineering International, v. 36, n. 1, p. 354-364, 2020. [pdf] [doi] [shared access]
Attribute Inspection Control Charts for the Joint Monitoring of Mean and Variance (with R. C. Quinino and L. L. Ho), Computers & Industrial Engineering, v. 139, p. 106131, 2020. [pdf] [doi] [Elsevier's Share your Article]
Modeling and Optimization of Buffers and Servers in )Finite Queueing Networks (with Helgem S. Martins, Anderson R. Duarte, and Fernando L. P. Oliveira), OPSEARCH, v. 56, n. 1, p. 123-150, 2019. [pdf] [doi] [ ]
Simple and Yet Efficient Estimators for Markovian Multi-server Queues (with Emilio Suyama and Roberto C. Quinino), Mathematical Problems in Engineering, vol. 2018, Article ID 3280846, 7 pages, 2018. [pdf] [doi]
A Note on Bayesian Estimation of Traffic Intensity in Single-server Markovian Queues (with Márcio A. C. Almeida), Communications in Statistics - Simulation & Computation, v. 47, n. 9, p. 2577-2586, 2018. [pdf] [doi] [free to view via @tandfonline]
Multi-objective Performance Improvements of General Finite Single-Server Queueing Networks (with Anderson R. Duarte and Gabriel L. Souza), Journal of Heuristics, v. 24, n. 5, p. 757-781, 2018. [pdf] [doi] [ ]
Traffic Intensity Estimation in Finite Markovian Queueing Systems (with Márcio A. C. Almeida, Marcos F. S. V. D'Angelo, and Tom van Woensel), Mathematical Problems in Engineering, v. 2018, Article ID 3018758, 15 pages, 2018. [pdf] [doi]
Study of Efficiency Time of Recombinant DNA Insulin via Accelerated Life Testing and Interval Censoring (with Patrícia S. Ilambwetsi, Graziela D. R. Gouvêa, and Fernando L. P. Oliveira), Revista Brasileira de Biometria / Brazilian Journal of Biometrics, v. 36 n. 1, p. 207-229, 2018. [pdf] [pdf] [doi]
Bayesian Estimation of Traffic Intensity Based on Queue Length in a Multi-server M/M/s queue (with Roberto C. Quinino and Linda L. Ho), Communications in Statistics - Simulation & Computation, v. 46, n. 9, p. 7319-7331, 2017. [pdf] [doi] [free to view via @tandfonline]
An Attribute Inspection Control Chart for Process Mean Monitoring (with Roberto C. Quinino and Lupércio F. Bessegato), International Journal of Advanced Manufacturing Technology, v. 90, n. 9, p. 2991-2999, 2017. [pdf] [doi] [ ]
Bayesian Sample Sizes in an M/M/1 Queueing System (with Roberto C. Quinino), The International Journal of Advanced Manufacturing Technology, v. 88, n. 1, p. 995-1002, 2017. [pdf] [doi] [ ]
Emergency Evacuation Models Based on Cellular Automata with Route Changes and Group Fields (with Leandro A. Pereira, Denise Burgarelli, and Luiz H. Duczmal), Physica A, v. 473, p. 97-110, 2017. [pdf] [doi] [Elsevier's Share your Article]
Comparing the Inertial Effect of MEWMA and Multivariate Sliding Window Schemes with Confidence Control Charts (with Denis A. O. Moraes, Fernando L. P. Oliveira, and Luiz H. Duczmal), The International Journal of Advanced Manufacturing Technology, v. 84, n. 5, p. 1457-1470, 2016. [pdf] [doi] [ ]
Optimal Routing in General Finite Multi-Server Queueing Networks (with Tom van Woensel), PLoS ONE, v. 9, n. 7, p. e102075, PLOS, 2014. [pdf] [doi]
Proposta de Análise de Desempenho de Algoritmos para Otimização de Rede de Filas M/G/c/K Baseada em DOE (com Helinton A. L. Barbosa e Gabriel B. Caldas), Production, v. 24, n. 1, p. 13-25, ABEPRO, 2014. [pdf] [doi]
Busca Local para Pós-Processamento em Resultados de Otimização Multi-Objetivo em Redes de Filas Gerais (com Gabriel L. Souza e Anderson R. Duarte), Revista da Estatística da Universidade Federal de Ouro Preto, vol. III, n. 2, pp. 48-59, UFOP, 2014. [pdf] [doi]
Finite Queueing Modeling and Optimization: A Selected Review (with Tom van Woensel), Journal of Applied Mathematics, vol. 2014, Article ID 374962, 11 pages, Hindawi Publishing Corporation, 2014. [pdf] [doi]
