Concepedia

João A. Bastos

JA

8

Publications

430

Citations

8

H-Index

2007

Active since

Affiliations

University of Lisbon(Current)

João A. Bastos is an author at University of Lisbon specializing in engineering, data science, and predictive analytics.

Top concepts

EngineeringData ScienceManagementPredictive AnalyticsFinanceBusinessStatisticsData MiningKnowledge DiscoveryForecasting

Publications per year

2007–2022

8

Publications

8

Forecasting bank loans loss-given-default

João A. Bastos · Journal of Banking & Finance · 2010 · 175 citations

Economic Forecasting, Management, Loans +8

Recurrence quantification analysis of global stock markets

João A. Bastos, Jorge Caiado · Physica A Statistical Mechanics and its Applications · 2010 · 86 citations

Economics, Financial Economics, International Finance +5

Ensemble Predictions of Recovery Rates

João A. Bastos · Journal of Financial Services Research · 2013 · 49 citations

Engineering, Data Science, Predictive Analytics +9

Credit scoring with boosted decision trees

João A. Bastos · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2007 · 36 citations · Full text

Engineering, Machine Learning, Credit Score +19

Clustering financial time series with variance ratio statistics

João A. Bastos, Jorge Caiado · Quantitative Finance · 2012 · 36 citations

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