5
H index
5
i10 index
182
Citations
Universidade de Lisboa | 5 H index 5 i10 index 182 Citations RESEARCH PRODUCTION: 9 Articles 16 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with João Afonso Bastos. | Is cited by: | Cites to: |
Year ![]() | Title of citing document ![]() | |
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2024 | Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412. Full description at Econpapers || Download paper | |
2024 | KACDP: A Highly Interpretable Credit Default Prediction Model. (2024). Zhao, Jin ; Liu, Kun. In: Papers. RePEc:arx:papers:2411.17783. Full description at Econpapers || Download paper | |
2024 | Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). Sowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian ; Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272. Full description at Econpapers || Download 2024 | Supervised feature compression based on counterfactual analysis. (2024). Salvatore, Cecilia ; Morales, Dolores Romero ; Piccialli, Veronica. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:273-285. Full description at Econpapers || Download paper |
2024 | Interpretable generalized additive neural networks. (2024). Zschech, Patrick ; Weinzierl, Sven ; Tschernutter, Daniel ; Kraus, Mathias. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:303-316. Full description at Econpapers || Download paper | |
2024 | Explainability through uncertainty: Trustworthy decision-making with neural networks. (2024). Benoit, Dries F ; Thuy, Arthur. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:330-340. Full description at Econpapers || Download paper | |
2024 | 360 Degrees rumor detection: When explanations got some explaining to do. (2024). Meire, Matthijs ; Bogaert, Matthias ; Schetgen, Lisa ; Janssens, Bram ; van den Poel, Dirk. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:366-381. Full description at Econpapers || Download paper | |
2024 | What makes accidents severe! explainable analytics framework with parameter optimization. (2024). Abdulrashid, Ismail ; Moqbel, Murad ; Topuz, Kazim ; Ahmed, Abdulaziz. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:425-436. Full description at Econpapers || Download paper | |
2024 | Time series clustering using fragmented autocorrelations. (2024). Crato, Nuno ; Caiado, Jorge ; Albino, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:650:y:2024:i:c:s0378437124004904. Full description at Econpapers || Download paper | |
2024 | Maritime Fuel Price Prediction of European Ports using Least Square Boosting and Facebook Prophet: Additional Insights from Explainable Artificial Intelligence. (2024). Ghosh, Indranil ; De, Arijit. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002771. Full description at Econpapers || Download paper | |
2025 | Credit Card Default Prediction: An Empirical Analysis on Predictive Performance Using Statistical and Machine Learning Methods. (2025). Bhandary, Rakshith ; Ghosh, Bidyut Kumar. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:23-:d:1562935. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Multiway clustering with time-varying parameters. (2024). Scepi, Germana ; Mattera, Raffaele ; Cerqueti, Roy. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:1:d:10.1007_s00180-022-01294-5. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2016 | NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 2 |
2010 | Nonparametric models of financial leverage decisions.(2010) In: CEMAPRE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2009 | Forecasting bank loans loss-given-default In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 88 |
2010 | Forecasting bank loans loss-given-default.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2009 | Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 15 |
2014 | Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2010 | The structure of international stock market returns In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Predicting bank loan recovery rates with neural networks In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Recurrence quantification analysis of global stock markets In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 25 |
2011 | Recurrence quantification analysis of global stock markets.(2011) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2013 | Ensemble predictions of recovery rates In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 20 |
2014 | Ensemble Predictions of Recovery Rates.(2014) In: Journal of Financial Services Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2022 | Explainable models of credit losses In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 16 |
2021 | Explainable models of credit losses.(2021) In: Working Papers REM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2022 | Predicting Credit Scores with Boosted Decision Trees In: Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | On the classification of financial data with domain agnostic features In: Working Papers REM. [Full Text][Citation analysis] | paper | 3 |
2023 | Conformal prediction of option prices In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
2024 | Understanding online purchases with explainable machine learning In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
2024 | On the uncertainty of real estate price predictions In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
2025 | On the uncertainty of real estate price predictions.(2025) In: Journal of Property Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2024 | Nonparametric determinants of market Liquidity In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
2024 | Multidimensional poverty in Benin In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
2007 | Credit scoring with boosted decision trees In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2019 | Forecasting the capacity of mobile networks In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2019 | Forecasting the capacity of mobile networks.(2019) In: Telecommunication Systems: Modelling, Analysis, Design and Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article |
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