Rui Vilela Mendes

CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico

Av. Rovisco Pais

Lisboa, 1049-001

Portugal

SCHOLARLY PAPERS

10

DOWNLOADS

136

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (10)

1.

No-Arbitrage, Leverage and Completeness in a Fractional Volatility Model

Physica A 419 (2015) 470–478
Number of pages: 9 Posted: 27 Jan 2015
Rui Vilela Mendes, M. Oliveira and A. Rodrigues
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico, University of Lisbon - Center of Mathematics and Fundamental Applications (CMAF) and University of Lisbon - Center of Mathematics and Fundamental Applications (CMAF)
Downloads 30 (547,273)

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2.

Portfolios and the Market Geometry

Physica A 410 (2014) 226–235
Number of pages: 10 Posted: 27 Jan 2015
Samuel Eleutério, Tanya Araújo and Rui Vilela Mendes
Instituto Superior Técnico (IST), UECE - Research Unit on Complexity in Economics and CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico
Downloads 24 (583,479)

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3.

A Data-Reconstructed Fractional Volatility Model

Economics Discussion Paper No. 2008-22
Number of pages: 20 Posted: 13 Dec 2010
Rui Vilela Mendes and Javier Ordóñez Monfort
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico and Jaume I University - Department of Economics
Downloads 20 (609,825)
Citation 6

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Fractional noise, induced volatility, statistics of returns, option pricing

4.

Cooperation, Punishment, Emergence of Government, and the Tragedy of Authorities

Complex Systems, 20 © 2012
Number of pages: 12 Posted: 27 Jan 2015
Rui Vilela Mendes and Carlos Aguirre
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico and Escuela Politécnica Superior, Universidad Autónoma de Madrid
Downloads 15 (644,233)

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5.

The Fractional Volatility Model: An Agent-Based Interpretation

Physica A 387 (2008) 3987–3994
Number of pages: 9 Posted: 27 Jan 2015
Rui Vilela Mendes
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico
Downloads 11 (673,438)

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6.

Reconstructing an Economic Space From A Market Metric

Physica A 323 (2003) 635-650
Number of pages: 16 Posted: 27 Jan 2015
Rui Vilela Mendes, Tanya Araújo and F. Louçã
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico, UECE - Research Unit on Complexity in Economics and Technical University of Lisbon (UTL) - School of Economics and Management
Downloads 10 (680,717)

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7.

Network Dependence of Strong Reciprocity

Advances in Complex Systems, Vol. 7, Nos. 3&4 (2004) 357–368
Number of pages: 13 Posted: 27 Jan 2015
Rui Vilela Mendes
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico
Downloads 10 (680,717)

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8.

The Quantum Ultimatum Game

Quantum Information Processing, Vol. 4, No. 1, February 2005
Number of pages: 12 Posted: 27 Jan 2015
Rui Vilela Mendes
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico
Downloads 9 (688,180)

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9.

A Process-Reconstruction Analysis of Market Fluctuations

International Journal of Theoretical and Applied Finance Vol. 5, No. 8 (2002) 797-821
Number of pages: 26 Posted: 27 Jan 2015
Rui Vilela Mendes, R. Lima and Tanya Araújo
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico, CNRS and UECE - Research Unit on Complexity in Economics
Downloads 7 (702,934)

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10.

Innovation and Self-Organization in a Multi-Agent Model

Advances in Complex Systems, Vol. 12, No. 2, pp. 233-253, 2009
Posted: 15 May 2010
Rui Vilela Mendes
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico

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Innovation, Agent-Based Models, Artificial Societies