M/G/c/c State Dependent Travel Time Models and Properties (with James MacGregor Smith), Physica A, vol. 395, 560-579, Elsevier Science Ltda., 2014. [pdf] [doi]
Abordagem Multiobjetivo para Otimização de Redes de Filas Finitas (com Fernando L. P. Oliveira, José H. Ferreira e Oriane Magela Neto), Revista Pesquisa Naval, v. 25, n. 1, 60-69, Marinha do Brasil, 2013. [pdf] [doi]
Pareto Optimal Solutions for Stochastic Dynamic Programming Problems via Monte Carlo Simulation (with Rodrigo T. N. Cardoso and Ricardo H. C. Takahashi), Journal of Applied Mathematics, vol. 2013, Article ID 801734, 9 pages, Hindawi Publishing Corporation, 2013. [pdf] [doi]
Congested Emergency Evacuation of a Population Using a Finite Automata Approach (with Leandro A. Pereira and Luiz H. Duczmal), Safety Science, vol. 51, n. 1, 267-272, Elsevier Science Ltda., 2013. [pdf] [doi]
Throughput Maximization of Queueing Networks with Simultaneous Minimization of Service Rates and Buffers (with Graham Kendall, Lyndon While, Anderson R. Duarte, and Nilson L. C. Brito), Mathematical Problems in Engineering, vol. 2012, Article ID 692593, 19 pages, Hindawi Publishing Corporation, 2012. [pdf] [doi]
Performance Evaluation and Dimensioning of GI^X/M/c/N Systems Through Kernel Estimation (with Gabriel M. Gontijo, Gregorio S. Atuncar, and Laoucine Kerbache), Mathematical Problems in Engineering, vol. 2011, Article ID 348262, 20 pages, Hindawi Publishing Corporation, 2011. [pdf] [doi]
Upper Bounds on Performance Measures of Heterogeneous M/M/c Queues (with Frederico S. Q. Alves, Hani C. Yehia, Luis A. C. Pedrosa, and Laoucine Kerbache), Mathematical Problems in Engineering, vol. 2011, Article ID 702834, 18 pages, Hindawi Publishing Corporation, 2011. [pdf] [doi]
Optimal Server Allocation in General, Finite, Multi-Server Queueing Networks (with James MacGregor Smith and Tom van Woensel), Applied Stochastic Models in Business & Industry, vol. 26, n. 6, 705-736, John Wiley & Sons, Ltd., 2010. [pdf] [doi]
Multiple Change Points Analysis for Linear Regression Models (with Rosangela H. Loschi and Jeanne G. Pontel), Chilean Journal of Statistics, vol. 1, n. 2, 93-112, Chilean Statistical Society, 2010. [pdf] [doi]
Assessing the Quality of Pseudo-Random Number Generators (with Paulo C. S. Luizi and Jeroen van de Graaf), Computational Economics, vol. 36, n. 1, 57-67, Springer, 2010. [pdf] [doi]
Buffer and throughput trade-offs in M/G/1/K queueing networks: A bi-criteria approach (with Tom van Woensel and James MacGregor Smith), International Journal of Production Economics, vol. 125, n. 2, 224-234, Elsevier Science Ltda., 2010. [pdf] [doi]
Buffer and Server Allocation in General Multi-Server Queueing Networks (with Ricky Andriansyah, Tom van Woensel, James MacGregor Smith, and Laoucine Kerbache), International Transactions in Operational Research, vol. 17, n. 2, 257-286, John Wiley & Sons, Ltd., 2010. [pdf] [doi]
State-dependent Stochastic Mobility Model in Mobile Communication Networks (with Paula C. Oliveira and Luiz Duczmal), Simulation Modelling Practice & Theory, vol. 18, n. 3, 348-365, Elsevier Science Ltda., 2010. [pdf] [doi]
Performance Optimization of Open Zero-Buffer Multi-Server Queueing Networks (with Ricky Andriansyah, Tom van Woensel, and Luiz Duczmal), Computers & Operations Research, vol. 37, n. 8, 1472-1487, Elsevier Science Ltda., 2010. [pdf] [doi]
Topological Network Design of General, Finite, Multi-Server Queueing Networks (with James MacGregor Smith and Tom van Woensel), European Journal of Operational Research, vol. 201, n. 2, 427-441, Elsevier Science Ltda., 2010. [pdf] [doi]
