← All authors Daniel O. Cajueiro National Institute of Science and Technology (from arXiv:2409.10448, 2024) · ORCID · OpenAlex
91 papers in scope · 90 published · 1 on the econ.EM arXiv · 4,153 citations · h-index 31 (over the papers listed here)
Papers (1 of 91)
Forecasting political voting: A high dimensional machine learning approach
published 2025 · Machine Learning with Applications · 2 citations
with Pedro Caiua Campelo Albuquerque
Language as Data: A Survey of Natural Language Processing for Economics and Finance
published 2025 · Journal of Economic Surveys · 1 citations
with Alexandre Henrique Lucchetti
Digital Twins and Network Resilience in the EU ETS: Analysing Structural Shifts in Carbon Trading
published 2025 · Sustainability
with Cláudia R. R. Eirado, Douglas Silveira
Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets
published 2025 · Energy Economics · 2 citations
with David P. Brown, Andrew Eckert, Douglas Silveira
Towards Fair AI: Mitigating Bias in Credit Decisions—A Systematic Literature Review
published 2025 · Journal of risk and financial management · 19 citations
with José Rômulo de Castro Vieira, Flávio Barboza, Herbert Kimura
The words that lead to uncertainty: A measure based on word embeddings
published 2025 · Economic Systems
with Camila Corrêa Pereira, Saulo B. Bastos
working paper 2024 · arXiv
Interactions between monetary and macroprudential policies
published 2024 · Quantitative Finance · 3 citations
with Gustavo Libório Rocha Lima, Régis Augusto Ely
How politics can influence the allocation of social program benefits: A case study of the Brazilian poverty reduction program Bolsa Família
published 2023 · Economic Analysis and Policy · 1 citations
with Thiago L.S. Pinto, Benjamin Miranda Tabak
A logarithmic market scoring rule agent-based model to evaluate prediction markets
published 2023 · Journal of Evolutionary Economics · 2 citations · first circulated 2022
with Athos V. C. Carvalho, Douglas Silveira, Régis Augusto Ely
Who are you? Cartel detection using unlabeled data
published 2023 · 22 citations · first circulated 2022
with Douglas Silveira, Lucas B. de Moraes, Eduardo Pedral Sampaio Fiuza
The impacts of interest rates on banks’ loan portfolio risk-taking
published 2022 · Journal of Economic Dynamics and Control · 21 citations
with Luiz F.S. Adão, Douglas Silveira, Régis Augusto Ely
Impact of Memory and Bias in Kinetic Exchange Opinion Models on Random Networks
published 2022 · Physica A Statistical Mechanics and its Applications · 4 citations
with André L. Oestereich, Nuno Crokidakis
Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels
published 2021 · Energy Economics · 5 citations
with Douglas Silveira, Silvinha Pinto Vasconcelos, Marcelo Resende
Machine learning models for forecasting power electricity consumption using a high dimensional dataset
published 2021 · Expert Systems with Applications · 75 citations
with Pedro Caiua Campelo Albuquerque, Marina Delmondes de Carvalho Rossi
What is the potential for a second peak in the evolution of SARS-CoV-2 in emerging and developing economies? Insights from a SIRASD model considering the informal economy
published 2021 · International Journal of Modern Physics C · 5 citations
with Marcelo A. Pires, Nuno Crokidakis, Márcio Argollo de Menezes, Sílvio M. Duarte Queirós
Modeling and forecasting the early evolution of the Covid-19 pandemic in Brazil
published 2020 · Scientific Reports · 28 citations
with Saulo B. Bastos
Markov chain approach to model intertemporal choices and coverages in air transport markets
published 2019 · Physical review. E · 1 citations
with Felipe N. Mundim, João I. F. Martins, Patricia A. M. Sakowski, Roberto F. S. Andrade
Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks
published 2018 · Physica A Statistical Mechanics and its Applications · 18 citations · first circulated 2014
Inflation targeting and financial stability: Does the quality of institutions matter?
