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Diana E. Aldea Mendes is an associate professor at Department of Quantitative Methods for Management and Economics, ISCTE-IUL Lisbon, Portugal. She is a mathematician and applied scientist with broad experience in nonlinear dynamics (stochastic and deterministic), time series analysis, data science, computational economics and finance, control and synchronization. She is a researcher at BRU-IUL (Business Research Unit - University Institute of Lisbon, Portugal) and has authored or co-authored more than 40 technical papers and reports.
Identification

Personal identification

Full name
Diana Aldea Mendes

Citation names

  • MENDES, Diana Elisabeta Aldea

Author identifiers

Ciência ID
571C-BFEE-8B23
ORCID iD
0000-0002-8391-9113
Google Scholar ID
ElWUrxUAAAAJ&hl
Researcher Id
A-6376-2014
Scopus Author Id
7006417557

Websites

  • http://scholar.google.com/citations?user=ElWUrxUAAAAJ&hl&hl=pt-PT (Scholar)
  • http://www.researcherid.com/rid/A-6376-2014 (Scholar)
  • http://www.scopus.com/authid/detail.url?authorId=7006417557 (Scholar)

Knowledge fields

  • Exact Sciences - Mathematics - Applied Mathematics

Languages

Language Speaking Reading Writing Listening Peer-review
Portuguese Proficiency (C2) Proficiency (C2) Proficiency (C2) Proficiency (C2) Proficiency (C2)
Romanian (Mother tongue)
English Proficiency (C2) Proficiency (C2) Proficiency (C2) Proficiency (C2) Proficiency (C2)
Education
Degree Classification
2005
Concluded
Matemática (Doutoramento)
Major in Sistemas dinâmicos
Universidade de Lisboa Instituto Superior Técnico, Portugal
"Produtos Tensoriais em Dinâmicas de Aplicações Triangulares" (THESIS/DISSERTATION)
máxima
1999
Concluded
Provas de Aptidão Pedagógica e Capacidade Científi (Outros)
ISCTE-Instituto Universitário de Lisboa, Portugal
"Sobre multiaplicações: uma versão abstracta de optimização" (THESIS/DISSERTATION)
1996/01/01
Concluded
Matemática (Licenciatura)
Universitatea Babes Bolyai Facultatea de Matematica si Informatica, Romania
1996
Concluded
Matemática (Licence)
Major in Matemática
Universitatea Babes Bolyai Facultatea de Matematica si Informatica, Romania
"Problemas extremais para funcionais integrais e sua resolução com métodos directos. Aplicações à mecânica" (THESIS/DISSERTATION)
9 valores (numa escala de 0-10)
1993/12/31
Concluded
Matemática (Licenciatura)
Univ. Babes Bolyai de Cluj-Napoca Romeni, Portugal
Affiliation

Teaching in Higher Education

Category
Host institution
Employer
2010/06/01 - Current Associate Professor (University Teacher) ISCTE Business School, Portugal
2005 - 2010 Assistant Professor (University Teacher) ISCTE-Instituto Universitário de Lisboa, Portugal
ISCTE-Instituto Universitário de Lisboa, Portugal

Others

Category
Host institution
Employer
1996/10 - 2005/07 Assistente (Docente) ISCTE-Instituto Universitário de Lisboa, Portugal
Outputs

