Details about Rui Vilela Mendes

Access statistics for papers by Rui Vilela Mendes.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pme147

Working Papers

2023

1. Long-range connections and mixed diffusion in fractional networks
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
   Also in Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2022)

2012

2. Portfolios and the market geometry
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
   Also in Papers, arXiv.org (2011) View citations (1)
3. The fractional volatility model: No-arbitrage, leverage and completeness
   Papers, arXiv.org

2010

4. The fractional volatility model: No-arbitrage, leverage and risk measures
   Papers, arXiv.org

2008

5. A Data-Reconstructed Fractional Volatility Model
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (5)
   Also in Papers, arXiv.org (2007) View citations (2)

2007

6. Innovation Success and Structural Change: An Abstract Agent Based Study
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (1)
7. The fractional volatility model: An agent-based interpretation
   Papers, arXiv.org View citations (3)
   See also Journal Article The fractional volatility model: An agent-based interpretation, Physica A: Statistical Mechanics and its Applications, Elsevier (2008) View citations (7) (2008)

2006

8. Market-oriented innovation: When is it profitable? An abstract agent-based study
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (2)

2004

9. Option pricing with fractional volatility
   Papers, arXiv.org

2002

10. Reconstructing an economic space from a market metric
    Papers, arXiv.org View citations (10)
    See also Journal Article Reconstructing an economic space from a market metric, Physica A: Statistical Mechanics and its Applications, Elsevier (2003) View citations (23) (2003)

2001

11. A process-reconstruction analysis of market fluctuations
    Papers, arXiv.org View citations (5)
12. Function and form in networks of interacting agents
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (8)

Undated

13. Characterizing self-organization and coevolution by ergodic invariants
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
    See also Journal Article Characterizing self-organization and coevolution by ergodic invariants, Physica A: Statistical Mechanics and its Applications, Elsevier (2000) View citations (1) (2000)

Journal Articles

2015

1. LONG RANGE DEPENDENCE AND THE DYNAMICS OF EXPLOITED FISH POPULATIONS
   Advances in Complex Systems (ACS), 2015, 18, (07n08), 1-14 View citations (1)
2. No-arbitrage, leverage and completeness in a fractional volatility model
   Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 470-478 View citations (4)

2009

3. INNOVATION AND SELF-ORGANIZATION IN A MULTI-AGENT MODEL
   Advances in Complex Systems (ACS), 2009, 12, (02), 233-253 View citations (1)

2008

4. The fractional volatility model: An agent-based interpretation
   Physica A: Statistical Mechanics and its Applications, 2008, 387, (15), 3987-3994 View citations (7)
   See also Working Paper The fractional volatility model: An agent-based interpretation, Papers (2007) View citations (3) (2007)

2004

5. NETWORK DEPENDENCE OF STRONG RECIPROCITY
   Advances in Complex Systems (ACS), 2004, 07, (03n04), 357-368

2003

6. Reconstructing an economic space from a market metric
   Physica A: Statistical Mechanics and its Applications, 2003, 323, (C), 635-650 View citations (23)
   See also Working Paper Reconstructing an economic space from a market metric, Papers (2002) View citations (10) (2002)

2001

7. Structure-generating mechanisms in agent-based models
   Physica A: Statistical Mechanics and its Applications, 2001, 295, (3), 537-561 View citations (5)

2000

8. Characterizing self-organization and coevolution by ergodic invariants
   Physica A: Statistical Mechanics and its Applications, 2000, 276, (3), 550-571 View citations (1)
   See also Working Paper Characterizing self-organization and coevolution by ergodic invariants, Working Papers Department of Economics