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Identificação

Identificação pessoal

Nome completo
Nuno Rafael Barbosa de Jesus Ferreira

Nomes de citação

  • Ferreira, Nuno

Identificadores de autor

Ciência ID
E51B-F8AA-B11C
ORCID iD
0000-0001-8516-9929
Percurso profissional

Docência no Ensino Superior

Categoria Profissional
Instituição de acolhimento 		Empregador
2013 - 2019 Professor Auxiliar (Docente Universitário) ISCTE-Instituto Universitário de Lisboa, Portugal
2013 - 2019 Professor Auxiliar (Docente Universitário) ISCTE-Instituto Universitário de Lisboa, Portugal
Produções

Publicações

Artigo em conferência
  1. Ferreira, N. B.. "Comparative multivariate forecast performance for the G7 stock markets: VECM models vs deep learning LSTM neural networks". Trabalho apresentado em International Conference on Advanced Research Methods and Analytics, Valencia, 2020.
    Publicado • 10.4995/CARMA2020.2020.11616
  2. Ferreira, N. B.. "Insights into portuguese stock market efficiency using DEA". Trabalho apresentado em The European Proceedings of Social and Behavioural Sciences, Selangor, 2016.
    Publicado • 10.15405/epsbs.2016.11.02.1
  3. Ferreira, N. B.; Menezes, R.. "Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis". Trabalho apresentado em Sixth Annual American Business Research Conference, New York, 2014.
    Publicado
  4. Mendes, D. A.; Mendes, V.; Ferreira, N. B.; Menezes, R.. "Symbolic shadowing and the computation of entropy for observed time series". Trabalho apresentado em Econophysics Approaches to Large-Scale Business Data and Financial Crisis, Tokyo, 2010.
    Publicado • 10.1007/978-4-431-53853-0_12
Artigo em revista
  1. Ferreira, N. B.. "Untangling the Inefficiency of Hotel Industry: The Portuguese Teixeira Duarte Hotel Chain Analysis". Archives of Business Research 10 8 (2022): 133-140.
    Publicado • 10.14738/abr.108.12916
  2. Menezes, R.; Ferreira, N. B.; Souza, A. M. ; Souza, F. M.. "Smooth transition regression models: theory and applications in jmulti". Ciencia e Natura 18 42 (2020): 1-28. https://periodicos.ufsm.br/cienciaenatura/about/editorialPolicies#custom-0.
    Publicado • 10.5902/2179460X40466
  3. Oliveira, L.; Salen, T.; Curto, J. D.; Ferreira, N.. "Market timing and selectivity: an empirical investigation of European mutual fund performance". International Journal of Economics and Finance 11 2 (2019): http://www.ccsenet.org/journal/index.php/ijef/article/view/0/38049.
    Publicado • 10.5539/ijef.v11n2p1
  4. Ferreira, N.. "Macro-financial linkages between emergent and sustainable economies in a context of the European sovereign debt crisis". Archives of Business Research 6 8 (2018): 109-121. http://scholarpublishing.org/index.php/ABR/article/view/4981.
    Publicado • 10.14738/abr.68.4981
  5. Oliveira, M. M.; Camanho, A. S.; Walden, J. B.; Miguéis, V. L.; Ferreira, N. B.; Gaspar, M. B.. "Forecasting bivalve landings with multiple regression and data mining techniques: the case of the Portuguese artisanal dredge fleet". Marine Policy 84 (2017): 110-118. http://www.sciencedirect.com/science/article/pii/S0308597X17303159?via%3Dihub.
    Publicado • 10.1016/j.marpol.2017.07.013
  6. Ferreira, N. B.; Oliveira, M. M.. "Portfolio efficiency analysis with SFA: the case of PSI-20 companies". Applied Economics 48 1 (2016): 1-6. http://www.tandfonline.com/doi/full/10.1080/00036846.2015.1073837.
    Publicado • 10.1080/00036846.2015.1073837
  7. Ferreira, N.; Souza, A. M.. "Efficiency in stock markets with DEA: evidence from PSI20". International Journal of Latest Trends in Finance and Economics Sciences 5 1 (2015): 861-865. http://ojs.excelingtech.co.uk/index.php/IJLTFES.
    Publicado
