Teaching and Research Interests

• Data Science in Finance Application

Type	Program	Institution	Year
PhD	Gestão	ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa	2005
M.Sc.	Ciências Empresariais	ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa	1997
Licenciate	Organização e Gestão de Empresas	ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa	1994

Curricular Courses

Supervisions

Phd Thesis

José Nuno Teixeira de Abreu de Albuquerque Sacadura, "Essays on European Banks Dividend Policy and Ownership - An Agency Theory Perspective", Nuno Rafael Barbosa de Jesus Ferreira, Phd Thesis, Concluded, 2024

Master Thesis

Bernardo Maria Mestre Acácio Lopes, "Mercado Bolsista e a sua Integração para os Mercados da Zona EuroMercado Bolsista e a sua Integração para os Mercados da Zona Euro", Nuno Rafael Barbosa de Jesus Ferreira, Master Thesis, Concluded, 2017

Tomás Coutinho Grosso de Oliveira Salen, "Market Timing and Selectivity: Na Empirical Investigation of European Mutual Fund Performance", Nuno Rafael Barbosa de Jesus Ferreira, Master Thesis, Concluded, 2016

Diogo Lopes Pinheiro, "Fusões e Aquisições Transnacionais: uma análise empírica do caso Arcelor Mittal", Nuno Rafael Barbosa de Jesus Ferreira, Master Thesis, Concluded, 2012

Final Project

Frederico Freire de Barbosa Bacelar de Meireles, "Qual o Impacto do Serviço M4O no Mercado das Telecomunicações e na Liderança da PT?", Nuno Rafael Barbosa de Jesus Ferreira, Final Project, Concluded, 2015

Scientific Articles in International Journals

Ferreira, N. B. (2022). Untangling the inefficiency of hotel industry: The Portuguese Teixeira Duarte hotel chain analysis. Archives of Business Research. 10 (8), 133-140, Ciência-IUL

Menezes, R., Ferreira, N. B., Souza, A. M. & Souza, F. M. (2020). Smooth transition regression models: theory and applications in jmulti. Ciencia e Natura. 18 (42), 1-28, Ciência-IUL

Oliveira, L., Salen, T., Curto, J. D. & Ferreira, N. (2019). Market timing and selectivity: an empirical investigation of European mutual fund performance. International Journal of Economics and Finance. 11 (2), Ciência-IUL

Oliveira, M.M., AMC, JW, Vera Miguéis , Ferreira, N. B. & Miguel Gaspar (2019). Forecasting bivalve landings with multiple regression and data miningtechniques: The case of the Portuguese Artisanal Dredge Fleet. Marine Policy. 110-118, Ciência-IUL

Ferreira, N. (2018). Macro-financial linkages between emergent and sustainable economies in a context of the European sovereign debt crisis. Archives of Business Research. 6 (8), 109-121, Ciência-IUL

Oliveira, M. M., Camanho, A. S., Walden, J. B., Miguéis, V. L., Ferreira, N. B. & Gaspar, M. B. (2017). Forecasting bivalve landings with multiple regression and data mining techniques: the case of the Portuguese artisanal dredge fleet. Marine Policy. 84, 110-118, Ciência-IUL

Ferreira, N. B. & Oliveira, M. M. (2016). Portfolio efficiency analysis with SFA: the case of PSI-20 companies. Applied Economics. 48 (1), 1-6, Ciência-IUL

Ferreira, N. & Souza, A. M. (2015). Efficiency in stock markets with DEA: evidence from PSI20. International Journal of Latest Trends in Finance and Economics Sciences. 5 (1), 861-865, Ciência-IUL

Ferreira, N. B., Souza, F. M. & Souza, A. (2014). PSI-20 portfolio efficiency analysis with SFA. International Journal of Latest Trends in Finance and Economics Sciences. 4 (3), 785-789, Ciência-IUL

Ferreira, N. B., Menezes, R. & Bentes, S. (2014). Cointegration and Structural Breaks in the EU Sovereign Debt Crisis. International Journal of Latest Trends in Finance and Economics Sciences. 4 (1), 680-690, Ciência-IUL

