5
H index
4
i10 index
160
Citations
João Afonso Bastos : Citation Profile
Universidade de Lisboa | RESEARCH PRODUCTION: 8 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2007 - 2023). Relations with other researchers
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:
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Main data
Where João Afonso Bastos has published?
Recent works citing João Afonso Bastos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | 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 |
| 2023 | Popularity, face and voice: Predicting and interpreting livestreamers retail performance using machine learning techniques. (2023). Yang, Fan ; Xiong, Xiong ; Su, LI. In: Papers. RePEc:arx:papers:2310.19200. Full description at Econpapers || Download paper |
| 2023 | The profitability of online loans: A competing risks analysis on default and prepayment. (2023). Yao, Xiao ; Bellotti, Anthony ; Li, Aimin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:968-985. Full description at Econpapers || Download paper |
| 2023 | Examining financial and business cycle interaction using cross recurrence plot analysis. (2023). Egan, Paul ; Ashe, Sinead. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006377. Full description at Econpapers || Download paper |
| 2023 | Predicting loss given default of unsecured consumer loans with time-varying survival scores. (2023). Bellotti, Anthony ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300015x. Full description at Econpapers || Download paper |
| 2023 | Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach. (2023). Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Partal ; Gonzalez, Marta Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000338. Full description at Econpapers || Download paper |
| 2023 | Interpretable high-stakes decision support system for credit default forecasting. (2023). Wang, Yong ; Li, Minghao ; Zhang, Xuantao ; Sun, Weixin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:196:y:2023:i:c:s0040162523005103. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Application of the kNN-Based Method and Survival Approach in Estimating Loss Given Default for Unresolved Cases. (2023). Matuszyk, Anna ; Kopciuszewski, Pawe ; Ptak-Chmielewska, Aneta. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:42-:d:1064290. Full description at Econpapers || Download paper |
| 2023 | Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda. (2023). Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter ; Slowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian. In: Post-Print. RePEc:hal:journl:hal-04219546. Full description at Econpapers || Download paper |
| 2023 | Explainable artificial intelligence in information systems: A review of the status quo and future research directions. (2023). Sigler, Irina ; Klier, Mathias ; Forster, Maximilian ; Broder, Hanna Rebecca ; Brasse, Julia. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00644-5. Full description at Econpapers || Download paper |
| 2023 | Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis. (2023). Serletis, Apostolos ; Karakasidis, Theodoros E ; Fragkou, Athanasios D ; Andreadis, Ioannis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00419-5. Full description at Econpapers || Download paper |
| 2023 | Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method. (2023). Zollner, Marvin ; Gurtler, Marc. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00689-6. Full description at Econpapers || Download paper |
Works by João Afonso Bastos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 83 |
| 2010 | Forecasting bank loans loss-given-default.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | article | |
| 2009 | Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2014 | Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 23 |
| 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: 23 | article | |
| 2013 | Ensemble predictions of recovery rates In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2014 | Ensemble Predictions of Recovery Rates.(2014) In: Journal of Financial Services Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2022 | Explainable models of credit losses In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
| 2021 | Explainable models of credit losses.(2021) In: Working Papers REM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 | 1 |
| 2023 | Conformal prediction of option prices 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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