Conformal prediction of option prices
J. A. Bastos
Expert Systems with Applications 245, 123087 (2024).
Explainable models of credit losses
J. A. Bastos and S. M. Matos
European Journal of Operational Research 301, 386-394 (2022).
Predicting credit scores with boosted decision trees
J. A. Bastos
Forecasting 4, 925-935 (2022).
On the classification of financial data with domain agnostic features
J. A. Bastos and J. Caiado
International Journal of Approximate Reasoning 138, 1-11 (2021).
Forecasting the capacity of mobile networks
J. A. Bastos
Telecommunication Systems 72, 2 (2019).
Nonparametric models of financial leverage decisions
J. A. Bastos and J. J. S. Ramalho
Bulletin of Economic Research 68, 348-366 (2016).
Clustering financial time series with variance ratio statistics
J. A. Bastos and J. Caiado
Quantitative Finance 14, 2121-2133 (2014).
Ensemble predictions of recovery rates
J. A. Bastos
Journal of Financial Services Research 46, 177-193 (2014).
Recurrence quantification analysis of global stock markets
J. A. Bastos and J. Caiado
Physica A: Statistical Mechanics and its Applications 390, 1315-1325 (2011).
Forecasting bank loans loss-given-default
J. A. Bastos
Journal of Banking & Finance 34, 25102517 (2010).
Recurrence quantification analysis of financial markets
J. A. Bastos
in Chaos and Complexity Theory for Management: Nonlinear Dynamics, S. Banerjee, IGI Global USA, 50-62 (2012).