published 2018 · Economic Modelling · 83 citations
with Dimas M. Fazio, Thiago Christiano Silva, Benjamin Miranda Tabak
Concessão De Crédito Durante E Após A Crise Financeira De 2008 No Brasil. Houve Heterogeneidade Nas Operações De Crédito
published 2018 · Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]
with Guilherme Solino Evelin Oliveira, Guilherme Guilherme, Benjamin Miranda Tabak
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Economic growth, volatility and their interaction: What’s the role of finance?
published 2017 · Economic Systems · 22 citations
with Sergio H.R. da Silva, Benjamin Miranda Tabak, Dimas M. Fazio, Sergio Henrique Rodrigues da Silva
The effects of capital buffers on profitability: An empirical study
published 2017 · Economics bulletin · 9 citations
with Benjamin Miranda Tabak, Dimas M. Fazio, Régis Augusto Ely, Joao M. T. Amaral
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A comparison of DEA and SFA using micro-and macro-level perspectives: Efficiency of Chinese local banks
published 2016 · Physica A Statistical Mechanics and its Applications · 96 citations · first circulated 2014
Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning
published 2016 · The Journal of Network Theory in Finance · 8 citations
with Ricardo Vieira Barroso, José Lima, A Lucchetti
Financial stability and bank supervision
published 2016 · Finance research letters · 29 citations
with Benjamin Miranda Tabak, Dimas M. Fazio, Karine C. de O. Paiva
Inflation targeting: Is IT to blame for banking system instability?
published 2015 · Journal of Banking & Finance · 73 citations
with Dimas M. Fazio, Benjamin Miranda Tabak
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation
published 2015 · Journal of Behavioral and Experimental Finance · 9 citations
with Anderson Mutter Teixeira, Benjamin Miranda Tabak
Financial stability and monetary policy -The case of Brazil
published 2013 · Revista Brasileira de Economia · 30 citations · first circulated 2010
with Benjamin Miranda Tabak, Marcela Tetzner Laiz
Directed clustering coefficient as a measure of systemic risk in complex banking networks
published 2013 · Physica A Statistical Mechanics and its Applications · 106 citations
with Benjamin Miranda Tabak, Marcelo Yoshio Takami, Jadson M.C. Rocha, Sergio Rubens Stancato de Souza
Systemically important banks and financial stability: The case of Latin America
published 2013 · Journal of Banking & Finance · 93 citations
with Benjamin Miranda Tabak, Dimas M. Fazio
Combining term structure of interest rate forecasts: The Brazilian case
published 2013 · EconomiA · 6 citations
with Rafael Cavalcanti de Araújo
The relationship between banking market competition and risk-taking: Do size and capitalization matter?
published 2012 · Journal of Banking & Finance · 349 citations
with Benjamin Miranda Tabak, Dimas M. Fazio
Forecasting the yield curve for the Euro region
published 2012 · Economics Letters · 3 citations · first circulated 2011
with Benjamin Miranda Tabak, Alexandre Sollaci, Gustavo M. R. Gomes
Financial fragility in a general equilibrium model: the Brazilian case
published 2012 · Annals of Finance · 9 citations
with Benjamin Miranda Tabak, Dimas M. Fazio
A top–bottom price approach to understanding financial fluctuations
published 2011 · Physica A Statistical Mechanics and its Applications · 3 citations
with Miguel Angel Rivera Castro, José García Vivas Miranda, Ernesto P. Borges, Roberto F. S. Andrade
Detecting switching points using asymmetric detrended fluctuation analysis
published 2011 · Physica A Statistical Mechanics and its Applications · 29 citations
with Miguel Angel Rivera Castro, José García Vivas Miranda, Roberto F. S. Andrade
The effects of loan portfolio concentration on Brazilian banks’ return and risk
published 2011 · Journal of Banking & Finance · 23 citations
with Benjamin Miranda Tabak, Dimas M. Fazio
Modeling default probabilities: The case of Brazil
published 2011 · Journal of International Financial Markets Institutions and Money · 13 citations
with Benjamin Miranda Tabak, André Victor D. Luduvice
Enforcing social behavior in an Ising model with complex neighborhoods
published 2011 · Physica A Statistical Mechanics and its Applications · 11 citations
Bank capital buffers, lending growth and economic cycle: empirical evidence for Brazil
published 2011 · Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] · 32 citations
with Benjamin Miranda Tabak, Ana Clara Bueno Teixeira Feitosa Noronha
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Inflation, unemployment, and the time consistency of the US monetary policy
published 2010 · Structural Change and Economic Dynamics · 5 citations · first circulated 2008
Dynamical programming approach for controlling the directed Abelian Dhar-Ramaswamy model
published 2010 · Physical Review E · 11 citations
with Roberto F. S. Andrade
Network evolution based on minority game with herding behavior
published 2010 · The European Physical Journal B · 8 citations
with Bernardo A. Mello, V. M.C.S. Souza, Roberto F. S. Andrade
Topological properties of stock market networks: The case of Brazil
published 2010 · Physica A Statistical Mechanics and its Applications · 158 citations
with Benjamin Miranda Tabak, Thiago R. Serra
Fluctuation dynamics in US interest rates and the role of monetary policy
published 2010 · Finance research letters · 18 citations
with Benjamin Miranda Tabak
Topological properties of commodities networks
published 2010 · The European Physical Journal B · 54 citations
with Benjamin Miranda Tabak, Thiago R. Serra
Optimal navigation for characterizing the role of the nodes in complex networks
published 2010 · Physica A Statistical Mechanics and its Applications · 12 citations
Constrained information minority game: How was the night at El Farol?
