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João Dias

4 papers hereh-index 9491 citations17 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author3
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • cs.HC3
  • q-fin.ST1
same name
  • João Dias — 6 papers, h 2
  • João Dias — 5 papers, h 4
  • João Dias — 3 papers, h 22
  • João Dias — 3 papers, h 0
  • João Dias — 1 paper, h 2
  • João Dias — 1 paper, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122020
most citedHow Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market

4 citations · 4 across the 2 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.ST2012★ 4 cited

How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market

Tanya Araújo, João Dias, Samuel Eleutério +1

This paper investigates the common intuition suggesting that during crises the shape of the financial market clearly differentiates from that of random walk processes. In this sens…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.