54 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of LisbonPT16 papers
- Centro de Matematica Aplicada à Previsão e Decisão EconómicaPT10 papers
- Universidade Técnica de LisboaPT8 papers
- Instituto Superior TécnicoPT6 papers
- Centro de MatemáticaPT4 papers
- Universidade do PortoPT4 papers
- Instituto de TelecomunicaçõesPT3 papers
- Google (United States)US2 papers
- Grupo de Física MatemáticaPT2 papers
- Instituto de Plasmas e Fusão NuclearPT2 papers
- Bielefeld UniversityDE1 paper
- Centre de Physique ThéoriqueFR1 paper
3 papers · 1 filter
Reconstructing an economic space from a market metric
R. Vilela Mendes, Tanya Araújo, Francisco Louçã
Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic stru…
A dynamical characterization of the small world phase
Tanya Araujo, R. Vilela Mendes, João Seixas
Small-world (SW) networks have been identified in many different fields. Topological coefficients like the clustering coefficient and the characteristic path length have been used…
A process-reconstruction analysis of market fluctuations
R. Vilela Mendes, R. Lima, T. Araujo
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probabili…