Publications

Book
  1. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M.. Aplimat 2007 - 6th International Conference, Pt Ii. 2007.
    Published
Book chapter
  1. Bostenaru, M.; Mendes, D. A.. "Economics and retrofit". In Natural and man-made hazard impact on urban areas - Impactul hazardurilor naturale ?i antropice asupra ariilor urbane, edited by Maria Bostenaru Dan; Mirela Adriana Anghelache, 15-18. --, Romania: "Ion Mincu" University Press, 2017.
    Published
  2. Mendes, D. A.; Mendes, V.. "Parametric Models in Spatial Econometrics: A Survey". In Complexity & Geographical Economics: Topics and Tools, edited by Pasquale Commendatore; Saime Kayam; Ingrid Kubin, 3-18. Berlin, Germany, Switzerland: Springer, 2014.
    Published • 10.1007/978-3-319-12805-4_3
  3. Bostenaru, M.; Mendes, D. A.. "Contemporary installations with timber from disaster reconstructions". In Vernacular Heritage and Earthen Architecture, edited by Mariana Correia ; Gilberto Carlos; Sandra Rocha. Taylor and Francis, 2013.
    Published • 10.1201/b15685-126
  4. Mendes, V.; Mendes, D. A.. "Adaptive Learning and Central Bank Inattentiveness in Optimal Monetary Policy". In Dynamics, Games and Science I, II, edited by Peixoto; Mauricio Matos; Pinto; Alberto Adrego; Rand; David A., 0-0. --, Germany: Springer, 2011.
    Published
  5. C. Januário; C. Grácio; Mendes, D. A.; J. Duarte. "Isentropic dynamics and control in an economic model for capital accumulation". In Dynamics, Games and Science I, edited by Peixoto; Mauricio Matos; Pinto; Alberto Adrego; Rand; David A., 0-0. --, Germany: Springer, 2011.
    Published
  6. Mendes, D.A.; Menezes, R.; Dionísio, A.. "A hipótese de eficiência dos mercados revisitada: abordagem da dependência não-linear". In Temas em Métodos Quantitativos, edited by Salgueiro; M.F.; D.A. Mendes; L.F. Martins, 29-47. Lisboa, Portugal: Sílabo, 2009.
    Published
  7. Bentes, S.R.; Menezes, R.; Mendes, D.A.. "Entropic measures in nonlinear dynamics". In Temas em Métodos Quantitativos, edited by Salgueiro; M.F.; D.A. Mendes; L.F. Martins, 235-250. Lisboa, Portugal: Sílabo, 2009.
    Published
  8. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M.. "Sincronização de sistemas dinâmicos contínuos e caóticos". In Temas em Métodos Quantitativos 6, edited by Maria de Fátima Salgueiro; Diana A. Mendes; Luís F. Martins, 251-371. Lisboa, Portugal: Edições Sílabo, 2009.
    Published
  9. Mendes, D. A.; Mendes, V.; Sousa Ramos, J.; Gomes, O.. "Computing Topological Entropy in Asymmetric Cournot Duopoly Games with Homogeneous Expectations". In Advances In Discrete Dynamical Systems, edited by Saber Elaydi (Trinity University); Kazuo Nishimura (Kyoto University); Mitsuhiro Shishikura (Kyoto University); Nobuyuki Tose (Keio University), 169-178. Kyoto, Japão, Japan: World Scientific, 2009.
    Published
  10. Dionísio, A. ; Menezes, R.; Mendes, D.A.. "O princípio da entropia máxima". In Temas em Métodos Quantitativos, edited by Salgueiro; M.F.; Lopes; M.J.; Teixeira; A., 31-39. Lisboa, Portugal: Sílabo, 2006.
    Published
  11. Ferreira, N.B.; Menezes, R.; Mendes, D.A.. "O teste de raízes unitárias". In Temas em Métodos Quantitativos, edited by Ferreira; M.A.; Menezes; R.; Catanas; F., 87-98. --, Portugal: Sílabo, 2004.
    Published
  12. Dionísio, A. ; Menezes, R.; Mendes, D.A.. "Informação mútua: uma medida de dependência não-linear". In Temas em Métodos Quantitativos, edited by Ferreira; M.A.; Menezes; R.; Catanas; F., 61-86. Lisboa, Portugal: Sílabo, 2004.
    Published
  13. Dionísio, A. ; Menezes, R.; Mendes, D.A.. "A entropia como medida de informação na modelação económica". In Temas em Métodos Quantitativos, edited by Reis; E.; Hill; M.M., 193-212. --, Portugal: Sílaboo, 2003.
    Published
Conference paper
  1. Armas, I.; Mendes, D. A.; Gheorghe, M.; Popa, R. G.; Popovici, D.; diana.mendes@iscte-iul.pt. "Identifying ground displacement trends in Bucharest using InSAR". 2017.
    10.15551/prgs.2017.20
  2. Iuliana Armas; Marius Necsoiu; Mendes, D. A.; Mihaela Gheorghe; Diana Gheorghe. "Ground Displacement Trends in an Urban Environment Using Multi-Temporal InSAR Analysis and Two Decades of Multi-Sensor Satellite-Based SAR Imagery". Paper presented in FRINGE 2015, Proceedings of the workshop held 23-27 March, 2015 in Frascati, Italy. ESA-SP Vol. 731, 2015, id.63, Frascati Rome, 2015.
    Published • 10.13140/RG.2.1.1202.3847
  3. Mendes, D. A.; Mendes, V.; Ferreira, N. B.; Menezes, R.. "Symbolic shadowing and the computation of entropy for observed time series". Paper presented in Econophysics Approaches to Large-Scale Business Data and Financial Crisis, Tokyo, 2010.
    Published • 10.1007/978-4-431-53853-0_12
  4. Mendes, V.; Gomes, O.; Mendes, D. A.. "Optimal Monetary Policy with Partially Rational Agents". Paper presented in Proceedings of the 14th International Conference on Difference Equations and Applications - ICDEA 14, Istambul, 2009.
    Published
  5. Laureano, Rosário; Mendes, Diana A.; Ferreira, Manuel Alberto M.; manuel.ferreira@iscte.pt. "Efficient synchronization with chaotic quadratic maps". 2007.