published 2009 · Physica A Statistical Mechanics and its Applications · 10 citations
with Bernardo Carvalho Lustosa
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL
published 2009 · International Journal of Modern Physics C · 22 citations
with Benjamin Miranda Tabak, Thiago R. Serra
Fluctuations in interbank network dynamics
published 2009 · Physical Review E · 18 citations
with Benjamin Miranda Tabak, Roberto F. S. Andrade
The expectation hypothesis of interest rates and network theory: The case of Brazil
published 2008 · Physica A Statistical Mechanics and its Applications · 31 citations
with Benjamin Miranda Tabak, Thiago R. Serra
Can we predict crashes? The case of the Brazilian stock market
published 2008 · Physica A Statistical Mechanics and its Applications · 37 citations
with Benjamin Miranda Tabak, Filipe K. Werneck
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
published 2008 · International Review of Financial Analysis · 168 citations
with Periklis Gogas, Benjamin Miranda Tabak
Quantifying price fluctuations in the Brazilian stock market
published 2008 · Physica A Statistical Mechanics and its Applications · 24 citations
with Benjamin Miranda Tabak, Marcelo Yoshio Takami, A. Petitinga
The role of banks in the Brazilian interbank market: Does bank type matter?
published 2008 · Physica A Statistical Mechanics and its Applications · 98 citations · first circulated 2007
with Benjamin Miranda Tabak
LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM
published 2008 · International Journal of Theoretical and Applied Finance · 41 citations · first circulated 2007
with Sergio Rubens Stancato de Souza, Benjamin Miranda Tabak, S. R. Souza
Testing for long-range dependence in the Brazilian term structure of interest rates
published 2007 · Chaos Solitons & Fractals · 44 citations
with Benjamin Miranda Tabak
Minority games, diversity, cooperativity and the concept of intelligence
published 2007 · Physica A Statistical Mechanics and its Applications · 8 citations
with Bernardo A. Mello
Multifractality and herding behavior in the Japanese stock market
published 2007 · Chaos Solitons & Fractals · 65 citations
with Benjamin Miranda Tabak
Long-range dependence in interest rates and monetary policy
published 2007 · Physics Letters A · 13 citations · first circulated 2006
with Benjamin Miranda Tabak
Testing for time-varying long-range dependence in real state equity returns
published 2007 · Chaos Solitons & Fractals · 48 citations
with Benjamin Miranda Tabak
Testing for long-range dependence in world stock markets
published 2006 · Chaos Solitons & Fractals · 72 citations
with Benjamin Miranda Tabak
Long memory testing for Fed Funds Futures’ contracts
published 2006 · Chaos Solitons & Fractals · 17 citations
with S. R. Souza, Benjamin Miranda Tabak
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
published 2006 · Energy Economics · 239 citations
with Benjamin Miranda Tabak
Is the expression valid for real financial data?
