| A Non-parametric Test and Predictive Model for Signed Path Dependence FS Dias, GW Peters Computational Economics 56 (2), 461-498, 2020 | 6 | 2020 |
| Quadratic Programming Applied to Modern Portfolio Selection FS Dias Published online. http://www. linux. ime. usp. br/~ cef/mac499-01 …, 2001 | 5 | 2001 |
| An equity-credit hybrid model for asset correlations FS Dias International Journal of Financial Engineering and Risk Management 3 (3 …, 2020 | 3 | 2020 |
| Using Conditional Asymmetry to Predict Commodity Futures Prices FS Dias International Journal of Financial Markets and Derivatives 8 (2), 185-203, 2021 | 2 | 2021 |
| Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence FS Dias, GW Peters Applied Mathematics and Computation 411, 2021 | 1 | 2021 |
| Signed path dependence in financial markets: applications and implications FS Dias UCL (University College London), 2021 | | 2021 |
| Automated flexible fertigation apparatus and system F Dias GB Patent GB2,493,970 B, 2013 | | 2013 |
| Aplicações em finanças da aproximação de processos estocásticos em tempo contínuo por processos em tempo discreto FS Dias Universidade de São Paulo, 2005 | | 2005 |
| Programação Quadrática Aplicada à Teoria Moderna de Finanças FS Dias | | |
Prof. Dr. Gareth W. PetersDuncan Endowed Chair Actuarial & Professor of Statistics for Risk & InsuranceVerified email at ucsb.edu