  6. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M.. "Efficient synchronization with chaotic quadratic maps". Paper presented in 6th International Conference-APLIMAT 2007, --, 2007.
    Published
  7. Diana Elisabeta Aldea Mendes; J Sousa Ramos; V Mendes. "Symbolic dynamics and control in a labor market model". Paper presented in Third International conference on discrete chaotic dynamics in nature and society, Toquio, 2002.
    Published
  8. A Lopes Pinto; Diana Elisabeta Aldea Mendes. "Representation of multivalued maps". Paper presented in International congress of mathematicians, Berlim, 1998.
    Published
Edited book
  1. Salgueiro, M.F.; Mendes, D. A.; Martins, L.. Temas em Métodos Quantitativos. Lisboa, Portugal, Portugal: Sílabo. 2009.
    Published • Editor
Journal article
  1. Laureano, R. D.; Mendes, D. A.; Grácio, C.; Laureano, F.. "Searching for complexity in the human pupillary light reflex". Mathematics 8 3 (2020): https://www.mdpi.com/journal/mathematics.
    Published • 10.3390/math8030394
  2. Armas, I.; Mendes, D. A.; Popa, R. G.; Gheorghe, M.; Popovici, D.. "Long-term ground deformation patterns of Bucharest using multi-temporal InSAR and multivariate dynamic analyses: a possible transpressional system?". Scientific Reports 7 (2017): https://www.nature.com/articles/srep43762.
    Published • 10.1038/srep43762
  3. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M.. "Synchronization of chaotic dynamical systems: a brief review". International Journal of Academic Research 3 3 (2011): 402-408. http://www.ijarsite.com/.
    Published
  4. Isfan, M.; Menezes, R.; Mendes, D. A.. "Forecasting the Portuguese stock market time series by using artificial neural networks". Journal of Physics: Conference Series (JPCS) 221 1 (2010): 1-13. http://iopscience.iop.org/1742-6596/221/1/012017.
    Published • 10.1088/1742-6596/221/1/012017
  5. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M.. "Efficient synchronization of one-dimensional chaotic quadratic maps by different couling terms". Journal of Mathematics and Technology 1 1 (2010): 5-12. http://www.ijar.lit.az/.
    Published
  6. Januário, C.; Grácio, C; Mendes, D. A.; Duarte, J.. "Measuring and controlling the chaotic motion of profits". International Journal of Bifurcation and Chaos 19 11 (2009): 3593-3604.
    Published • 10.1142/S021812740902502X
  7. Mendes, D. A.; Menezes, R.; Gomes, O.. "Editorial". Physica A: Statistical Mechanics and its Applications 387 15 (2008): V. http://www.sciencedirect.com/science/journal/03784371/387/15.
    Published • 10.1016/j.physa.2008.01.043
  8. Gomes, O.; Mendes, D. A.; Mendes, V.. "Bounded rational expectations and the stability of interest rate policy". Physica A 387 15 (2008): 3882-3890. http://www.sciencedirect.com/science/article/pii/S0378437108000836.
    Published • 10.1016/j.physa.2008.01.088
  9. Mendes, D. A.; Mendes, V.. "Stability analysis of an implicitly defined labor market model". Physica A 387 15 (2008): 3921-3930. http://www.sciencedirect.com/science/article/pii/S0378437108002598.
    Published • 10.1016/j.physa.2008.02.079
  10. Gomes, O.; Mendes, V.; Mendes, D. A.; Sousa Ramos, J.. "Chaotic dynamics in optimal monetary policy". European Physical Journal B 57 2 (2007): 195-199. http://link.springer.com/article/10.1140%2Fepjb%2Fe2007-00123-6.
    Published • 10.1140/epjb/e2007-00123-6
  11. Dionísio, A.; Menezes, R.; Mendes, D.; Vidigal da Silva, J.. "Nonlinear dynamics within macroeconomic factors and stock market in Portugal 1993-2003". Applied Econometrics and International Development 7 2 (2007): 57-71. http://www.usc.es/economet/aeid.htm.
    Published
  12. Menezes, R.; Ferreira, N.B.; Mendes, D.A.. "Co-movements and asymmetric volatility in the Portuguese and U.S. stock markets". Nonlinear Dynamics 44 1-4 (2006): 359-366. http://link.springer.com/journal/11071.
    Published • 10.1007/s11071-006-2020-7
  13. Dionísio, A.; Menezes, R.; Mendes, D. A.. "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market". European Physical Journal B 50 1-2 (2006): 161-164. https://link.springer.com/article/10.1140%2Fepjb%2Fe2006-00113-2.
    Published • 10.1140/epjb/e2006-00113-2
  14. Dionisio, A.; Mendes, D.A.; Menezes, R.; Silva, J.V.. "Linear and nonlinear dependence models of stock market returns". Social Science Research Network (2005): https://papers.ssrn.com/sol3/papers.cfm?abstract_id=668001&rec=1&srcabs=876556&alg=7&pos=9.
    Published • 10.2139/ssrn.668001
  15. Mendes, D. A.; Mendes, V.. "Control of chaotic dynamics in an OLG economic model". Journal of Physics: Conference Series (JPCS) 23 1 (2005): 158-181. http://iopscience.iop.org/article/10.1088/1742-6596/23/1/019.
    Published • 10.1088/1742-6596/23/1/019
  16. A Dionísio; R Menezes; Diana Elisabeta Aldea Mendes. "Asymmetric price transmission within the portuguese stock market". Physica A - Statistical and Theoretical Physics 344 (2004): 312-316.
    Published
  17. A Dionísio; R Menezes; Diana Elisabeta Aldea Mendes. "Mutual information: a measure of dependency for nonlinear time series". Physica A - Statistical and Theoretical Physics 344 (2004): 326-329.
    Published
