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José Abílio Oliveira Matos. Completed the Doutoramento in Matemática Aplicada in 2006 by Universidade do Porto Faculdade de Ciências. Published 9 articles in journals. Has 2 section(s) of books and 2 book(s). In his curriculum Ciência Vitae the most frequent terms in the context of scientific, technological and artistic-cultural output are: Matemática aplicada, Matemática; Applied mathematics, Mathematics; Ciências exactas e naturais::Matemática; Natural sciences::Mathematics; .
Identification

Personal identification

Full name
José Abílio Oliveira Matos

Citation names

  • Matos, José AO

Author identifiers

Ciência ID
4311-D330-7090
ORCID iD
0000-0003-0570-7913
Education
Degree Classification
2006
Concluded
 Matemática Aplicada (Doutoramento)
Major in Sem especialidade
Universidade do Porto Faculdade de Ciências, Portugal
"As Correlações Ocorrem de Muitos Modos: uma Visão Econofísica da Dinâmica dos Stocks Europeus" (THESIS/DISSERTATION)
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2006/10/06 - 2020 Assistant Professor (University Teacher) Universidade do Porto, Portugal

Positions / Appointments

Category
Host institution 		Employer
2015/04/13 - 2023 Conselho científico/técnico-científico ou orgão correspondente Universidade do Porto Faculdade de Economia, Portugal
Outputs

Publications

Book
  1. Faculdade de Economia. Variable precision to ensure high accuracy in spectral methods. 2019.
Book chapter
  1. Matos, José. "Multivariate entropy measures applied to time series analysis". Portugal, 2010.
  2. Matos, José. "Correlation of worldwide markets' entropies". Portugal, 2006.
Conference paper
  1. Gomes, LMP; Gama, SMA; Matos, JAO; Soares, VJS. "Persistence in the Bel-20 index returns: Spurious long memory effect?". 2019.
  2. Salgado, J.M.; Matos, J.A.. "Component analysis in financial time series". 2019.
  3. Gomes, LMP; Soares, VJS; Gama, SMA; Matos, JAO. "Estimating and testing long memory in Portuguese stock market returns". 2018.
Journal article
  1. "Efficiency Drifts in Euronext Stock Indexes Returns". International Journal of Business 27 2 (2022): 1-17. http://dx.doi.org/10.55802/ijb.027(2).003.
    10.55802/ijb.027(2).003
  2. Lima, N; Matos, JAO; Matos, JMA; Vasconcelos, PB. "A Time-Splitting Tau Method for PDE's: A Contribution for the Spectral Tau Toolbox Library". MATHEMATICS IN COMPUTER SCIENCE (2022):
    10.1007/s11786-022-00526-7
  3. "Effectiveness of Floating-Point Precision on the Numerical Approximation by Spectral Methods". Mathematical and Computational Applications 26 2 (2021): 42-42. http://dx.doi.org/10.3390/mca26020042.
    10.3390/mca26020042
  4. Matos, José. "Long-term memory in Euronext stock indexes returns: an econophysics approach". Business and Economic Horizons (2018):
    10.15208/beh.2018.59
  5. "A Stochastic Diffusion Process Based On The Two-Parameters Weibull Density Function". Zenodo (2016): https://zenodo.org/record/1125047.
    10.5281/ZENODO.1125047
  6. Donner, R. V.; Potirakis, S. M.; Barbosa, S. M.; Matos, J. A. O.; Pereira, A. J. S. C.; Neves, L. J. P. F.. "Intrinsic vs. spurious long-range memory in high-frequency records of environmental radioactivity Critical re-assessment and application to indoor Rn-222 concentrations from Coimbra, Portugal". European Physical Journal-Special Topics 224 4 (2015): 741-762. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000355450700012&KeyUID=WOS:000355450700012.
    10.1140/epjst/e2015-02404-1
  7. Faculdade de Economia; Faculdade de Ciências; Sharkasi, AA; Ruskin, HJ; Crane, M; Matos, J; Gama, SMA. "A Wavelet-Based Method to Measure Stock Market Development". Open Journal of Statistics - OJS (2014): https://repositorio-aberto.up.pt/handle/10216/83551.
    10.4236/ojs.2014.41009
  8. MATOS, JAO; GAMA, SMA; RUSKIN, HJ; et al.. "Time and scale Hurst exponent analysis for financial markets". PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 387 15 (2008): 3910-3915. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000256408100015&KeyUID=WOS:000256408100015.
    10.1016/j.physa.2008.01.060
  9. SHARKASI, A; CRANE, M; RUSKIN, HJ; et al.. "The reaction of stock markets to crashes and events: A comparison study between emerging and mature markets using wavelet transforms". PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 368 2 (2006): 511-521. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000238753600019&KeyUID=WOS:000238753600019.
    10.1016/j.physa.2005.12.048
  10. MATOS, JAO; GAMA, SMA; RUSKIN, HJ; et al.. "An econophysics approach to the Portuguese Stock Index - PSI-20". PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 342 3-4 (2004): 665-676. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000224311800020&KeyUID=WOS:000224311800020.
    10.1016/j.physa.2004.05.066
  11. MATOS, JAO; DUARTE, JAMS. "On a conservative lava flow automaton". INTERNATIONAL JOURNAL OF MODERN PHYSICS C 10 1 (1999): 321-335. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000080805300021&KeyUID=WOS:000080805300021.
    10.1142/s012918319900022x
  12. GUERRA, A; MONTEIRO, C; BREITENFELD, L; et al.. "Genetic and environmental factors regulating blood pressure in childhood: Prospective study from 0 to 3 years". JOURNAL OF HUMAN HYPERTENSION 11 4 (1997): 233-238. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:A1997XE75300006&KeyUID=WOS:A1997XE75300006.
    10.1038/sj.jhh.1000415

Other

Other output
  1. A Study of Correlation and Entropy for Multiple Time Series. 2011. José A. O. Matos; Sílvio M. A. Gama; Heather J. Ruskin; Adel Al Sharkasi; Martin Crane. http://dx.doi.org/10.1007/978-90-481-9884-9_29.
    10.1007/978-90-481-9884-9_29