Ferreira, N. B., Rocha, L., Souza, A. & Santos, E. (2014). Box-Jenkins and volatility models for Brazilian ‘Selic’ interest and currency rates. International Journal of Latest Trends in Finance and Economics Sciences. 4 (3), 766-773, Ciência-IUL

Bentes, S. & Ferreira, N. B. (2014). 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), 778-784, Ciência-IUL

Ferreira, N. B. & Oliveira, M. M. (2014). An analysis of equity markets cointegration in the european sovereign debt crisis. Open Journal of Finance. 1 (1), 40-48, Ciência-IUL

Bentes, S.R., Menezes, R. & Ferreira, N.B. (2013). On the asymmetric behaviour of stock market volatility: evidence from three countries. International Journal of Academic Research. 5 (4), 24-32, Ciência-IUL

Ferreira, N., Menezes, R. & Bentes, S. (2013). Cointegration and structural breaks in the PIIGS economies. International Journal of Latest Trends in Finance and Economics Sciences. 3 (4), 611-617, Ciência-IUL

Ferreira, N., Menezes, R. & Oliveira, M. M. (2013). Structural breaks and cointegration analysis in the EU developed markets. International Journal of Latest Trends in Finance and Economics Sciences. 3 (4), 652-661, Ciência-IUL

Ferreira, N., Menezes, R. & Bentes, S. (2013). 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), 556-562, Ciência-IUL

Souza, A., Souza, F., Ferreira, N. B. & Menezes, R. (2011). Eletrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues. Gestão da Produção, Operações e Sistemas. Ano 6, Jul-Set/2011 (nº3), Ciência-IUL

Souza, A., Souza, F., Ferreira, N. B. & Menezes, R. (2011). Electrical energy supply for Rio Grande do Sul, Brazil, using forecast combination of weighted eigenvalues. Gestão da Produção, Operações e Sistemas. 6 (3), 23-39, Ciência-IUL

Ferreira, N. B., Menezes, R. & Mendes, D. A. (2007). Asymmetric conditional volatility in international stock markets. Physica A. 382 (1), 73-80, Ciência-IUL

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, Ciência-IUL

Conference Proceedings

Ferreira, N. B., Mendes, D. A. & Mendes, V. (2024). Can higher data frequency lead to more accurate stock market predictions: NASDAQ 100 and DAX cases. In 18th International Conference on Computational and Financial Econometrics (CFE 2024). Londres, Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Data frequency and forecast performance for stock markets: A deep learning approach for DAX index. In Rocío Martínez-Torres, Sergio Toral (Ed.), Proceedings of the 5th International Conference on Advanced Research Methods and Analytics (CARMA2023). (pp. 39-39). Sevilha: Editorial Universitat Politècnica de València., Ciência-IUL

Ferreira, N. B. (2020). Comparative multivariate forecast performance for the G7 stock markets: VECM models vs deep learning LSTM neural networks. In Universidade Politécnica de Valencia (Ed.), International Conference on Advanced Research Methods and Analytics. (pp. 163-171). Valencia, Ciência-IUL

Ferreira, N. B. (2016). Insights into portuguese stock market efficiency using DEA. In Roslind X. Thambusamy, Melis Y. Minas, Zafer Bekirogullari (Ed.), The European Proceedings of Social and Behavioural Sciences. (pp. 367-373). Selangor: Future Academy., Ciência-IUL

Ferreira, N. & Oliveira, M.M. (2015). Untangling hotel industry’s inefficiency: An SFA approach applied to a renowned Portuguese hotel chain. In 9th International Conference on Computational and Financial Econometrics: Book of abstracts. (pp. 216-216). Londres: CFE and CMStatistics networks., Ciência-IUL

Ferreira, N. B. & Menezes, R. (2014). Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis. In Sixth Annual American Business Research Conference. New York, Ciência-IUL

Mendes, D. A., Mendes, V., Ferreira, N. B. & Menezes, R. (2010). Symbolic shadowing and the computation of entropy for observed time series. In Misako Takayasu, Tsutomu Watanabe, Hideki Takayasu (Ed.), Econophysics Approaches to Large-Scale Business Data and Financial Crisis. (pp. 227-246). Tokyo: Springer Japan., Ciência-IUL