  18. Diana Elisabeta Aldea Mendes; J Sousa Ramos. "Computing the topological entropy of triangular maps of the plane". Grazer Mathematics Ber 346 (2004): 283-297.
    Published
  19. Diana Elisabeta Aldea Mendes; J Sousa Ramos. "Kneading theory for triangular maps". International Journal Pure And Application Mathematics 10 4 (2004): 421-450.
    Published
Thesis / Dissertation
  1. Martins, Raquel Ramos. "Modelos de Notação de Risco de Crédito – Rating de Empresas". Master, 2018. http://hdl.handle.net/10451/36833.
  2. Moura, Rita Vaz. "Markov-Switching: Value-at-Risk e Expected Shortfall Aplicado aos Índices PSI20 e DAX30". Master, 2018. http://hdl.handle.net/10451/36449.
  3. Fernandes, Claúdia Alexandra Cerqueira. "A influência da presidência de Trump sobre as séries financeiras americanas". Master, 2018. http://hdl.handle.net/10451/36683.
  4. Gameiro, Ana Reis. "Avaliação empírica do risco de mercado: expected shortfall vs value-at-risk". Master, 2017. http://hdl.handle.net/10451/30269.
  5. Marques, André Filipe da Costa. "Desafios na previsão de séries temporais financeiras: o caso da taxa de câmbio EUR/USD". Master, 2017. http://hdl.handle.net/10451/30341.
  6. Garção, Tatiana Cristina Soares. "Avaliação empírica do risco de mercado: estimação do Value-at-risk pela Teoria dos Valores Extremos". Master, 2017. http://hdl.handle.net/10451/31902.
  7. Garcia, Elsa Maria Alves. "Previsão de séries temporais financeiras: o caso PSI 20". Master, 2017. http://hdl.handle.net/10451/30762.
  8. Sousa, Joana Pinho. "Breve ensaio sobra a cointegração dos mercados financeiros europeus: caso de Portugal, Espanha, França e Alemanha". Master, 2017. http://hdl.handle.net/10451/31057.
  9. Ramos, Renato Rodrigues Marques de Freitas. "Central banks and asset bubbles - the United Kingdom case". Master, 2016. http://hdl.handle.net/10071/13305.
  10. Martins, Luis Miguel Oliveira Paulo Rodrigues. "Software asset management in an organization". Master, 2015. http://hdl.handle.net/10071/11184.
  11. Martins, Vítor Manuel Ferreira. "Expected shortfall: algumas abordagens de implementação em séries financeiras". Master, 2015. http://hdl.handle.net/10451/23025.
  12. Ferreira, Ana Filipa de Carvalho. "Comparação de métodos de value-at-risk para medição do risco em rendibilidades de taxas de câmbio". Master, 2015. http://hdl.handle.net/10451/20565.
  13. Hao, Zhong. "The occurrence mechanism and avoidance of risk in medical equipment finance lease". PhD, 2015. http://hdl.handle.net/10071/11769.
  14. Moldovan, Paula Cristina Ciurean. "Forecasting the euro dollar exchange rate". Master, 2015. http://hdl.handle.net/10071/11649.
  15. Amaral, Carla Marisa Serôdio. "Análise de modelos de previsão do value-at-risk aplicados ao principal índice de ações do mercado português". Master, 2015. http://hdl.handle.net/10451/20656.
  16. Gonçalves, Telma Filipa Batista. "The nonlinear fiscal multiplier: evidence from Portugal". Master, 2014. http://hdl.handle.net/10071/9018.
  17. Oliveira, Marta Alexandra Azevedo. "Análise e previsão do valor acumulado de um fundo de pensões". Master, 2014. http://hdl.handle.net/10451/11391.
  18. Ferreira, Pedro Fortes. "Estimação e selecção de caos determinístico em séries temporais financeiras". PhD, 2014. http://hdl.handle.net/10071/8779.
  19. Alves, Ana Maria da Rocha de Sousa Guedes. "Is the Iberian electricity market chaotic? Characterization and prediction with nonlinear methods". PhD, 2013. http://hdl.handle.net/10071/6927.
  20. Leal, Aida Sofia Liliu Napoleão. "Aplicação de modelos de Value-at-Risk com quebra de estrutura a rendibilidades do mercado acionista Português". Master, 2013. http://hdl.handle.net/10451/10366.
  21. Ramos, Filipe Roberto de Jesus, 1981-. "Cointegração, modelos VAR e BVAR: estudo comparativo entre a abordagem clássica e bayesiana no contexto dos mercados financeiros europeus". Master, 2012. http://hdl.handle.net/10451/8822.
  22. Moreira, Bernardo Aboim de Barros Celorico. "Modelização de empréstimos bancários de empresas não financeiras na zona euro: uma abordagem VAR/VECM". Master, 2011. http://hdl.handle.net/10451/9213.
  23. Silva, Davide José Henriques da, 1983-. "Modelos econométricos de classificação de rating". Master, 2011. http://hdl.handle.net/10451/8779.
  24. Filho, Ladislau Batista de Oliveira. "Complexidade e Processos Corporativos: Caos, Auto-Organização, Emergência e Vieses Sistêmicos". Master, 2009. http://hdl.handle.net/10071/1453.
  25. Januário, Cristina Isabel Caetano Ferreira. "Sistemas Dinâmicos Discretos de Baixa Dimensão". PhD, 2009. http://hdl.handle.net/10174/11027.
  26. Laureano, Maria do Rosário Domingos. "Sincronização de sistemas dinâmicos caóticos por ligação unidireccional e bidireccional". PhD, 2008. http://hdl.handle.net/10071/2402.
  27. Barão, Sandra Maria Mestre. "Linear and Non-linear time series analysis: forecasting financial markets". Master, 2008. http://hdl.handle.net/10071/1375.
  28. Basílio, Andreia Teixeira Marques Dionísio. "Medidas da teoria da informação aplicadas aos mercados bolsistas: análise de incerteza e dependência não-linear". PhD, 2005. http://hdl.handle.net/10071/2540.

