Diana Elisabeta Aldea Mendes

发布者：刘芸鹭发布时间：2021-06-11 浏览数：

Diana Elisabeta Aldea Mendes

管理和经济学量化方法系

副教授

联系电话：217650238 (Ext. 220468)

电子邮箱：diana.mendes@iscte-iul.pt

个人简介：Ciência-IUL

教授简介：

Diana E. Aldea Mende现任里斯本大学学院（ISCTE University Institute of Lisbon）商学院副教授，LSCTE商业研究中心（BRU-IUL）研究员。她是一名数学家和应用科学家，在非线性动力学、时间序列分析、计算机经济学等领域有着丰富的经验，在学校教授商业情报数据分析、数据科学导论宏观经济学等课程。

研究领域：

计算机金融与经济；非线性序列分析与计量经济学；非线性方程的计算方法；动力系统和熵估计在金融、经济学和生物学中的应用

学术背景：

2005年，获得原里斯本技术大学（UTL）数学博士学位。

1993年，获得巴比什-博雅伊大学（Babes-Bolyai University）数学学士学位。

职业经历：

2012-2016年，担任欧洲科技研究合作组织（COST）葡萄牙协调员和研究员。

研究成果（截至2021年5月）：

发表期刊论文22篇：

1	Rosário D. Laureano, Mendes, D. A., Clara Grácio & Fátima Laureano (2020). Searching for Complexity in the Human Pupillary Light Reflex. Mathematics. 8 (3)
2	Armas, I., Mendes, D. A., Popa, R. G., Gheorghe, M. & Popovici, D. (2017). Long-term ground deformation patterns of Bucharest using multi-temporal InSAR and multivariate dynamic analyses: a possible transpressional system?. Scientific Reports. 7 - Times Cited Web of Science®: 7 - Times Cited Scopus: 10
3	Dan, M. B., Mendes, D. A. & Panagopoulos, T. (2013). Assessing the costs of hazards mitigation in the urban structure. Journal of Biourbanism. 1-2, 51-68
4	Laureano, M., Mendes, D. A. & Ferreira, M. A. M. (2013). Dislocated Negative Feedback Control with Partial Replacemrnt between Chaotic Lorenz Systems. Mathematica Aeterna. 3 (5), 337-348
5	Laureano, M., Mendes, D. A. & Ferreira, M. A. M. (2011). Synchronization of chaotic dynamical systems: a brief review. International Journal of Academic Research. 3 (3 ), 402-408
6	Isfan, M., Menezes, R. & Mendes, D. A. (2010). Forecasting the Portuguese stock market time series by using artificial neural networks. Journal of Physics: Conference Series (JPCS). 221 (1), 1-13- Times Cited Scopus: 3
7	Laureano, M., Mendes, D. A. & Ferreira, M. A. M. (2010). Efficient synchronization of one-dimensional chaotic quadratic maps by different couling terms. Journal of Mathematics and Technology. 1 (1), 5-12
8	Januário, C., Grácio, C, Mendes, D. A. & Duarte, J. (2009). Measuring and controlling the chaotic motion of profits. International Journal of Bifurcation and Chaos. 19 (11), 3593-3604
9	Mendes, D. A. & Mendes, V. (2008). Stability analysis of an implicitly defined labor market model. Physica A. 387 (15), 3921-3930 - Times Cited Web of Science®: 1 - Times Cited Scopus: 1
10	Gomes, O., Mendes, D. A. & Mendes, V. (2008). Bounded rational expectations and the stability of interest rate policy. Physica A. 387 (15), 3882-3890- Times Cited Scopus: 3
11	Bentes, S. R., Menezes, R. & Mendes, D. A. (2008). Long memory and volatility clustering: is the empirical evidence consistent across stock markets?. Physica A. 387 (15), 3826-3830 - Times Cited Web of Science®: 50 - Times Cited Scopus: 57
12	Gomes, O., Mendes, V., Mendes, D. A. & Sousa Ramos, J. (2007). Chaotic dynamics in optimal monetary policy. European Physical Journal B. 57 (2), 195-199- Times Cited Scopus: 2
13	Dionísio, A. , Menezes, R. & Mendes, D. A. (2007). On the integrated behaviour of non-stationary volatility in stock markets. Physica A. 382 (1), 58-65 - Times Cited Web of Science®: 15 - Times Cited Scopus: 13
14	Dionísio, A., Menezes, R., Mendes, D. & Vidigal da Silva, J. (2007). Nonlinear dynamics within macroeconomic factors and stock market in Portugal 1993-2003. Applied Econometrics and International Development. 7 (2), 57-71
15	Ferreira, N. B., Menezes, R. & Mendes, D. A. (2007). Asymmetric conditional volatility in international stock markets. Physica A. 382 (1), 73-80 - Times Cited Web of Science®: 9 - Times Cited Scopus: 9
16	Dionísio, A. , Menezes, R. & Mendes, D.A. (2006). Entropy-based independence test. Nonlinear Dynamics. 44 (1-4), 351-357 - Times Cited Web of Science®: 31 - Times Cited Scopus: 33
17	Dionísio, A., Menezes, R. & Mendes, D. A. (2006). An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market. European Physical Journal B. 50 (1-2), 161-164 - Times Cited Web of Science®: 25 - Times Cited Scopus: 31
18	Menezes, R., Ferreira, N.B. & Mendes, D.A. (2006). Co-movements and asymmetric volatility in the Portuguese and U.S. stock markets. Nonlinear Dynamics. 44 (1-4), 359-366 - Times Cited Web of Science®: 8 - Times Cited Scopus: 7
19	Dionisio, A., Mendes, D.A., Menezes, R. & Silva, J.V. (2005). Linear and nonlinear dependence models of stock market returns. Social Science Research Network.
20	Mendes, D. A. & Mendes, V. (2005). Control of chaotic dynamics in an OLG economic model. Journal of Physics: Conference Series (JPCS). 23 (1), 158-181 - Times Cited Web of Science®: 5 - Times Cited Scopus: 7
21	Dionísio, A., Menezes, R. & Mendes, D. A. (2004). Mutual information: a measure of dependency for nonlinear time series. Physica A. 344 (1-2), 326-329 - Times Cited Web of Science®: 77 - Times Cited Scopus: 88
22	Menezes, R., Dionísio, A. & Mendes, D.A. (2004). Asymmetric price transmission within the Portuguese stock market. Physica A. 344 (1-2), 312-316 - Times Cited Web of Science®: 2 - Times Cited Scopus: 5

出版书籍1本：

1	Laureano, M., Mendes, D. A. & Ferreira, M. A. M. (2007). Aplimat 2007 - 6th International Conference, Pt Ii.

来源：https://ciencia.iscte-iul.pt/authors/diana-elisabeta-aldea-mendes/cv

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