  8. Ferreira, N. B.; Oliveira, M. M.. "An analysis of equity markets cointegration in the european sovereign debt crisis". Open Journal of Finance 1 1 (2014): 40-48. http://www.scipublish.com/journals/FIN/papers/602.
    Publicado • 10.15764/FIN.2014.01004
  9. Ferreira, N. B.; Souza, F. M.; Souza, A.. "PSI-20 portfolio efficiency analysis with SFA". International Journal of Latest Trends in Finance and Economics Sciences 4 3 (2014): 785-789. http://ojs.excelingtech.co.uk/index.php/IJLTFES.
    Publicado
  10. Bentes, S.; Ferreira, N. B.. "Modeling long memory in the EU stock market: evidence from the STOXX 50 returns". International Journal of Latest Trends in Finance and Economics Sciences 4 3 (2014): 778-784. http://ojs.excelingtech.co.uk/index.php/IJLTFES.
    Publicado
  11. Ferreira, N. B.; Menezes, R.; Bentes, S.. "Cointegration and Structural Breaks in the EU Sovereign Debt Crisis". International Journal of Latest Trends in Finance and Economics Sciences 4 1 (2014): 680-690. http://ojs.excelingtech.co.uk/index.php/IJLTFES.
    Publicado
  12. Ferreira, N. B.; Rocha, L.; Souza, A.; Santos, E.. "Box-Jenkins and volatility models for Brazilian ‘Selic’ interest and currency rates". International Journal of Latest Trends in Finance and Economics Sciences 4 3 (2014): 766-773. http://ojs.excelingtech.co.uk/index.php/IJLTFES.
    Publicado
  13. "On the asymmetric behaviour of stock market volatility: Evidence from three countries". International Journal of Academic Research Part A (2013):
    10.7813/2075-4124.2013/5-4/A.4
  14. Ferreira, N.; Menezes, R.; Oliveira, M. M.. "Structural breaks and cointegration analysis in the EU developed markets". International Journal of Latest Trends in Finance and Economics Sciences 3 4 (2013): 652-661. http://ojs.excelingtech.co.uk/index.php/IJLTFES.
    Publicado
  15. Ferreira, N.; Menezes, R.; Bentes, S.. "Cointegration and structural breaks in the PIIGS economies". International Journal of Latest Trends in Finance and Economics Sciences 3 4 (2013): 611-617. http://ojs.excelingtech.co.uk/index.php/IJLTFES.
    Publicado
  16. Ferreira, N.; Menezes, R.; Bentes, S.. "Globalization, regime-switching, and EU stock markets: the impact of the sovereign debt crises". International Journal of Latest Trends in Finance and Economics Sciences 3 3 (2013): 556-562. http://ojs.excelingtech.co.uk/index.php/IJLTFES.
    Publicado
  17. Ferreira, N. B.; Menezes, R.; Mendes, D. A.. "Asymmetric conditional volatility in international stock markets". Physica A 382 1 (2007): 73-80. http://www.sciencedirect.com/science/article/pii/S0378437107001380?via%3Dihub.
    Publicado • 10.1016/j.physa.2007.02.010
  18. 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.
    Publicado • 10.1007/s11071-006-2020-7
Resumo em conferência
  1. Ferreira, N.; Oliveira, M.M.. "Untangling hotel industry’s inefficiency: An SFA approach applied to a renowned Portuguese hotel chain". Trabalho apresentado em 9th International Conference on Computational and Financial Econometrics: Book of abstracts, Londres, 2015.
    Publicado
Revisão de livro
  1. Mendes, D. A.; Ferreira, N. B.; Mendes, V.. "Comparative multivariate forecast performance for the G7 Stock Markets: VECM Models vs deep learning LSTM neural networks". (2020): http://carmaconf.org/.
    Publicado • http://dx.doi.org/10.4995/CARMA2020.2020.11616
Tese / Dissertação
  1. Lopes, Bernardo Maria Mestre Acácio. "O mercado bolsista e a sua integração para os mercados da zona euro". Mestrado, 2017. http://hdl.handle.net/10071/15895.
  2. Meireles, Frederico Freire de Barbosa Bacelar de. "Qual o impacto do serviço M4O no mercado das telecomunicações e na liderança da PT?". Mestrado, 2015. http://hdl.handle.net/10071/11556.