On the System Optimum of Traffic Assignment in M/G/c/c State-dependent Queueing Networks (with Tom van Woensel, James MacGregor Smith, and Kris Lieckens), European Journal of Operational Research, vol. 201, n. 1, 183-193, Elsevier Science Ltda., 2010. [pdf] [doi]
A Multi-Quantile Approach for Open-Loop Stochastic Dynamic Programming Problems, (with Rodrigo T. N. Cardoso, Ricardo H. C. Takahashi and Carlos M. Fonseca), IFAC Proceedings Volumes, vol. 42, n. 2, 52-57, Elsevier Science Ltda., 2009. [pdf] [doi]
Optimizing the throughput, service rate, and buffer allocation in finite queueing networks, Electronic Notes in Discrete Mathematics, vol. 35, 163-168, Elsevier Science Ltda., V Latin-American Algorithms, Graphs and Optimization Symposium - LAGOS 09, Gramado, Brazil, 2009. [pdf] [doi]
A Stochastic Approach to Traffic Congestion Costs (with Tom van Woensel), Computers & Operations Research, vol. 36, n. 6, 1731-1739, Elsevier Science Ltda., 2009. [pdf] [doi]
Buffer Allocation in General Single-Server Queueing Networks (with Anderson R. Duarte and Tom van Woensel), Computers & Operations Research, vol. 35, n. 11, p. 3581-3598, Elsevier Science Ltda., 2008. [pdf] [doi]
Confidence Intervals for the Hyperparameters in Structural Models (with Glaura C. Franco, Tiago R. Santos, and Juliana A. Ribeiro), Communications in Statistics - Simulation & Computation, vol. 37, n. 3, p. 486-497, Taylor & Francis Ltd, 2008. [pdf] [doi]
A Note on Bayesian Identification of Change Points in Data Sequences (with Rosangela H. Loschi, Ricardo H. C. Takahashi, Pilar L. Iglesias, Reinaldo B. Arellano-Valle, and James MacGregor Smith), Computers & Operations Research, vol. 35, n. 1, p. 156-170, Elsevier Science Ltda., 2008. [pdf] [doi]
Sample Size Calculation for Method Validation Using Linear Regression (with Enrico A. Colosimo, Jacira L. O. Miranda, and Tom van Woensel), Journal of Statistical Computation & Simulation, vol. 77, n. 6, p. 505-516, Taylor & Francis Ltd, 2007. [pdf] [doi] [free to view via @tandfonline]
Approximate Analysis of M/G/c/c State-dependent Queueing Networks (with James MacGregor Smith), Computers & Operations Research, vol. 34, n. 8, p. 2332-2344, Elsevier Science Ltda., 2007. [pdf] [doi]
Full Predictivistic Modeling of Stock Market Data: Application to Change Point Problems (with Rosangela H. Loschi, Pilar L. Iglesias, and Reinaldo B. Arellano-Valle), European Journal of Operational Research, vol. 180, n. 1, p. 282-291, Elsevier Science Ltda., 2007. [pdf] [doi]
Local Bootstrap Approaches for Fractional Differential Parameter Estimation in ARFIMA Models (with Érica M. Silva, Glaura C. Franco, and Valdério A. Reisen), Computational Statistics & Data Analysis, vol. 51, n. 2, p. 1002-1011, Elsevier Science Ltda., 2006. [pdf] [doi]
The Buffer Allocation Problem for General Finite Buffer Queueing Networks (with James MacGregor Smith), IIE Transactions (Best Paper Award for the focus issues on Operations Engineering for 2004-2005), vol. 37, n. 4, p. 343-365, Taylor & Francis, 2005. [pdf] [doi]
Avaliação de uma Medida de Evidência de um Ponto de Mudança e sua Utilização na Identificação de Mudanças na Taxa de Criminalidade em Belo Horizonte (com Rosangela H. Loschi e Flávio B. Gonçalves), Pesquisa Operacional, vol. 25, n. 3, p. 449-463, SOBRAPO, Brasil, 2005. [pdf] [doi]
Service and Capacity Allocation in M/G/c/c State Dependent Queueing Networks (with James MacGregor Smith & Denise C. Queiroz), Computers & Operations Research, vol. 32, n. 6, p. 1545-1563, Elsevier Science Ltda., 2005. [pdf] [doi]
Bayesian Identification of Multiple Change Points in Poisson Data (with Rosangela H. Loschi), Advances in Complex Systems, vol. 8, n. 4, p. 465-482, World Scientific Publishing Co., 2005. [pdf] [doi]
