Details about João Afonso Bastos

Access statistics for papers by João Afonso Bastos.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pba531

Working Papers

2024

1. Multidimensional poverty in Benin
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
2. Nonparametric determinants of market Liquidity
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
3. On the uncertainty of real estate price predictions
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
   See also Journal Article On the uncertainty of real estate price predictions, Journal of Property Research, Taylor & Francis Journals (2025) (2025)
4. Understanding online purchases with explainable machine learning
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa

2023

5. Conformal prediction of option prices
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa

2021

6. Explainable models of credit losses
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (1)
   See also Journal Article Explainable models of credit losses, European Journal of Operational Research, Elsevier (2022) View citations (15) (2022)
7. On the classification of financial data with domain agnostic features
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (2)

2019

8. Forecasting the capacity of mobile networks
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Forecasting the capacity of mobile networks, Telecommunication Systems: Modelling, Analysis, Design and Management, Springer (2019) View citations (1) (2019)

2013

9. Ensemble predictions of recovery rates
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (3)
   See also Journal Article Ensemble Predictions of Recovery Rates, Journal of Financial Services Research, Springer (2014) View citations (21) (2014)

2010

10. Nonparametric models of financial leverage decisions
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (2)
    See also Journal Article NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS, Bulletin of Economic Research, Wiley Blackwell (2016) (2016)
11. Predicting bank loan recovery rates with neural networks
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (3)
12. Recurrence quantification analysis of global stock markets
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
    See also Journal Article Recurrence quantification analysis of global stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2011) View citations (25) (2011)
13. The structure of international stock market returns
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)

2009

14. Clustering financial time series with variance ratio statistics
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
    See also Journal Article Clustering financial time series with variance ratio statistics, Quantitative Finance, Taylor & Francis Journals (2014) View citations (12) (2014)
15. Forecasting bank loans loss-given-default
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
    See also Journal Article Forecasting bank loans loss-given-default, Journal of Banking & Finance, Elsevier (2010) View citations (86) (2010)

2007

16. Credit scoring with boosted decision trees
    MPRA Paper, University Library of Munich, Germany View citations (4)

Journal Articles

2025

1. On the uncertainty of real estate price predictions
   Journal of Property Research, 2025, 42, (1), 1-19
   See also Working Paper On the uncertainty of real estate price predictions, Working Papers REM (2024) (2024)

2022

2. Explainable models of credit losses
   European Journal of Operational Research, 2022, 301, (1), 386-394 View citations (15)
   See also Working Paper Explainable models of credit losses, Working Papers REM (2021) View citations (1) (2021)
3. Predicting Credit Scores with Boosted Decision Trees
   Forecasting, 2022, 4, (4), 1-11

2019

4. Forecasting the capacity of mobile networks
   Telecommunication Systems: Modelling, Analysis, Design and Management, 2019, 72, (2), 231-242 View citations (1)
   See also Working Paper Forecasting the capacity of mobile networks, MPRA Paper (2019) (2019)

2016

5. NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS
   Bulletin of Economic Research, 2016, 68, (4), 348-366
   See also Working Paper Nonparametric models of financial leverage decisions, CEMAPRE Working Papers (2010) View citations (2) (2010)

2014

6. Clustering financial time series with variance ratio statistics
   Quantitative Finance, 2014, 14, (12), 2121-2133 View citations (12)
   See also Working Paper Clustering financial time series with variance ratio statistics, CEMAPRE Working Papers (2009) View citations (5) (2009)
7. Ensemble Predictions of Recovery Rates
   Journal of Financial Services Research, 2014, 46, (2), 177-193 View citations (21)
   See also Working Paper Ensemble predictions of recovery rates, CEMAPRE Working Papers (2013) View citations (3) (2013)

2011

8. Recurrence quantification analysis of global stock markets
   Physica A: Statistical Mechanics and its Applications, 2011, 390, (7), 1315-1325 View citations (25)
   See also Working Paper Recurrence quantification analysis of global stock markets, CEMAPRE Working Papers (2010) View citations (5) (2010)

2010

9. Forecasting bank loans loss-given-default
   Journal of Banking & Finance, 2010, 34, (10), 2510-2517 View citations (86)
   See also Working Paper Forecasting bank loans loss-given-default, CEMAPRE Working Papers (2009) View citations (5) (2009)