Personal Data

Full name

Paulo Henrique Contente Rocha

Publishing name

Paulo Henrique Contente Rocha

Birthday

1990-04-26T00:00:00

Academic Degrees

MESTRADO(3)

Degree date

2014

Final grade

17/20

Degree granting institution

Universidade de Lisboa

School / College / Campus

Faculdade de Ciências

Thesis title

Stochastic evolution of parameters defining probability density functions: Application to the New York stock market

Supervisor

Pedro G. Lind

Co-supervisor

João Boto

Scientific area

Matemática

LICENCIATURA(4)

Degree date

2012

Final grade

16/20

Degree granting institution

Outra

School / College / Campus

Other

Thesis title

n/a

Supervisor

Co-supervisor

Scientific area

Física

Profissional activity

Period Position Institution

Area of scientific activity

Area of scientific activity

Specialization domain

Current main scientific area

Other scientific activities

Awards

Year Award Awarding entity

Publications

Artigos em revistas de circulação internacional com arbitragem científica

  • Estevens, J., Rocha, P., Boto, J.P., and Lind, P.G. “Stochastic modelling of non-stationary financial assets” 2017. Submitted to “Chaos”.

Artigos em revistas de circulação internacional com arbitragem científica

  • Rocha, P., Raischel, F., Boto, J.P., and Lind, P.G., “Uncovering the evolution of non-stationary stochastic variables: the example of asset volume-price fluctuations”
    Phys. Rev. E93, 052122, 2016.

Artigos em revistas de circulação internacional com arbitragem científica

  • Rocha, P., Raischel, F., Boto, J.P., and Lind, P.G.
    “Optimal models of extreme volume-prices are time-dependent” in J. Phys.: Conf. Ser. 574, 012148, 2014.

Artigos em revistas de circulação internacional com arbitragem científica

  • Rocha, P., Raischel, F., Cruz, J., and Lind, P.G.
    “Stochastic Evolution of Stock Market Volume-Price Distributions” in 3rd SMTDA Conference Proceedings pp. 619-627, 2015.

Communications

Comunicações em painel ("poster")

DPG-Frhjahrstagung, Dresden, Germany, Apr 2014

Outras comunicações orais

CHAOS 2017, “10th Chaotic Modeling and
Simulation International Conference”, Barcelona, Spain, June 2017

Outras comunicações orais

IC-MSQUARE 2014, “International Conference on
Mathematical Modeling in Physical Sciences” , Madrid, Spain, Aug 2014

Outras comunicações orais

SMTDA 2014, “3rd Stochastic Modeling Techniques and Data Analysis International Conference”, Lisbon, Portugal, June 2014