Publications

2024

2 Articles in international journals with referee

Conformal prediction of option prices
J. A. Bastos
Expert Systems with Applications 245, 123087 (2024).

Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates
B. Damásio and J. Nicolau
Chaos, Solitons & Fractals 180, (2024).