published 2006 · Physica A Statistical Mechanics and its Applications · 7 citations
with Benjamin Miranda Tabak
Time-varying long-range dependence in US interest rates
published 2006 · Chaos Solitons & Fractals · 42 citations
with Benjamin Miranda Tabak
Investigação da memória de longo prazo na taxa de câmbio no Brasil
published 2006 · Revista Brasileira de Economia · 5 citations
with Sergio Rubens Stancato de Souza, Benjamin Miranda Tabak
Long-range dependence and multifractality in the term structure of LIBOR interest rates
published 2006 · Physica A Statistical Mechanics and its Applications · 118 citations
with Benjamin Miranda Tabak
Characterizing bid–ask prices in the Brazilian equity market
published 2006 · Physica A Statistical Mechanics and its Applications · 9 citations
with Benjamin Miranda Tabak
Testing for predictability in equity returns for European transition markets
published 2006 · Economic Systems · 76 citations
with Benjamin Miranda Tabak
The long-range dependence phenomena in asset returns: the Chinese case
published 2006 · Applied Economics Letters · 20 citations
with Benjamin Miranda Tabak
Assessing inefficiency in euro bilateral exchange rates
published 2006 · Physica A Statistical Mechanics and its Applications · 27 citations
with Benjamin Miranda Tabak
Long-range dependence and market structure
published 2005 · Chaos Solitons & Fractals · 24 citations
with Benjamin Miranda Tabak
Testing for rational bubbles in banking indices
published 2005 · Physica A Statistical Mechanics and its Applications · 10 citations
with Benjamin Miranda Tabak
A note on the relevance of the q-exponential function in the context of intertemporal choices
published 2005 · Physica A Statistical Mechanics and its Applications · 95 citations
The rescaled variance statistic and the determination of the Hurst exponent
published 2005 · Mathematics and Computers in Simulation · 54 citations
with Benjamin Miranda Tabak
Testing for long range dependence in banking equity indices
published 2005 · Chaos Solitons & Fractals · 17 citations
with Benjamin Miranda Tabak
Periodic market closures and the long-range dependence phenomena in the Brazilian equity market
published 2005 · Physica A Statistical Mechanics and its Applications · 12 citations
with Benjamin Miranda Tabak, Nathalia Almeida de Souza
The long-range dependence behavior of the term structure of interest rates in Japan
published 2004 · Physica A Statistical Mechanics and its Applications · 50 citations
with Benjamin Miranda Tabak
Optimal Portfolio and Consumption in a Switching Diffusion Market
published 2004 · Brazilian Review of Econometrics · 6 citations
with Takashi Yoneyama
Testing for time-varying long-range dependence in volatility for emerging markets
published 2004 · Physica A Statistical Mechanics and its Applications · 126 citations
with Benjamin Miranda Tabak
Ranking efficiency for emerging equity markets II☆
published 2004 · Chaos Solitons & Fractals · 130 citations
with Benjamin Miranda Tabak
Possible causes of long-range dependence in the Brazilian stock market
published 2004 · Physica A Statistical Mechanics and its Applications · 43 citations
with Benjamin Miranda Tabak
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions
published 2004 · Physica A Statistical Mechanics and its Applications · 181 citations
with Benjamin Miranda Tabak
Ranking efficiency for emerging markets
published 2004 · Chaos Solitons & Fractals · 213 citations
with Benjamin Miranda Tabak
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient
published 2004 · Physica A Statistical Mechanics and its Applications · 407 citations
with Benjamin Miranda Tabak
Direct adaptive control using feedforward neural networks
published 2003 · Sba Controle & Automação Sociedade Brasileira de Automatica · 8 citations
with Elder M. Hemerly
Comments on "Adaptive control and identification using one neural network for a class of plants with uncertainties"
published 2002 · IEEE Transactions on Systems Man and Cybernetics - Part A Systems and Humans
with Elder M. Hemerly
OPTIMUM PORTFOLIO CHOICE FOR A CLASS OF JUMP STOCHASTIC MODELS
published 2002 · IFAC Proceedings Volumes
with Takashi Yoneyama
Fractal characterization of the distribution of reactive sites over a rough catalyst surface
published 2001 · Physica A Statistical Mechanics and its Applications · 7 citations
with Roberto F. S. Andrade, Carla Ferreira
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