Long-term memory in financial prices: evidence from the Dutch stock market returns

Prepared for presentation at the Portuguese Finance Network International Conference 2014, Vilamoura, Portugal, June 18-20

Long-run consumption risk with durable goods : UK evidence for equity and bond markets

"It is a widely accepted fact that the consumption-based capital asset pricing model (CCAPM) fails to provide a good explanation of many important features of the behaviour of financial market returns in a large range of countries over a long period of time. However, within a representative consumer/investor model, it is hard to see how the basic structure of the consumption based model can be safely abandoned." [introdução]

Gérer la distance: les sauts d'échelle dans les relations sociales

Espaces et sociétés, N.79, modes de vie et société portugaise, pág. 93-106

Damage detection in structures using a transmissibility-based Mahalanobis distance

In this paper, a damage-detection approach using the Mahalanobis distance with structural forced dynamic response data, in the form of transmissibility, is proposed. Transmissibility, as a damage-sensitive feature, varies in accordance with the damage level. Besides, Mahalanobis distance can distinguish the damaged structural state condition from the undamaged one by condensing the baseline data. For comparison reasons, the Mahalanobis distance results using transmissibility are compared with those using frequency response functions. The experiment results reveal quite a significant capacity for damage detection, and the comparison between the use of transmissibility and frequency response functions shows that, in both cases, the different damage scenarios could be well detected. Copyright (c) 2015 John Wiley & Sons, Ltd.