International Communications

Panel / Poster

Mendes, D. A., Mendes, V., Lopes, T. & Ferreira, N. B. (2021). Multivariate forecast for the G7 stock markets: a hybrid VECM-LSTM deep learning model. CCS2021-SATELLITE ON ECONOPHYSICS 2021., Ciência-IUL

Oral Presentation

Ferreira, N. B., Mendes, D. A. & Mendes, V. (2024). Can higher data frequency lead to more accurate stock market predictions: NASDAQ 100 and DAX cases. 18th International Conference on Computational and Financial Econometrics (CFE 2024)., Ciência-IUL

Ferreira, N. B., Mendes, D. A. & Mendes, V. (2024). Does data frequency mean better stock market forecasting performance? The German and US case study. 1st Artificial Intelligence in Finance Conference (AIIFC) ., Ciência-IUL

Mendes, D. A., Mendes, V. & Ferreira, N. B. (2023). Multivariate forecast for financial stock prices: A hybrid VAR-LSTM deep learning model. COMPSTAT 2023., Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Could data frequency imply better forecast performance for stock markets? A case study for G7 economies. 9th International conference on Time Series and Forecasting., Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Could data frequency imply better forecast performance for stock markets? A case study for DAX index Stock Market. CARMA23., Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2020). A comparative time series analysis to improve US Stock Market forecast performance by using univariate and multivariate deep learning algorithms . CARMA20., Ciência-IUL

Ferreira, N. B. (2020). 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., Ciência-IUL

Mendes, D. A., Ferreira, N. B. & Mendes, V. (2019). 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., Ciência-IUL

Manuela Oliveira, AMC, JW, Vera Miguéis , Ferreira, N. B. & Miguel Gaspar (2017). 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., Ciência-IUL

Ferreira, N. B. (2016). Insights Into Portuguese Stock Market Efficiency Using DEA. BE-ci 2016 International Conference on Business & Economics., Ciência-IUL

Ferreira, N. B. & Oliveira, M.M. (2016). Insights Into Portuguese Stock Market Efficiency Using DEA. 2016 - BE-ci International Conference on Business & Economics ., Ciência-IUL

Ferreira, N. B., Manuela Oliveira, JW & AMC (2016). 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., Ciência-IUL

Ferreira, N. B. & Manuela Oliveira (2016). Exploring Linkages of the Emergent Economies under a European Sovereign Debt Crisis Context. 8th Annual American Business Research Conference., Ciência-IUL

Ferreira, N. B. & Oliveira, M.M. (2015). Untangling hotel industry’s inefficiency: an SFA approach applied to a renowned Portuguese hotel chain. 9th International Conference on Computational and Financial EconometricsLondon, UK ., Ciência-IUL

Ferreira, N. B. & Menezes, R. (2014). Efficiency assessment of the PSI-20 enterprises using Stochastic Frontier Analysis. 6th Annual American Business Research Conference., Ciência-IUL

Ferreira, N. B. & Oliveira, M.M. (2014). Portfolio technical efficiency assessment with DEA: the case of the PSI-20 enterprises. 8th International Conference on Computational and Financial Econometrics (CFE 2014)., Ciência-IUL

Ferreira, N. B. & Oliveira, M.M. (2014). Nonlinearities in the EU sovereign debt crisis. International work-conference on Time Series., Ciência-IUL

Ferreira, N. B., Menezes, R. & Oliveira, M.M. (2013). Cointegration and structural breaks in the EU Sovereign Debt Crisis. Finance and Economics Conference., Ciência-IUL

Ferreira, N. B., Menezes, R. & Bentes, S. (2012). EU severe debt crisis: strengthened links between interest rates and stock market returns. 6th CSDA International Conference on Computational and Financial Econometrics (CFE12)., Ciência-IUL

Ferreira, N. B., Menezes, R. & Mendes, D. A. (2011). Regime-Switching Modelling of Globalization Analysis in the Context of Stock Markets under Sovereign Debt Crisis. Finance and Economics Conference., Ciência-IUL

Ferreira, N. B., Menezes, R. & Mendes, D. A. (2009). Regime-Switching modelling of globalization analysis in International stock markets. Finance and Economics Conference., Ciência-IUL