Other

Other output
  1. Could the supply of a chain big data analytics market register a better forecast performance for the Stock Markets? – A comparative software analysis. ITISE 2019. 2019. Mendes, D. A.; Ferreira, N. B.; Mendes, V.. http://itise.ugr.es/.
  2. Forecasting financial time series using deep learning techniques. Congresso APDIO 2019. 2019. Costa, A.; Ramos, F.; Mendes, D. A.; Mendes, V..
  3. Occasionally Binding Constraints in the New Keynesian Model: Solution by Time Iteration. JuliaCon2019. 2019. Mendes, V.; Mendes, D. A.. https://juliacon.org/2019/.
  4. A NONLINEAR FACTOR ANALYSIS FOR LARGE SETS OF MACROECONOMIC TIME SERIES. JuliaCon2019. 2019. Mendes, D. A.; Mendes, V.. https://juliacon.org/2019/.
  5. Forecasting financial time series: a comparative study. JOCLAD 2018, XXIV Jornadas de Classificação e Análise de Dados. 2018. Ramos, F.; Costa, A.; Mendes, D. A.; Mendes, V..
  6. Human Pupillary Light Reflex Model: research of dynamic in a Delay Differential Equation. Dynamics Days Europe. 2018. Laureano, M.; Mendes, D. A.. http://dynamicsday2018.lboro.ac.uk.
  7. Displacement Patterns in Bucharest (Romania) using PS and SBAS Approaches. European Geosciences Union General Assembly 2018. 2018. Iuliana Armas; Mendes, D. A.; Mihaela Gheorghe. https://meetingorganizer.copernicus.org/EGU2018/orals/26732.
  8. Forecasting financial time series: a comparative study. IO2018 - XIX Congresso da APDIO 2018. 2018. Costa, A.; Mendes, D. A.; Ramos, F.; Mendes, V.. http://apdio.pt/web/io2018/home.
  9. Generalized synchronization with continuous chaotic dynamical systems. Conference on Complex Systems 2018-CCS 2018. 2018. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M.. http://ccs2018.web.auth.gr.
  10. Identifying non-linear ground deformation trendsin Bucharest based on InSAR. 9th INTERNATIONAL CONFERENCE ON GEOMORPHOLOGY (9th ICG). 2017. Iuliana Armas; Mendes, D. A.; Popa, R.G.; Mihaela Gheorghe. http://www.icg2017.com/.
  11. Identifying ground displacement trends in Bucharest using InSAR. The 33rd ROMANIAN GEOMORPHOLOGY SYMPOSIUM. 2017. Iuliana Armas; Mendes, D. A.; Popa, R.G.; Popovici, D.; Diana Gheorghe. http://www.geo.uaic.ro/sng2017/.
  12. Searching for complexity in the HUMAN PUPILLARY LIGHT REFLEX. Portuguese Meeting in Biomathematics 2016. 2016. Laureano, R. D:; Mendes, D. A.. http://epb2016.ubi.pt/.
  13. Research of complexity in the human pupillary light reflex. Summer Solstice 2016 8th International Conference on Discrete Models of Complex Systems. 2016. Laureano, R. D.; Mendes, D. A..
  14. Ground Displacement Trends in an Urban Environment Using Multi-Temporal InSAR Analysis and Two Decades of Multi-Sensor Satellite-Based SAR Imagery. 9th International Workshop Fringe 2015 Advances in the Science and Applications of SAR Interferometry and Sentinel-1 InSAR Workshop. 2015. Mendes, D. A.; Iuliana Armas; Marius Necsoiu; Mihaela Gheorghe; Diana Gheorghe. http://seom.esa.int/fringe2015/page_programme_authors.php.
  15. Volatility and Risk Estimation with Nonlinear Methods. 3rd International Conference on Dynamics, Games and Science. 2014. Mendes, D. A.; Mendes, V.. http://www.fc.up.pt/dgsiii/programme.html.
  16. Forecasting the Iberian Electricity Market Demand by using Nonlinear Time Series Tools. International Interdisciplinary Business-Economics Advancement Conference (IIBA 2014). 2014. Mendes, D. A.; Mendes, V.. http://istanbul2014.iibaconference.org/.
  17. Revisiting Chaotic Interest Rate Rules. International Interdisciplinary Business-Economics Advancement Conference (IIBA 2014). 2014. Mendes, V.; Mendes, D. A.. http://istanbul2014.iibaconference.org/.
  18. Is the Iberian Electricity Market Chaotic? Characterization and Prediction with Nonlinear Methods. 3rd International Conference on Dynamics, Games and Science. 2014. Ana Guedes; Mendes, D. A.. http://www.fc.up.pt/dgsiii/programme.html.
  19. A New Mixed Method to Select Non-Linear Complex Time Series. 3rd International Conference on Dynamics, Games and Science. 2014. Pedro Ferreira; Mendes, D. A.. http://www.fc.up.pt/dgsiii/programme.html.
  20. Nonlinear Fiscal Multiplier: Evidence From Portugal. 3rd International Conference on Dynamics, Games and Science. 2014. Gonçalves, T.; Mendes, V.; Mendes, D. A.. http://www.fc.up.pt/dgsiii/programme.html.
  21. Dislocated negative feedback control with partial replacement between chaotic Lorenz systems. In order to obtain asymptotical synchronization, we combine negative feedback control and dislocated negative feedback control with partial replacement to the nonlinear terms of the response system, a coupling version that was less explored. All these unidirectional coupling schemes are applied between Lorenz systems where we consider some values for the control parameters that lead to chaotic beh. 2013. Laureano, Rosário D.; Mendes, Diana A.; Ferreira, Manuel Alberto M.; manuel.ferreira@iscte.pt. http://hdl.handle.net/10071/5949.