An M/G/c/c State Dependent Queueing Network Simulation Model (with James MacGregor Smith & Reynaldo O. Medeiros), Computers & Operations Research, vol. 32, n. 4, p. 919-941, Elsevier Science Ltda., 2005. [pdf] [doi]
Multiple Change Point Analysis for the Regular Exponential Family using the Product Partition Model (with Rosangela H. Loschi & Reinaldo B. Arellano-Valle), Journal of Data Science, vol. 3, n. 3, p. 305-330, 2005. [pdf] [doi]
Extension to the Product Partition Model: Computing the Probability of a Change (with Rosangela H. Loschi), Computational Statistics & Data Analysis, vol. 48, n. 2, p. 255-268, Elsevier Science Ltda., 2005. [pdf] [doi]
Sample Size Corrections for the Maximum Partial Likelihood Estimator (with Enrico A. Colosimo & James MacGregor Smith), Communications in Statistics - Simulation & Computation, vol. 33, n. 1, p. 35-47, Marcel Dekker, Inc., 2004. [pdf] [doi] [free to view via @tandfonline]
Bias Correction in the Cox Regression Model (with Lourdes C. C. Montenegro, Enrico A. Colosimo & Gauss M. Cordeiro), Journal of Statistical Computation & Simulation, vol. 74, n. 5, p. 379-386, Taylor & Francis Ltd, 2004. [pdf] [doi]
Parallel Algorithms for a Multi-level Network Optimization Problem (with Geraldo R. Mateus), Parallel Algorithms & Applications, vol. 18, n. 3, p. 121-137, Taylor & Francis Ltd, 2003. [pdf] [doi] [free to view via @tandfonline]
A Branch-and-bound Algorithm to Solve a Multi-level Network Optimization Problem (with Geraldo R. Mateus & James MacGregor Smith), Journal of Mathematical Modelling & Algorithms, vol. 2, n. 1, p. 37-56, Kluwer Academic Publishers, 2003. [pdf] [doi]
A Gibbs Sampling Scheme to Product Partition Model: An Application to Change-Point Problems (with Rosangela H. Loschi, Pilar Iglesias & Reinaldo B. Arellano-Valle), Computers & Operations Research, vol. 30, n. 3, p. 463-482, Elsevier Science Ltda., 2003. [pdf] [doi]
Applying the Product Partition Model to the Identification of Multiple Change Points (with Rosangela H. Loschi), Advances in Complex Systems, vol. 5, n. 4, p. 371-387, World Scientific Publishing Co., 2002. [pdf] [doi]
An Analysis of the Influence of Some Prior Specifications in the Identification of Change Points via Product Partition Model (with Rosangela H. Loschi), Computational Statistics & Data Analysis, vol. 39, n. 4, p. 477-501, Elsevier Science Ltda., 2002. [pdf] [doi]
Algoritmos para o Problema Não Capacitado de Fluxos Com Custos Fixos nos Arcos: Uma Comparação Estatística (com Enrico A. Colosimo e Geraldo R. Mateus), Pesquisa Operacional, vol. 21, n. 2, p. 123-136, SOBRAPO, Brasil, 2001. [pdf] [doi]
Bias Evaluation in the Proportional Hazards Model (with Enrico A. Colosimo & Aldy F. Silva), Journal of Statistical Computation & Simulation, vol. 65, n. 3, p. 191-201, Taylor & Francis Ltd, 2000. [pdf] [doi]
Algorithms for the Multi-level Network Optimization Problem (with James MacGregor Smith & Geraldo R. Mateus), European Journal of Operational Research, vol. 118, n. 1, p. 164-180, Elsevier Science Ltda., 1999. [pdf] [doi]
Minimização do Erro no Algoritmo Back-propagation Aplicado ao Problema de Manutenção de Motores (com Rorsemary A. L. Faraco e Pyramo P. Costa-Júnior), Pesquisa Operacional, vol. 18, n. 1, p. 22-36, SOBRAPO, Brasil, 1998. [pdf] [doi]
Solving to Optimality the Uncapacitated Fixed-Charge Network Flow Problem (with James MacGregor Smith & Geraldo R. Mateus), Computers & Operations Research, vol. 25, n. 1, p. 67-81, Elsevier Science Ltda., 1998. [pdf] [doi]
An Algorithm for Hierarchical Network Design (with Geraldo R. Mateus & Henrique Pacca L. Luna), Location Science, vol. 2, n. 3, p. 149-164, Elsevier Science Ltda., 1994. [pdf] [doi]

