João Afonso Bastos : Citation Profile

Universidade de Lisboa

5

H index

5

i10 index

194

Citations

RESEARCH PRODUCTION:

11

Articles

17

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 10
   Journals where João Afonso Bastos has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 7 (3.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba531
   Updated: 2026-02-07    RAS profile: 2025-08-07    
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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:

Caiado, Jorge (6)

Caporale, Guglielmo Maria (5)

Fenech, Jean-Pierre (4)

Girardi, Alessandro (4)

Vrins, Frédéric (4)

Belyaev, Konstantin (3)

Forbes, Catherine (3)

Hurlin, Christophe (3)

Fabozzi, Frank (3)

Dias, Daniel (3)

Leymarie, Jérémy (3)

Cites to:

Caiado, Jorge (7)

Kim, Jae (5)

Crato, Nuno (5)

Madden, Gary (4)

Peña, Daniel (4)

Papke, Leslie (3)

Altman, Edward (3)

Wooldridge, Jeffrey (3)

Alia, Didier (3)

Lo, Andrew (3)

Hyndman, Rob (3)

Main data

Where João Afonso Bastos has published?

Working Papers Series with more than one paper published# docs
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa8
CEMAPRE Working Papers / Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon7
MPRA Paper / University Library of Munich, Germany2

Recent works citing João Afonso Bastos (2025 and 2024)

YearTitle of citing document
2024Nonparametric Test for Volatility in Clustered Multiple Time Series. (2024). Barrios, Erniel ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

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2025Impact of Climate transition on Credit portfolios loss with stochastic collateral. (2024). Sopgoui, Lionel. In: Papers. RePEc:arx:papers:2408.13266.

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2024Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach. (2024). Sathish, Sanjay ; Sharma, Charu C. In: Papers. RePEc:arx:papers:2409.06728.

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2024KACDP: A Highly Interpretable Credit Default Prediction Model. (2024). Zhao, Jin ; Liu, Kun. In: Papers. RePEc:arx:papers:2411.17783.

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2024Loss-given-default and macroeconomic conditions. (2024). Marques, Aurea ; Georgescu, Oana-Maria ; Galow, Benjamin. In: Working Paper Series. RePEc:ecb:ecbwps:20242954.

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2025Global ordinal pattern attention entropy: A novel feature extraction method for complex signals. (2025). Shang, Pengjian ; Jiang, Runze ; Yin, YI. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:191:y:2025:i:c:s0960077924013626.

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2024Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). de Bock, Koen W ; Verbeke, Wouter ; Delen, Dursun ; Choi, Tsan-Ming ; Martens, David ; Lessmann, Stefan ; Vairetti, Carla ; Maldonado, Sebastian ; Baesens, Bart ; Sowiski, Roman ; de Caigny, Arno ; Boute, Robert N ; Weber, Richard ; Kraus, Mathias ; Oskarsdottir, Maria ; Coussement, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272.

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2024Supervised feature compression based on counterfactual analysis. (2024). Piccialli, Veronica ; Morales, Dolores Romero ; Salvatore, Cecilia. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:273-285.

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2024Interpretable generalized additive neural networks. (2024). Weinzierl, Sven ; Zschech, Patrick ; Kraus, Mathias ; Tschernutter, Daniel. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:303-316.

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2024Explainability 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.

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2024360 Degrees rumor detection: When explanations got some explaining to do. (2024). Van den Poel, Dirk ; Meire, Matthijs ; Bogaert, Matthias ; Schetgen, Lisa ; Janssens, Bram. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:366-381.

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2024What makes accidents severe! explainable analytics framework with parameter optimization. (2024). Moqbel, Murad ; Topuz, Kazim ; Abdulrashid, Ismail ; Ahmed, Abdulaziz. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:425-436.

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2025Business cycle and realized losses in the consumer credit industry. (2025). Roccazzella, Francesco ; Vrins, Frdric ; Distaso, Walter. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:1024-1039.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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2025Multi-view locally weighted regression for loss given default forecasting. (2025). Wang, Zhao ; Cheng, Hui ; Ni, Xiaoya ; Jiang, Cuiqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:290-306.

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2024Interpretable machine learning for creditor recovery rates. (2024). Fabozzi, Frank J ; Nazemi, Abdolreza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001043.