  22. Assessing the costs of hazards mitigation in the urban structure. In this paper we look at an issue rarely approached, the economic efficiency of earthquake risk mitigation. The urban scale at which a natural hazard can impact leads to the importance of urban planning strategy in risk management. However, usually natural, engineering, and social sciences deal with it, and the role of architecture and urban planning is neglected. We look at the way ICT can contri. 2013. Dan, M. B.; Mendes, D. A.; Panagopoulos, T.; diana.mendes@iscte.pt. https://ciencia.iscte-iul.pt/id/ci-pub-14709.
  23. Economics of the earthquake risk mitigation in the urban and constructive structure. NED'2013 - Nonlinear Economic Dynamics. 2013. Mendes, D. A.; Bostenaru, M..
  24. Classifying nonlinearities in ?nancial time series. CFE'2013, Computational Financial Econometrics. 2013. Mendes, D. A.; Mendes, V..
  25. Empirical methods applied to regional economics. COST Action IS1104 – The EU in the new economic complex geography, Lisbon Meeting. 2013. Mendes, D. A.; Mendes, V..
  26. Stability in Nonlinear Macroeconomics and the Role of Policy. CFE'2013, Computational Financial Econometrics. 2013. Mendes, D. A.; Mendes, V..
  27. Learning to play Nash in deterministic uncoupled dynamics. NED'2013 - Nonlinear Economic Dynamics. 2013. Mendes, D. A.; Mendes, V..
  28. Nonlinear dynamics and social networks: some examples and applications in economics.. COST Action IS1104 – The EU in the new economic complex geography, Madrid Meeting. 2013. Mendes, D. A.; Mendes, V..
  29. Dislocated negative feedback control with partial replacement between chaotic Lorentz systems. International Conference on Differential Equations, Difference Equations and Special Functions-In Memory of Professor Panayiotis D. Siafarikas. 2012. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M..
  30. Efficient synchronization of one-dimensional chaotic quadratic maps coupled with symmetry. ICDEA 2012-18th International Conference on Difference Equations and Applications. 2012. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M..
  31. Cournot duopoly games with heterogeneous players. ICDEA 2012. 2012. Mendes, D. A.; Mendes, V..
  32. Regime-Switching Modelling of Globalization Analysis in the Context of Stock Markets under Sovereign Debt Crisis. Finance and Economics Conference. 2011. Ferreira, N. B.; Menezes, R.; Mendes, D. A..
  33. Characterization and prediction of the electricity demand in the Iberian peninsula by using nonlinear time series analysis. 5th CSDA International Conference on Computational and Financial Econometrics (CFE11). 2011. Mendes, V.; Mendes, D. A.; A. Guedes.
  34. A nonlinear factor analysis for large sets of macroeconomic time series. CFE11. 2011. Mendes, D. A.; Mendes, V..
  35. Learning to Play Nash in Uncoupled Deterministic Dynamics. International Workshop on Nonlinear Maps and their Applications -- NOMA 11. 2011. Mendes, V.; Mendes, D. A..
  36. Applications of dynamical systems in economy and biology. International Collquium Poincaré, Problems and Perspectives. 2011. Mendes, D. A.; Mendes, V..
  37. New results about triangular maps. NOMA11 - Nonlinear Maps and Applications. 2011. Mendes, D. A.; Mendes, V.. http://www.noma11.uevora.pt/.
  38. An essay on mutual information and stock market globalization: evidence from the G7 countries. 1st Franco-Mongolian Workshop on Material Science: Theoretical and Experimental Aspects. 2010. Menezes, R.; Dionísio, A. ; Mendes, D. A..
  39. Measuring and Controlling the Chaotic Motion of Profits. The study of economic systems has generated deep interest in exploring the complexity of chaotic motions in economy. Due to important developments in nonlinear dynamics, the last two decades have witnessed strong revival of interest in nonlinear endogenous business chaotic models. The inability to predict the behavior of dynamical systems in the presence of chaos suggests the application of chaos. 2009. Januário, Cristina; Grácio, Clara; Mendes, Diana A.; Duarte, Jorge. http://hdl.handle.net/10400.21/1283.
  40. Are There Simple Adaptive Heuristics that Secure Nash Equilibria?. International Conference on Difference Equations and Applications. 2009. Mendes, V.; Mendes, D. A.; Orlando Manuel da Costa Gomes.
  41. Regime-Switching modelling of globalization analysis in International stock markets. Finance and Economics Conference. 2009. Ferreira, N. B.; Menezes, R.; Mendes, D. A.. http://www.cfe-csda.org/ercim09/.
  42. Learning to Play Nash Equilibrium in Deterministic Uncoupled Dynamics. International Conference on Difference Equations and Applications. 2008. Mendes, V.; Mendes, D. A.; Orlando Manuel da Costa Gomes.
  43. Learning to be Stable in Bayesian Cournot Games. International Conference on "Progress on Difference Equations" in Honor of Prof. Saber Elaydi. 2008. Mendes, V.; Mendes, D. A.; Orlando Manuel da Costa Gomes.
  44. Learning to Play Nash Equilibrium in Deterministic Uncoupled Dynamics. International Conference on "Dynamics & Applications", in Honor of Mauricio Peixoto and David Rand. 2008. Mendes, V.; Mendes, D. A.; Orlando Manuel da Costa Gomes.
  45. Efficient synchronization with chaotic quadratic maps. 6th International Conference-APLIMAT 2007. 2007. Laureano, M.; Mendes, D. A.; Ferreira, M. A. M..
Activities

