José Abílio Matos

Analysis
Computational Mathematics
Mathematical Models and Applications

Faculdade de Economia da Universidade do Porto

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Publications

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2019

Component analysis in financial time series

CHAOS 2014 - Proceedings: 7th Chaotic Modeling and Simulation International Conference

J.M. Salgado

Computation of Kinematic and Magnetic alpha-Effect and Eddy Diffusivity Tensors by Pade Approximation

FLUIDS

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R Chertovskih

V Zheligovsky

Persistence in the Bel-20 index returns: Spurious long memory effect?

Proceedings of the 33rd International Business Information Management Association Conference, IBIMA 2019: Education Excellence and Innovation Management through Vision 2020

L.M.P. Gomes

V.J.S. Soares

2018

Estimating and testing long memory in Portuguese stock market returns

Proceedings of the 32nd International Business Information Management Association Conference, IBIMA 2018 - Vision 2020: Sustainable Economic Development and Application of Innovation Management from Regional expansion to Global Growth

L.M.P. Gomes

V.J.S. Soares

Long-term memory in Euronext stock indexes returns: An econophysics approach

BUSINESS AND ECONOMIC HORIZONS

Locators: DOI

LMP Gomes

VJS Soares

JAO Matos

2016

A new approach to the Pontryagin maximum principle for nonlinear fractional optimal control problems

MATHEMATICAL METHODS IN THE APPLIED SCIENCES

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FL Pereira

2015

Intrinsic vs. spurious long-range memory in high-frequency records of environmental radioactivity Critical re-assessment and application to indoor Rn-222 concentrations from Coimbra, Portugal

European Physical Journal-Special Topics

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R. V. Donner

S. M. Potirakis

S. M. Barbosa

A. J. S. C. Pereira

L. J. P. F. Neves

On the Optimal Control of Flow Driven Dynamic Systems

MATHEMATICS OF ENERGY AND CLIMATE CHANGE

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T Grilo

FL Pereira

2014

A Wavelet-Based Method to Measure Stock Market Development

Open Journal of Statistics - OJS

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AA Sharkasi

HJ Ruskin

M Crane

J Matos

2011

A Study of Correlation and Entropy for Multiple Time Series

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Heather Ruskin

Adel Sharkasi

Martin Crane

2010

Multivariate entropy measures applied to time series analysis

Perspectives on Econophysics, Proc. of the Workshop Perspectives on Econophysics

2008

Time and scale Hurst exponent analysis for financial markets

Locators: DOI

H.J. Ruskin

A.A. Sharkasi

M. Crane

2006

Correlation of worldwide markets' entropies

Perspectives on Econophysics, Proceedings of the Workshop

The reaction of stock markets to crashes and events: A comparison study between emerging and mature markets using wavelet transforms

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

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A SHARKASI

M CRANE

HJ RUSKIN

2004

An econophysics approach to the Portuguese Stock Index - PSI-20

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H.J. Ruskin

J.A.M.S. Duarte

1999

On a conservative lava flow automaton

INTERNATIONAL JOURNAL OF MODERN PHYSICS C

JAMS DUARTE

1997

Genetic and environmental factors regulating blood pressure in childhood: Prospective study from 0 to 3 years

JOURNAL OF HUMAN HYPERTENSION

A GUERRA

C MONTEIRO

L BREITENFELD