João Afonso Bastos : Citation Profile

Are you João Afonso Bastos?

Universidade de Lisboa

5

H index

5

i10 index

174

Citations

RESEARCH PRODUCTION:

8

Articles

16

Papers

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 10
   Journals where João Afonso Bastos has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 6 (3.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba531
   Updated: 2024-12-03    RAS profile: 2024-01-04    
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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:

Caporale, Guglielmo Maria (5)

Girardi, Alessandro (4)

Fenech, Jean-Pierre (4)

Konecny, Tomas (3)

Hurlin, Christophe (3)

Forbes, Catherine (3)

Seidler, Jakub (3)

Caiado, Jorge (3)

Vrins, Frédéric (3)

Fabozzi, Frank (3)

Belyaev, Konstantin (3)

Cites to:

Caiado, Jorge (6)

Crato, Nuno (5)

Madden, Gary (4)

Peña, Daniel (4)

Hyndman, Rob (3)

Altman, Edward (3)

Papke, Leslie (2)

Wooldridge, Jeffrey (2)

Otranto, Edoardo (2)

Maharaj, Elizabeth (2)

Bassett, Gilbert (2)

Main data

Where João Afonso Bastos has published?

Working Papers Series with more than one paper published# docs
CEMAPRE Working Papers / Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon7
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa7
MPRA Paper / University Library of Munich, Germany2

Recent works citing João Afonso Bastos (2024 and 2023)

YearTitle of citing document
2024Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

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2023Popularity, 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.

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2023The 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.

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2024Explainable 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.

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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.

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2024Interpretable 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.

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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). 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.

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2024What 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.

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2023Examining 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.

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2023Predicting 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.

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2023Forecasting 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.

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2023Interpretable 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.

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2023.

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2024.

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2023Application 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.

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2023Explainable 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.

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2023Explainable 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.

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2023Nonlinear 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.

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2023Heterogeneities 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.

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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]		paper86
2010Forecasting bank loans loss-given-default.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		article
2009Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper14
2014Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		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]		paper23
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: 23		article
2013Ensemble predictions of recovery rates In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper20
2014Ensemble Predictions of Recovery Rates.(2014) In: Journal of Financial Services Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2022Explainable models of credit losses In: European Journal of Operational Research.
[Full Text][Citation analysis]		article14
2021Explainable models of credit losses.(2021) In: Working Papers REM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Predicting Credit Scores with Boosted Decision Trees In: Forecasting.
[Full Text][Citation analysis]		article0
2021On the classification of financial data with domain agnostic features In: Working Papers REM.
[Full Text][Citation analysis]		paper2
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
2024Nonparametric determinants of market Liquidity In: Working Papers REM.
[Full Text][Citation analysis]		paper0
2024Multidimensional poverty in Benin In: Working Papers REM.
[Full Text][Citation analysis]		paper0
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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