Oral presentation

Presentation title Event name
Host (Event location)
2004 Entropy-based independence test 12th International Workshop on Nonlinear Dynamics of Electronic Systems
(Évora, Portugal)
2004 Chaotic interest rate rules and stabilization 3rd International Conference on Nonlinear Economic Dynamics
(Tóquio, Japan)
2004 Weighted kneading theory for triangular maps 15th European Conference on Iteration Theory, ECIT 2004
(Austria)
2004 Asymmetric Conditional Volatility in the stock market: a cross country comparison 12th Conference on the Theories and Practices of Securities and Financial Markets
(Thailand)
2003 Information theory: a key to analyse statistical dependence in financial time series Jornadas Hispanolusas de Gestíon Cientifica, Finanzas
(Corunha, Spain)
2003 Kneading theory for two dimensional skew product maps Conferência Internacional "Dynamical Systems Denton"
(Denton, Texas, United States)
2003 Symbolic dynamics and control in a labor market model Conferência Internacional de SPIE
(Lisboa, Portugal)
2003 Testing for cointegration of the portuguese stock market in the context of Europe and US 21th International Conference: Mathematical Methods in Economics
(Praga, Czech Republic)
2003 Mutual information: a measure of dependency for nonlinear time series Conferência International "Applications of Physics in Financial Analysis 4"
(Warszaw, Poland)
2003 Asymmetric price transmission within the portuguese stock market Conferência International "Applications of Physics in Financial Analysis 4"
(Warszaw, Poland)
2002 Active interest rate rules, chaotic dynamics and control 12th Annual International Conference of Society of Chaos Theory in Psychology & Life Science
(Portland, Oregon, United States)
2002 On topological entropy of triangular maps of the plane 14th European Conference on Iteration Theory
(Évora, Portugal)
2002 Entropy as a measure of information in financial data
(Bratislava, Slovakia)
2002 Symbolic dynamics and control in a labor market model Third International Conference on Discrete Chaotic Dynamics in Nature and Society
(Tóquio, Japan)
2001 Control of hyperchaos in an OLG economic model 11th Annual International Conference of Society of Chaos Theory in Psychology & Life Science
(Madison, United States)
1999 Sistemas dinâmicos e teoria de bifurcação
(Lisboa, Portugal)
1998 Representation of multivalued maps Congresso International de Matemática (ICM'98)
(Berlim, Germany)
1997 Semicontinuity and measurability in product spaces
(Lisboa, Portugal)
1995 A lagrangean of polynomial type for the Bolza problem
(Lisboa, Portugal)