Book Chapters:

Scheduling English Football Fixtures: Consideration of Two Conflicting Objectives (with Graham Kendall, Barry McCollum, Paul McMullan, and Lyndon While), Studies in Computational Intelligence, El-Ghazali Talbi. (Org.), v. 434, 369-385, Springer Berlin Heidelberg, 2013. [pdf] [doi]

Journal Refereeing

4OR; Annals of Operations Research; Brazilian Journal of Probability & Statistics; Computational Statistics & Data Analysis; Computers & Operations Research; European Journal of Operational Research; IEEE Transactions on Automation Science & Engineering; IEEE Transactions on Automatic Control; IIE Transactions; International Journal of Climatology; Journal of Statistical Computation & Simulation; OR Spectrum; Pesquisa Operacional; Revista Produção.

Thesis Topics

L. A. Pereira (DSc), "Emergency Evacuation Models Based on Cellular Automata with Route Changes and Group Fields", 2016 (see the paper [pdf] [doi]).
H. S. Martins (MSc), "Modeling and Optimization of Finite Queueing Networks", 2016 (see the paper [pdf] [doi]).
M. A. C. Almeida (DSc), "Inference in Finite and Infinite Markovian Queues", 2016 (see the papers [pdf] [doi]; [pdf] [doi]; [pdf] [doi]).
N. L. C. Brito (DSc), "Multiobjective Optimization in Networks of Queues", 2013 (see the paper [pdf] [doi]).
G. B. Caldas (MSc), "Buffer Allocation in General-Service Multiple-Server Queueing Networks", 2012 (see the paper [pdf] [doi]).
R. A. Nascimento (MSc), "Algorithms for Traffic Assignment in State-Dependent Queueing Networks", 2011 (see the paper [pdf] [doi]).
P. C. Oliveira (DSc), "Stochastic Functions for Travel Time", 2010 (see the paper [pdf] [doi]).
F. F. Cardoso (MSc), "Traffic Assignment Problems under Congestion", 2010 (see the paper [pdf] [doi]).
G. M. Gontijo (MSc), "Dimensioning of GI^X/M/c/N Systems Through Kernel Estimators", 2010 (see the paper [pdf] [doi]).
L. A. Pereira (MSc), "Congested Emergency Evacuation of a Population Using a Finite Automata Approach", 2007 (see the paper [pdf] [doi]).
M. S. Castro (MSc), "Algorithms for Finite Queueing Networks Optimization", 2007 (see the paper [pdf] [doi]).
J. A. Ribeiro (MSc), "Bootstrap Inferences on the Hyperparameters of Structural Models", 2006 (see the paper [pdf] [doi]).
A. R. Duarte (MSc), "Buffer Allocation in General Queueing Networks", 2005 (see the paper [pdf] [doi]).
J. G. Pontel (MSc), "Algorithm for Product Estimates with Applications to Segmented Regression Models", 2004 (see the paper [pdf] [doi]).
H. F. Araújo (MSc), "Flow Characterization in State-dependent M/G/c/c Queues", 2004 (see the paper [pdf] [doi]).
P. C. Oliveira (MSc), "State-dependent Stochastic Mobility Models in Mobile Communication Networks", 2004 (see the paper [pdf] [doi]).
R. Medeiros (MSc), "Simulation of M/G/C/C State Dependent Queueing Networks", 2001 (see the paper [pdf] [doi]).
D. Queiroz (MSc), "Optimal Capacity Allocation in M/G/C/C State Dependent Queueing Networks", 2001 (see the paper [pdf] [doi]).

Invited Lectures

Department of Mechanical & Industrial Engineering, The University of Massachusetts at Amherst, USA, Fall 2001. MIE 620 - Linear Programming - Lecture 18 "Dual Simplex Algorithm".

Teaching

Aug. 1997 - present: Department of Statistics, Federal University of Minas Gerais, Brazil. Courses: Scientific & Statistical Computing (graduate), Statistical Computing (graduate), Probability (undergraduate), Statistics & Probability for Engineers (undergraduate), Simulation (undergraduate).
Mar. 1997 - Jul. 1997: Department of Electrical Engineering, Pontifical Catholic University of Minas Gerais, Brazil. Courses: network optimization (graduate).
Mar. 1993 - Dec. 1993: Department of Computer Science, Federal University of Minas Gerais, Brazil. Courses: numerical calculus (undergraduate), operations research (undergraduate).
Dec. 1991 - Feb. 1993: Department of Mathematics, Statistics, and Computer Sciences, Federal University of São João del Rei, Brazil. Courses: numerical calculus (undergraduate), computer programming (undergraduate).