Vivaldo Manuel Pereira Mendes
- Profile
- Academic Activities
- Scientific Activities
- Other Activities
- Macroeconomics, Fiscal and Monetary Policy, Applied Computation to Economics
Type | Program | Institution | Year |
---|---|---|---|
PhD | Economia | University of Sussex | 1998 |
M.Sc. | Economia | University of Sussex | 1991 |
Licenciate | Economia | Instituto Superior de Economia e Gestão - UTL | 1987 |
Curricular Courses
Supervisions
Phd Thesis
Sofia de Sousa Vale, "Crescimento e Convergência da Economia Portuguesa, 1950-2000", Vivaldo Manuel Pereira Mendes, Phd Thesis, Concluded, 2006
Orlando Manuel da Costa Gomes, "Dinâmica Comparativa e Crescimento de Longo Prazo em Modelos com Economias Interdependentes", Vivaldo Manuel Pereira Mendes, Phd Thesis, Concluded, 2002
Ricardo Marcelo Gouveia Mendes Martins, "Interests, growth and returns: something is missing", Vivaldo Manuel Pereira Mendes, Phd Thesis,
Ihor Titov, "Capital taxation and wealth inequality", Vivaldo Manuel Pereira Mendes, Phd Thesis,
João Gonçalo Lima Braz Vieira Pinto, "Hiding or missing: essays in search for inflation", Vivaldo Manuel Pereira Mendes, Phd Thesis,
Telma Gonçalves, "Hidden Semi Markov Models and Monetary Policy", Vivaldo Manuel Pereira Mendes, Phd Thesis,
Master Thesis
Nuno Rodrigo Basílio Soares, "Mercado imobiliário e bolhas: O caso de Nova Iorque", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2023
Ana Rita Ferreira Alão, "Previsão da Taxa Efetiva de Fundos Federais: Aplicação de Aprendizado Profundo", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2023
Márcia Filipa Martins Tavares, "Existem sinais de bolha imobiliária? Uma análise empírica do caso português", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2019
João Filipe Batista Mendes, "Previsão do preço da bitcoin ARIMA vs LSTM", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2019
Ivo Inácio Gomes, "Helicopter Money in a Standard New Keynesian Model - Modelling and Simulation", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2017
Daria Gustova, "The impact of E-Government Strategy on Economic Growth and Social Development", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2017
Renato Rodrigues Marques de Freitas Ramos, "Central Banks and Asset Bubbles - The United Kingdom case", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2016
Dapeng Nie, "The Quantitative Easing in China", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2016
Eneida Marília do Canto Ramos Pereira Silva, "Inflation and the Federal Reserve System Large-Scale Asset Purchase: An empirical analysis of the U.S case", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2015
Rodrigo Reis Nobre Polito, "The Bankruptcy of Lehman Brothers", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2014
Telma Filipa Batista Gonçalves da Romana, "Nonlinear Fiscal Multiplier: Evidence From Portugal", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2014
Maria Elisabete Vieira Azevedo, "Internal Devaluation and the Portuguese Debt-to-GDP Ratio", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2014
Carina de Lurdes Rodrigues Pais, "Regulação Bancária & Basileia III: Um caso português", Vivaldo Manuel Pereira Mendes, Master Thesis, Concluded, 2012
Zainab Yaqoob, "null", Vivaldo Manuel Pereira Mendes, Master Thesis,
Dapeng Nie, "Quantitative Easing in China", Vivaldo Manuel Pereira Mendes, Master Thesis,
Final Project
Ana Paula Pinto Delgado, "Gestão de Tesouraria em Clientes: Depósito Remoto", Vivaldo Manuel Pereira Mendes, Final Project, Concluded, 2013
Scientific Articles in International Journals
