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João Afonso Bastos

This is information that was supplied by João Bastos in registering through RePEc. If you are João Afonso Bastos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:João
Middle Name:Afonso
Last Name:Bastos
Suffix:
RePEc Short-ID:pba531
Email:[This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:
Location: Lisboa, Portugal
Homepage: http://cemapre.iseg.ulisboa.pt/
Email:
Phone: 21-3925876
Fax: 21-3922882
Postal: na Rua do Quelha 6, 1200-781 Lisboa
Handle: RePEc:edi:cmutlpt (more details at EDIRC)

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

  1. Portuguese Economists
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  1. Joao A. Bastos, 2013. "Ensemble predictions of recovery rates," CEMAPRE Working Papers 1301, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  2. Joao A. Bastos & Jorge Caiado, 2010. "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers 1006, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  3. Joao A. Bastos, 2010. "Predicting bank loan recovery rates with neural networks," CEMAPRE Working Papers 1003, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  4. Joao A. Bastos & Joaquim J. S. Ramalho, 2010. "Nonparametric models of financial leverage decisions," CEMAPRE Working Papers 1005, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  5. Joao A. Bastos & Jorge Caiado, 2010. "The structure of international stock market returns," CEMAPRE Working Papers 1002, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  6. Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  7. Joao A. Bastos, 2009. "Forecasting bank loans loss-given-default," CEMAPRE Working Papers 0901, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  8. Bastos, Joao, 2007. "Credit scoring with boosted decision trees," MPRA Paper 8034, University Library of Munich, Germany.
  1. Jo�o A. Bastos & Jorge Caiado, 2014. "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2121-2133, December.
  2. João Bastos, 2014. "Ensemble Predictions of Recovery Rates," Journal of Financial Services Research, Springer, vol. 46(2), pages 177-193, October.
  3. Bastos, João A. & Caiado, Jorge, 2011. "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(7), pages 1315-1325.
  4. Bastos, João A., 2010. "Forecasting bank loans loss-given-default," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2510-2517, October.
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2009-05-16 2010-07-31 2013-03-09. Author is listed
  2. NEP-BEC: Business Economics (2) 2009-05-16 2010-10-02. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2008-04-15
  4. NEP-CMP: Computational Economics (2) 2008-04-15 2010-07-31. Author is listed
  5. NEP-FMK: Financial Markets (4) 2009-05-16 2009-10-03 2010-07-31 2010-12-18. Author is listed
  6. NEP-FOR: Forecasting (3) 2009-05-16 2010-07-31 2013-03-09. Author is listed
  7. NEP-RMG: Risk Management (3) 2008-04-15 2009-05-16 2010-07-31. Author is listed

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