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Rui Vilela Mendes

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Personal Details

First Name:Rui
Middle Name:Vilela
Last Name:Mendes
Suffix:
RePEc Short-ID:pme147
Email:
Homepage:http://label2.ist.utl.pt/vilela/
Postal Address:CMAF, Complexo Interdisciplinar, Univ. Lisboa Av. Prof. Gama Pinto, 2, 1649-003 Lisboa, Portugal
Phone:+351 914739442

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Portuguese Economists
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  1. R. Vilela Mendes & M. J. Oliveira & A. M. Rodrigues, 2012. "The fractional volatility model: No-arbitrage, leverage and completeness," Papers 1205.2866, arXiv.org.
  2. Samuel Eleutério & Tanya Araújo & R. Vilela Mendes, 2012. "Portfolios and the market geometry," Working Papers Department of Economics 2012/09, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  3. R. Vilela Mendes & Maria Jo\~ao Oliveira, 2010. "The fractional volatility model: No-arbitrage, leverage and risk measures," Papers 1007.2817, arXiv.org.
  4. Mendes, Rui Vilela & Oliveira, Maria J., 2008. "A Data-Reconstructed Fractional Volatility Model," Economics Discussion Papers 2008-22, Kiel Institute for the World Economy.
  5. R. Vilela Mendes, 2007. "The fractional volatility model: An agent-based interpretation," Papers 0706.3827, arXiv.org, revised Aug 2007.
  6. Tanya Araújo & Rui Vilela Mendes, 2007. "Innovation Success and Structural Change: An Abstract Agent Based Study," Working Papers Department of Economics 2007/25, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  7. Tanya Araujo & R. Vilela Mendes, 2006. "Market-oriented innovation: When is it profitable? An abstract agent-based study," Working Papers Department of Economics 2006/31, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  8. Rui Vilela Mendes & Maria Joao Oliveira, 2004. "Option pricing with fractional volatility," Papers cond-mat/0404684, arXiv.org.
  9. R. Vilela Mendes & Tanya Ara\'{u}jo & Francisco Lou\c{c}\~{a}, 2002. "Reconstructing an economic space from a market metric," Papers cond-mat/0211108, arXiv.org.
  10. Tanya Araújo & R. Vilela Mendes, 2001. "Function and form in networks of interacting agents," Working Papers Department of Economics 2001/03, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  11. R. Vilela Mendes & R. Lima & T. Araujo, 2001. "A process-reconstruction analysis of market fluctuations," Papers cond-mat/0102301, arXiv.org.
  12. Rui Vilela Mendes, 1999. "Characterizing self-organization and coevolution by ergodic invariants," Working Papers Department of Economics 1999/06, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  1. Vilela Mendes, R. & Oliveira, M.J. & Rodrigues, A.M., 2015. "No-arbitrage, leverage and completeness in a fractional volatility model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 470-478.
  2. Tanya Araújo & R. Vilela Mendes, 2009. "Innovation And Self-Organization In A Multi-Agent Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 233-253.
  3. Vilela Mendes, R., 2008. "The fractional volatility model: An agent-based interpretation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3987-3994.
  4. R. Vilela Mendes, 2004. "Network Dependence Of Strong Reciprocity," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 357-368.
  5. Vilela Mendes, R. & Araújo, Tanya & Louçã, Francisco, 2003. "Reconstructing an economic space from a market metric," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 635-650.
  6. Mendes, R.Vilela, 2001. "Structure-generating mechanisms in agent-based models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(3), pages 537-561.
  7. Mendes, R.Vilela, 2000. "Characterizing self-organization and coevolution by ergodic invariants," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 276(3), pages 550-571.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2007-01-02 2007-12-15. Author is listed
  2. NEP-CSE: Economics of Strategic Management (1) 2007-01-02
  3. NEP-ETS: Econometric Time Series (3) 2008-06-13 2010-07-24 2012-05-22. Author is listed
  4. NEP-INO: Innovation (2) 2007-01-02 2007-12-15. Author is listed
  5. NEP-MIC: Microeconomics (1) 2007-01-02

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