Outros

Outra produção
  1. Multivariate forecast for the G7 stock markets: a hybrid VECM-LSTM deep learning model. CCS2021-SATELLITE ON ECONOPHYSICS 2021. 2021. Mendes, D. A.; Mendes, V.; Lopes, T.; Ferreira, N. B.. https://econophysics.ihu.gr/ec2021/.
  2. A comparative time series frequency analysis to improve US Stock Market forecast performance by using deep learning algorithms. NEW YORK CITY INTERNATIONAL ACADEMIC CONFERENCE ON BUSINESS & ECONOMICS. 2020. Ferreira, N. B..
    2691-6231
  3. A comparative time series analysis to improve US Stock Market forecast performance by using univariate and multivariate deep learning algorithms. CARMA20. 2020. Mendes, D. A.; Ferreira, N. B.; Mendes, V.. http://carmaconf.org/carma20-goes-virtual/.
  4. Doctorial Consortium. Doctoral Consortium CEFAGE. 2019. Ferreira, N. B.. http://www.cefage.uevora.pt/pt/eventos/workshops_e_cursos_breves/doctoral_consortium_2019.
  5. 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/.
  6. Forecasting of bivalve landings with multiple regression and data mining: The case of the Portuguese artisanal dredge fleet. 21st Conference of the International Federation of Operational Research Societies. 2017. Manuela Oliveira; AMC; JW; Vera Miguéis ; Ferreira, N. B.; Miguel Gaspar. http://ifors2017.ca/.
  7. Exploring Linkages of the Emergent Economies under a European Sovereign Debt Crisis Context. 8th Annual American Business Research Conference. 2016. Ferreira, N. B.; Manuela Oliveira. http://www.afajof.org/details/event/8996391/Call-For-Papers-8th-Annual-American-Business-Research-Conference.html.
  8. Predicting revenue efficiency of the Portuguese artisanal dredge fishery using external factors. TBTI Symposium on European Small - Scale Fisheries and Global Linkages June 29-July 1. 2016. Ferreira, N. B.; Manuela Oliveira; JW; AMC.
  9. Insights Into Portuguese Stock Market Efficiency Using DEA. BE-ci 2016 International Conference on Business & Economics. 2016. Ferreira, N. B.. http://www.futureacademy.org.uk/conference/BE-ci/.
  10. Insights Into Portuguese Stock Market Efficiency Using DEA. 2016 - BE-ci International Conference on Business & Economics. 2016. Ferreira, N. B.; Oliveira, M.M.. http://www.futureacademy.org.uk/conference/BE-ci/.
  11. Portfolio technical efficiency assessment with DEA: the case of the PSI-20 enterprises. 8th International Conference on Computational and Financial Econometrics (CFE 2014). 2014. Ferreira, N. B.; Oliveira, M.M.. http://www.cfenetwork.org/CFE2014/.
  12. Nonlinearities in the EU sovereign debt crisis. International work-conference on Time Series. 2014. Ferreira, N. B.; Oliveira, M.M.. http://itise.ugr.es/.
  13. Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis. 6th Annual American Business Research Conference. 2014. Ferreira, N. B.; Menezes, R.. http://newyorkconfo.com/.
  14. Cointegration and structural breaks in the EU Sovereign Debt Crisis. Finance and Economics Conference. 2013. Ferreira, N. B.; Menezes, R.; Oliveira, M.M.. http://www.cmstatistics.org/ERCIM2013/.
  15. EU severe debt crisis: strengthened links between interest rates and stock market returns. 6th CSDA International Conference on Computational and Financial Econometrics (CFE12). 2012. Ferreira, N. B.; Menezes, R.; Bentes, S.. http://www.cfe-csda.org/cfe12.
  16. 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..
  17. 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/.