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2024Time 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.

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2024Maritime 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.

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2025Can Simple Balancing Algorithms Improve School Dropout Forecasting? The Case of the State Education Network of Espírito Santo, Brazil. (2025). de Almeida, Guilherme Armando ; de Deus, Kiara. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:4:p:59-:d:1774285.

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2025Credit 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.

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2024An Age–Period–Cohort Framework for Profit and Profit Volatility Modeling. (2024). Breeden, Joseph L. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1427-:d:1389720.

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2024Credit Risk Assessment and Financial Decision Support Using Explainable Artificial Intelligence. (2024). Hameed, Ibrahim A ; Meena, V P ; Bahadur, Jitendra ; Jaraut, Praveen ; Balusamy, Balamurugan ; Grover, Veena ; Chaturvedi, Himakshi ; Nallakaruppan, M K. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:10:p:164-:d:1499310.

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2025An interpretable system for predicting the impact of COVID-19 government interventions on stock market sectors. (2025). Yang, Cai ; Abedin, Mohammad Zoynul ; Zhang, Hongwei ; Weng, Futian ; Hajek, Petr. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:2:d:10.1007_s10479-023-05311-8.

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2024Multiway 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.

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2024Fuzzy clustering of time series based on weighted conditional higher moments. (2024). Vitale, Vincenzina ; Cerqueti, Roy ; Mattera, Raffaele ; Durso, Pierpaolo ; Giovanni, Livia. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:6:d:10.1007_s00180-023-01425-6.

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2025Effects of credit score literacy and psychological traits on borrowing behavior: evidence from India using PLS-SEM. (2025). Altaf, Zaid ; Shah, Farooq. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00601-y.

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2025Machine learning-based variable selection for clustered credit risk modeling. (2025). Zllner, Marvin ; Grtler, Marc ; Bosker, Joost. In: Journal of Business Economics. RePEc:spr:jbecon:v:95:y:2025:i:4:d:10.1007_s11573-024-01213-8.

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2024Applications of Explainable Artificial Intelligence in Finance—a systematic review of Finance, Information Systems, and Computer Science literature. (2024). Hinz, Oliver ; Weber, Patrick ; Carl, Valerie K. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:2:d:10.1007_s11301-023-00320-0.

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Works by João Afonso Bastos:

YearTitleTypeCited
2016NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article2
2010Nonparametric models of financial leverage decisions.(2010) In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2009Forecasting bank loans loss-given-default In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper91
2010Forecasting bank loans loss-given-default.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		article
2009Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper16
2014Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2010The structure of international stock market returns In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper5
2010Predicting bank loan recovery rates with neural networks In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper3
2010Recurrence quantification analysis of global stock markets In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper27
2011Recurrence 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: 27		article
2013Ensemble predictions of recovery rates In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper22
2014Ensemble Predictions of Recovery Rates.(2014) In: Journal of Financial Services Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2022Explainable models of credit losses In: European Journal of Operational Research.
[Full Text][Citation analysis]		article18
2021Explainable models of credit losses.(2021) In: Working Papers REM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2025Multidimensional poverty in Benin In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article0
2024Multidimensional poverty in Benin.(2024) In: Working Papers REM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Predicting Credit Scores with Boosted Decision Trees In: Forecasting.
[Full Text][Citation analysis]		article1
2021On the classification of financial data with domain agnostic features In: Working Papers REM.
[Full Text][Citation analysis]		paper4
2023Conformal prediction of option prices In: Working Papers REM.
[Full Text][Citation analysis]		paper0
2024Understanding online purchases with explainable machine learning In: Working Papers REM.
[Full Text][Citation analysis]		paper0
2024On the uncertainty of real estate price predictions In: Working Papers REM.
[Full Text][Citation analysis]		paper0
2025On 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
2024Nonparametric determinants of market Liquidity In: Working Papers REM.
[Full Text][Citation analysis]		paper0
2025A deep learning test of the martingale difference hypothesis In: Working Papers REM.
[Full Text][Citation analysis]		paper0
2025A Deep Learning Test of the Martingale Difference Hypothesis.(2025) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2007Credit scoring with boosted decision trees In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2019Forecasting the capacity of mobile networks In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2019Forecasting 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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