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João Afonso Bastos
(Joao Afonso Bastos)

Personal Details

First Name:Joao
Middle Name:Afonso
Last Name:Bastos
Suffix:
RePEc Short-ID:pba531
[This author has chosen not to make the email address public]

Affiliation

Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://www.iseg.ulisboa.pt/
RePEc:edi:isutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. João A. Bastos & Fernando Cascão, 2024. "Nonparametric determinants of market Liquidity," Working Papers REM 2024/0332, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  2. Esmeralda Arranhado & Lágida Barbosa & João A. Bastos, 2024. "Multidimensional poverty in Benin," Working Papers REM 2024/0343, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  3. João A. Bastos & Maria Inês Bernardes, 2024. "Understanding online purchases with explainable machine learning," Working Papers REM 2024/0313, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  4. João A. Bastos & Jeanne Paquette, 2024. "On the uncertainty of real estate price predictions," Working Papers REM 2024/0314, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  5. João A. Bastos, 2023. "Conformal prediction of option prices," Working Papers REM 2023/0304, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  6. João A. Bastos & Jorge Caiado, 2021. "On the classification of financial data with domain agnostic features," Working Papers REM 2021/0185, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  7. João A. Bastos & Sara M. Matos, 2021. "Explainable models of credit losses," Working Papers REM 2021/0161, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  8. Bastos, João A., 2019. "Forecasting the capacity of mobile networks," MPRA Paper 92727, University Library of Munich, Germany.
  9. Joao A. Bastos, 2013. "Ensemble predictions of recovery rates," CEMAPRE Working Papers 1301, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  10. Joao A. Bastos & Joaquim J. S. Ramalho, 2010. "Nonparametric models of financial leverage decisions," CEMAPRE Working Papers 1005, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  11. Joao A. Bastos, 2010. "Predicting bank loan recovery rates with neural networks," CEMAPRE Working Papers 1003, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  12. Joao A. Bastos & Jorge Caiado, 2010. "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers 1006, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  13. Joao A. Bastos & Jorge Caiado, 2010. "The structure of international stock market returns," CEMAPRE Working Papers 1002, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  14. Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  15. Joao A. Bastos, 2009. "Forecasting bank loans loss-given-default," CEMAPRE Working Papers 0901, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  16. Bastos, Joao, 2007. "Credit scoring with boosted decision trees," MPRA Paper 8034, University Library of Munich, Germany.

Articles

  1. Bastos, João A. & Matos, Sara M., 2022. "Explainable models of credit losses," European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
  2. João A. Bastos, 2022. "Predicting Credit Scores with Boosted Decision Trees," Forecasting, MDPI, vol. 4(4), pages 1-11, November.
  3. João A. Bastos, 2019. "Forecasting the capacity of mobile networks," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 72(2), pages 231-242, October.
  4. João A. Bastos & Joaquim J. S. Ramalho, 2016. "Nonparametric Models Of Financial Leverage Decisions," Bulletin of Economic Research, Wiley Blackwell, vol. 68(4), pages 348-366, October.
  5. João A. Bastos & Jorge Caiado, 2014. "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2121-2133, December.
  6. João Bastos, 2014. "Ensemble Predictions of Recovery Rates," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(2), pages 177-193, October.
  7. Bastos, João A. & Caiado, Jorge, 2011. "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(7), pages 1315-1325.
  8. Bastos, João A., 2010. "Forecasting bank loans loss-given-default," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2510-2517, October.

More information

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Statistics

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Rankings

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (5) 2008-04-15 2010-07-31 2021-08-09 2024-02-26 2024-04-15. Author is listed
  2. NEP-FOR: Forecasting (5) 2009-05-16 2010-07-31 2013-03-09 2019-03-25 2024-04-15. Author is listed
  3. NEP-BAN: Banking (4) 2009-05-16 2010-07-31 2013-03-09 2021-02-22
  4. NEP-FMK: Financial Markets (4) 2009-05-16 2009-10-03 2010-07-31 2010-12-18
  5. NEP-RMG: Risk Management (4) 2008-04-15 2009-05-16 2010-07-31 2021-02-22
  6. NEP-BIG: Big Data (3) 2024-04-15 2024-08-19 2024-10-14
  7. NEP-BEC: Business Economics (2) 2009-05-16 2010-10-02
  8. NEP-PAY: Payment Systems and Financial Technology (2) 2019-03-25 2024-04-15
  9. NEP-AGR: Agricultural Economics (1) 2024-10-14
  10. NEP-CFN: Corporate Finance (1) 2008-04-15
  11. NEP-DEV: Development (1) 2024-10-14
  12. NEP-ETS: Econometric Time Series (1) 2021-08-09
  13. NEP-IPR: Intellectual Property Rights (1) 2024-10-14
  14. NEP-MAC: Macroeconomics (1) 2024-08-19
  15. NEP-MST: Market Microstructure (1) 2024-08-19
  16. NEP-URE: Urban and Real Estate Economics (1) 2024-04-15

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