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Identification

Personal identification

Full name
Jorge Caiado

Citation names

  • Caiado, Jorge

Author identifiers

Ciência ID
501D-3116-936C
ORCID iD
0000-0002-0405-1695
Education
Degree Classification
2021/07/07 - 2021/07/08
Concluded
 Matemática Aplicada à Economia e à Gestão (Título de Agregado)
Major in Séries Temporais
Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
 Áprovado
2006/12/19
Concluded
 Matemática Aplicada à Economia e à Gestão (Doutoramento)
Major in Séries Temporais
Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
"Distance-based Methods for Classification and Clustering of Time Series" (THESIS/DISSERTATION)
Affiliation

Science

Category
Host institution 		Employer
2007/10/01 - 2011/09/30 Invited Auxiliary Researcher (Research) Universidade de Lisboa Centro de Matematica Aplicada à Previsão e Decisão Económica, Portugal
Universidade de Lisboa Centro de Matematica Aplicada à Previsão e Decisão Económica, Portugal
2004/03/01 - 2004/07/31 Visiting Researcher (Research) Universidad Carlos III de Madrid, Spain
Universidad Carlos III de Madrid Departamento de Estadística, Spain

Teaching in Higher Education

Category
Host institution 		Employer
2023/05/08 - Current Associate Professor (University Teacher) Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
2016 - 2023/05/07 Assistant Professor (University Teacher) Universidade de Lisboa, Portugal
2013 - 2016 Assistant Professor (University Teacher) Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
2007/09/01 - 2009/09/30 Invited Assistant Professor (University Teacher) Universidade Nova de Lisboa Instituto Superior de Estatística e Gestão de Informação, Portugal
Universidade Nova de Lisboa Instituto Superior de Estatística e Gestão de Informação, Portugal
Projects

Other

Designation Funders
2020/01/01 - 2020/12/31 Classification and clustering of big data time series with spectral measures (continuation for year 2020)
Projecto Interno
Researcher
Universidade de Lisboa Centro de Matematica Aplicada à Previsão e Decisão Económica, Portugal
Ongoing
Outputs