Supervision

Thesis Title
Role
Degree Subject (Type)
Institution / Organization
2020/04/23 - Current Estratégias para Melhoria na Gestão e Controlo da Tuberculose no Brasil
Co-supervisor of Thelma Resende
ISCTE-Instituto Universitário de Lisboa, Portugal
2020/04/23 - Current Artificial Neural Network analysis applied to nonlinear time series
Co-supervisor of Monica Isfan
ISCTE-Instituto Universitário de Lisboa, Portugal
2020/04/23 - Current Mechanisms of financial lease risk of industrial medical equipment
Supervisor of Zhong Hao
ISCTE-Instituto Universitário de Lisboa, Portugal
2012/09/01 - Current Value-at-risk: Historical Simulations vs Time-varying variance approach
Supervisor of Luis Carlos Viseu Gorjão Rodrigues
ISCTE-Instituto Universitário de Lisboa, Portugal
2011/09/01 - Current Previsão de custos futuros dos cuidados de saúde com redes
Supervisor of João Francisco Dias Hagatong
ISCTE-Instituto Universitário de Lisboa, Portugal
2019/12/31 - 2019/12/31 MODELOS NÃO-LINEARES EM SÉRIES TEMPORAIS
Supervisor of Filipe Ramos
ISCTE-Instituto Universitário de Lisboa, Portugal
2016/09/19 - 2017/06/08 Partições Geradas em Sistemas Dinâmicos de Duas Dimensões
Supervisor of João Miguel Neves Colaço Henriques
ISCTE-Instituto Universitário de Lisboa, Portugal
2016/12/31 - 2016/12/31 Partições Geradoras em Sistemas Dinamicos de Duas Dimensões
Supervisor of João Henriques
ISCTE-Instituto Universitário de Lisboa, Portugal
2016/12/31 - 2016/12/31 Expected shortfall: Algumas abordagens de implementação em séries financeiras
Supervisor of Vítor Martins
ISCTE-Instituto Universitário de Lisboa, Portugal
2015/09/30 - 2016/12/21 Stress Testing and Asset Allocation for Pension Fund
Supervisor of José Florêncio Ferreira Pinto
ISCTE-Instituto Universitário de Lisboa, Portugal
2015/10/30 - 2016/12/14 Central Banks and Asset Bubbles - The United Kingdom case
Co-supervisor of Renato Rodrigues Marques de Freitas Ramos
ISCTE-Instituto Universitário de Lisboa, Portugal
2015/12/31 - 2015/12/31 COMPARAÇÃO DE MÉTODOS DE VALUE-AT-RISK PARA MEDIÇÃO DO RISCO FINANCEIRO EM RENDIBILIDADES DE TAXAS DE CÂMBIO
Supervisor of Ana Filipa Ferreira
ISCTE-Instituto Universitário de Lisboa, Portugal
2015/12/31 - 2015/12/31 ANÁLISE DE MODELOS DE PREVISÃO DO VALUE-AT-RISK APLICADOS AO PRINCIPAL ÍNDICE DE AÇÕES DO MERCADO PORTUGUÊS
Supervisor of Carla Amaral
ISCTE-Instituto Universitário de Lisboa, Portugal
2014/10/30 - 2015/11/10 Forecasting the Euro Dollar Exchange Rate
Supervisor of Paula Cristina Ciurean Moldovan
ISCTE-Instituto Universitário de Lisboa, Portugal
2014/10/30 - 2015/07/20 Software Asset Management in an Organization
Supervisor of Luís Miguel Oliveira Paulo Rodrigues Martins
ISCTE-Instituto Universitário de Lisboa, Portugal
2014/12/31 - 2014/12/31 Análise e previsão do valor acumulado de um fundo de pensões
Supervisor of Marta Oliveira
ISCTE-Instituto Universitário de Lisboa, Portugal
2013/10/30 - 2014/11/14 Nonlinear Fiscal Multiplier: Evidence From Portugal
Co-supervisor of Telma Filipa Batista Gonçalves da Romana
ISCTE-Instituto Universitário de Lisboa, Portugal
2013/12/31 - 2013/12/31 Aplicações de Modelos de Value-at-Risk com Quebras de Estrutura a Rendibilidades do Mercado Acionista Português
Supervisor of Aida Leal
ISCTE-Instituto Universitário de Lisboa, Portugal
2013/12/31 - 2013/12/31 Estimação e Selecção de Caos Determinístico em Séries Temporais Financeiras
Supervisor of Pedro Ferreira
ISCTE-Instituto Universitário de Lisboa, Portugal
2013/12/31 - 2013/12/31 Is The Iberian Electricity Market Chaotic? Characterization and Prediction with Nonlinear Methods
Supervisor of Ana Maria Guedes
ISCTE-Instituto Universitário de Lisboa, Portugal
2007/07/05 - 2013/10/16 Is the Iberian electricity market chaotic? Characterization and prediction with nonlinear methods
Supervisor of Ana Maria da Rocha de Sousa Guedes Alves
ISCTE-Instituto Universitário de Lisboa, Portugal
2012/12/31 - 2012/12/31 COINTREGRAÇÃO, MODELOS VAR E BVAR: ESTUDO COMPARATIVO ENTRE A ABORDAGEM CLÁSSICA E BAYESIANA NO CONTEXTO DOS MERCADOS FINANCEIROS EUROPEUS
Supervisor of Filipe Ramos
ISCTE-Instituto Universitário de Lisboa, Portugal
2011/12/31 - 2011/12/31 MODELOS ECONOMÉTRICOS DE CLASSIFICAÇÃO DE RATING
Supervisor of David Silva
ISCTE-Instituto Universitário de Lisboa, Portugal
2011/12/31 - 2011/12/31 Bank Lending for Non-Financial Corporations: a VAR/VECM approach
Supervisor of Bernardo Moreira
ISCTE-Instituto Universitário de Lisboa, Portugal
2009/10/30 - 2010/12/20 Árvores de decisão e redes neuronais: Aplicação a Web Mining.
Supervisor of Marcos André Pais Henriques
ISCTE-Instituto Universitário de Lisboa, Portugal
2009/10/30 - 2010/11/19 Excesso de confiança, optimismo e ancoragem em gestores da construção civil no Brasil: estudo de caso da Camargo Correia.
Supervisor of Arnaldo Barros Feitosa
ISCTE-Instituto Universitário de Lisboa, Portugal
2004/10/28 - 2009/02/16 Sincronização de sistemas dinâmicos caóticos por ligação unidireccional e bidireccional
Supervisor of Maria do Rosário Domingos Laureano
ISCTE-Instituto Universitário de Lisboa, Portugal

Course / Discipline taught

Academic session Degree Subject (Type) Institution / Organization
1999 - Current Matemática I Finanças (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
1999 - Current Matemática II Finanças (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
1999 - Current Álgebra Informática e Gestão de Empresas (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
2020/02 - 2020/07 Macroeconometria II Economia Monetária e Financeira (Mestrado) ISCTE-Instituto Universitário de Lisboa, Portugal
2020/02 - 2020/07 Introdução à Ciência de Dados Escola de Tecnologias e Arquitetura (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
2019/09 - 2020/01 Introdução à Ciência de Dados Escola de Tecnologias e Arquitetura (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
2019/09 - 2020/01 Análise de Dados para Business Intelligence Sistemas Integrados de Apoio à Decisão (Mestrado) ISCTE-Instituto Universitário de Lisboa, Portugal
2019/09 - 2020/01 Econometria dos Mercados Financeiros Matemática Financeira (Mestrado) ISCTE-Instituto Universitário de Lisboa, Portugal
1996/10 - 1997 Matemática I Organização e Gestão de Empresas (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
1996/10 - 1997 Matemática II Organização e Gestão de Empresas (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
1996/10 - 1997 Análise matemática I Finanças (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
1996/10 - 1997 Análise matemática II Finanças (Licenciatura) ISCTE-Instituto Universitário de Lisboa, Portugal
Distinctions

Award

2014 Melhor professor IBS (1º lugar)
2013 Melhor professor IBS (1º lugar)

Other distinction

2005 Prémio de excelência e mérito científico
Escola de Gestão-ISCTE, Portugal
1984 Pémio especial da Olimpíada nacional de matemática
Ensino secundário da Roménia, Portugal