Publications

Book
  1. Caiado, Jorge. Time Series Clustering and Classification. United States: Chapman and Hall, Taylor & Francis Group. 2019.
    Published
  2. Caiado, Jorge. Gestão de Instituições Financeiras. Lisboa, Portugal: Edições Sílabo. 2015.
    Published
  3. Caiado, Jorge. Métodos de Previsão em Gestão com Aplicações em Excel. 2011.
    Published
  4. Caiado, Jorge. Classification and Clustering of Time Series. Germany: Lambert Academic Publishing. 2010.
    Published
Book chapter
  1. Caiado, Jorge. "Time Series Clustering". In Handbook of Cluster Analysis, 241-264. United States: Chapman and Hall/CRC, 2015.
    Published
  2. do Vale, Rita Coelho; Matos, Pedro Verga; Caiado, Jorge. "Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach". In Advances in National Brand and Private Label Marketing, 167-175. Springer International Publishing, 2015.
    10.1007/978-3-319-20182-5_17
  3. Caiado, Jorge. "A GARCH-based method for clustering of financial time series: International stock markets evidence". In Recent Advances in Stochastic Modeling and Data Analysis, 542-551. World Scientific Publishing, 2007.
    Published
Journal article
  1. Carla Fernandes; Maria Rosa Borges; Esselina Macome; Jorge Caiado. "Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique". Applied Economics (2023): https://doi.org/10.1080/00036846.2023.2203457.
    10.1080/00036846.2023.2203457
  2. Francisco Lúcio; Jorge Caiado. "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices". Finance Research Letters (2022): https://doi.org/10.1016/j.frl.2022.103141.
    10.1016/j.frl.2022.103141
  3. João Carlos Graça; Jorge Caiado; Rita Gomes Correia. "On the values and attitudes of economics students in Portugal". Revista de Sociologia e Política (2022): https://doi.org/10.1590/1678-98732230e021.
    10.1590/1678-98732230e021
  4. João A. Bastos; Jorge Caiado. "On the classification of financial data with domain agnostic features". International Journal of Approximate Reasoning 138 (2021): 1-11. https://doi.org/10.1016/j.ijar.2021.07.008.
    10.1016/j.ijar.2021.07.008
  5. Carla Fernandes; Maria Rosa Borges; Jorge Caiado. "The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach". Applied Economics 53 3 (2021): 400-409. https://doi.org/10.1080/00036846.2020.1808177.
    10.1080/00036846.2020.1808177
  6. Paulo Francisco; Sandrina B. Moreira; Jorge Caiado. "Identifying differences and similarities between donors regarding the long-term allocation of official development assistance". Development Studies Research 8 1 (2021): 181-198. https://doi.org/10.1080/21665095.2021.1954965.
    10.1080/21665095.2021.1954965
  7. Paula C. A. M. de Albuquerque; Jorge Caiado; Andreia Pereira. "Population aging and inflation: evidence from panel cointegration". Journal of Applied Economics 23 1 (2020): 469-484. https://doi.org/10.1080/15140326.2020.1795518.
    10.1080/15140326.2020.1795518
  8. Graça,João Carlos; Caiado,Jorge; Correia,Rita Gomes. "Valores, atitudes e comportamentos sociopolíticos dos estudantes portugueses de Economia". (2020): http://www.scielo.mec.pt/scielo.php?script=sci_arttext&pid=S0873-65292020000100006.
  9. Caiado, Jorge; Crato, Nuno; Poncela, Pilar. "A fragmented-periodogram approach for clustering big data time series". Advances in Data Analysis and Classification 14 1 (2019): 117-146. http://dx.doi.org/10.1007/s11634-019-00365-8.
    10.1007/s11634-019-00365-8
  10. Graça, João Carlos; Caiado, Jorge; Correia, Rita Gomes. "Sociopolitical values, attitudes and behaviors of Portuguese economics students". (2019): https://revistas.rcaap.pt/sociologiapp/article/view/13699.
  11. Coelho do Vale, Rita; Verga Matos, Pedro; Caiado, Jorge. "The impact of private labels on consumer store loyalty: An integrative perspective". Journal of Retailing and Consumer Services 28 (2016): 179-188. http://dx.doi.org/10.1016/j.jretconser.2015.10.003.
    10.1016/j.jretconser.2015.10.003
  12. Augusto Felício, J.; Couto, Eduardo; Caiado, Jorge. "Human capital, social capital and organizational performance". Management Decision 52 2 (2014): 350-364. http://dx.doi.org/10.1108/md-04-2013-0260.
    10.1108/md-04-2013-0260
  13. Carvalho, L.; Costa, T.; Caiado, J.. "Determinants of innovation in a small open economy: A multidimensional perspective". Journal of Business Economics and Management 14 3 (2013): 583-600. http://www.scopus.com/inward/record.url?eid=2-s2.0-84880013003&partnerID=MN8TOARS.
    10.3846/16111699.2012.701225
  14. Bastos, João A.; Caiado, Jorge. "Clustering financial time series with variance ratio statistics". Quantitative Finance 14 12 (2012): 2121-2133. http://dx.doi.org/10.1080/14697688.2012.726736.
    10.1080/14697688.2012.726736
  15. Caiado, J.; Crato, N.; Peña, D.. "Tests for comparing time series of unequal lengths". Journal of Statistical Computation and Simulation 82 12 (2012): 1715-1725. http://www.scopus.com/inward/record.url?eid=2-s2.0-84869175657&partnerID=MN8TOARS.
    10.1080/00949655.2011.592985
  16. Felício, J.A.; Couto, E.; Caiado, J.. "Human capital and social capital in entrepreneurs and managers of small and medium enterprises". Journal of Business Economics and Management 13 3 (2012): 395-420. http://www.scopus.com/inward/record.url?eid=2-s2.0-84864023351&partnerID=MN8TOARS.
    10.3846/16111699.2011.620139
  17. Bastos, J.A.; Caiado, J.. "Recurrence quantification analysis of global stock markets". Physica A: Statistical Mechanics and its Applications 390 7 (2011): 1315-1325. http://www.scopus.com/inward/record.url?eid=2-s2.0-79551500759&partnerID=MN8TOARS.
    10.1016/j.physa.2010.12.008
  18. Caiado, J.. "Performance of combined double seasonal univariate time series models for forecasting water demand". Journal of Hydrologic Engineering 15 3 (2010): 215-222. http://www.scopus.com/inward/record.url?eid=2-s2.0-77950622616&partnerID=MN8TOARS.
    10.1061/(ASCE)HE.1943-5584.0000182
  19. Caiado, J.; Crato, N.. "Identifying common dynamic features in stock returns". Quantitative Finance 10 7 (2010): 797-807. http://www.scopus.com/inward/record.url?eid=2-s2.0-77955595977&partnerID=MN8TOARS.
    10.1080/14697680903567152
  20. Caiado, Jorge; Crato, Nuno; Pena, Daniel. "Comparison of Times Series with Unequal Length in the Frequency Domain". Communications in Statistics-Simulation and Computation 38 3 (2009): 527-540.
    10.1080/03610910802562716
  21. Caiado, J.; Crato, N.; Peña, D.. "A periodogram-based metric for time series classification". Computational Statistics and Data Analysis 50 10 (2006): 2668-2684. http://www.scopus.com/inward/record.url?eid=2-s2.0-33646082004&partnerID=MN8TOARS.
    10.1016/j.csda.2005.04.012
  22. Caiado, Jorge. "Modelling and forecasting the volatility of the portuguese stock index PSI-20". (2004): http://hdl.handle.net/10400.5/9973.
  23. Caiado, Jorge; Madeira, Paulo. "Determinantes do desempenho académico nos cursos de contabilidade". (2002): http://hdl.handle.net/10400.11/655.
Thesis / Dissertation
  1. Samagaio, Antonio. "Essays on managing english football clubs". PhD, 2015. http://hdl.handle.net/10400.5/9106.
  2. Santos, Paulo Jorge Madeira dos. "Declínio organizacional e estratégias de recuperação nas pequenas e médias empresas : uma abordagem holística". PhD, 2006. http://hdl.handle.net/10400.2/779.
  3. Caiado, Aníbal Jorge da Costa Cristóvão. "Distance-based methods for classification and clustering of time series". PhD, 2006. http://hdl.handle.net/10400.5/3531.
  4. Caiado, Aníbal Jorge Da Costa Cristóvão. "Taxas de juro e inflação em Portugal : testes e modelos de previsão". Master, 1997. http://hdl.handle.net/10400.5/16213.
Working paper
  1. Afonso, António; Caiado, Jorge; St. Aubyn, Miguel. 2015. "The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)". http://hdl.handle.net/10400.5/8293.
  2. Bastos, João A.; Caiado, Jorge. 2010. "The Structure of International Stock Market Returns". http://hdl.handle.net/10400.5/2908.

Intellectual property

Patent
  1. Caiado, Jorge. 2020. "Digital Method for Purchase Centralisation, Optimisation and Negotiation". United States.
    Granted/Issued
Distinctions

Award

2007 First Prize SICO

Other distinction

2011 ScienceDirect TOP25 Hottest Article in Physica A: Statistical Mechanics and its Applications
2006 ScienceDirect TOP25 Hottest Article in Computational Statistics & Data Analysis
Elsevier BV, Netherlands