Gomes, O. & Mendes, V. (2011). Sluggish information diffusion and monetary policy shocks. Economics Bulletin. 31 (2), 1275-1287, Ciência-IUL
Mendes, D. A. & Mendes, V. (2008). Stability analysis of an implicitly defined labor market model. Physica A. 387 (15), 3921-3930, Ciência-IUL
Gomes, O., Mendes, D. A. & Mendes, V. (2008). Bounded rational expectations and the stability of interest rate policy. Physica A. 387 (15), 3882-3890, Ciência-IUL
Gomes, O., Mendes, V., Mendes, D. A. & Sousa Ramos, J. (2007). Chaotic dynamics in optimal monetary policy. European Physical Journal B. 57 (2), 195-199, Ciência-IUL
Mendes, D. A. & Mendes, V. (2005). Control of chaotic dynamics in an OLG economic model. Journal of Physics: Conference Series (JPCS). 23 (1), 158-181, Ciência-IUL
Book Chapters
Mendes, D. A. & Mendes, V. (2014). Parametric Models in Spatial Econometrics: A Survey. In Pasquale Commendatore, Saime Kayam, Ingrid Kubin (Ed.), Complexity & Geographical Economics: Topics and Tools. (pp. 3-18). Berlin, Germany: Springer., Ciência-IUL
Mendes, V. & Mendes, D. A. (2011). Adaptive Learning and Central Bank Inattentiveness in Optimal Monetary Policy. In Peixoto, Mauricio Matos; Pinto, Alberto Adrego; Rand, David A. (Ed.), Dynamics, Games and Science I, II. (pp. 0-0).: Springer ., Ciência-IUL
Mendes, D. A., Mendes, V., Sousa Ramos, J. & Gomes, O. (2009). Computing Topological Entropy in Asymmetric Cournot Duopoly Games with Homogeneous Expectations. In Saber Elaydi (Trinity University), Kazuo Nishimura (Kyoto University), Mitsuhiro Shishikura (Kyoto University), Nobuyuki Tose (Keio University) (Ed.), Advances In Discrete Dynamical Systems. (pp. 169-178). Kyoto, Japão: World Scientific., Ciência-IUL
Conference Proceedings
Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Data frequency and forecast performance for stock markets: A deep learning approach for DAX index. In Rocío Martínez-Torres, Sergio Toral (Ed.), Proceedings of the 5th International Conference on Advanced Research Methods and Analytics (CARMA2023). (pp. 39-39). Sevilha: Editorial Universitat Politècnica de València., Ciência-IUL
Mendes, D. A., Mendes, V., Ferreira, N. B. & Menezes, R. (2010). Symbolic shadowing and the computation of entropy for observed time series. In Misako Takayasu, Tsutomu Watanabe, Hideki Takayasu (Ed.), Econophysics Approaches to Large-Scale Business Data and Financial Crisis. (pp. 227-246). Tokyo: Springer Japan., Ciência-IUL
Mendes, V., Gomes, O. & Mendes, D. A. (2009). Optimal Monetary Policy with Partially Rational Agents. In Martin Bohner and Memet Unal (Ed.), Proceedings of the 14th International Conference on Difference Equations and Applications - ICDEA 14. (pp. 187-194). Istambul: Bahcesehir University Publishing Company., Ciência-IUL
International Communications
Panel / Poster
Mendes, D. A., Mendes, V., Lopes, T. & Ferreira, N. B. (2021). Multivariate forecast for the G7 stock markets: a hybrid VECM-LSTM deep learning model. CCS2021-SATELLITE ON ECONOPHYSICS 2021., Ciência-IUL
Mendes, D. A. & Mendes, V. (2019). A NONLINEAR FACTOR ANALYSIS FOR LARGE SETS OF MACROECONOMIC TIME SERIES. JuliaCon2019., Ciência-IUL
Mendes, V. & Mendes, D. A. (2019). Occasionally Binding Constraints in the New Keynesian Model: Solution by Time Iteration. JuliaCon2019., Ciência-IUL
Oral Presentation
Ferreira, N. B., Mendes, D. A. & Mendes, V. (2024). Does data frequency mean better stock market forecasting performance? The German and US case study. 1st Artificial Intelligence in Finance Conference (AIIFC) ., Ciência-IUL
Mendes, D. A., Mendes, V. & Ferreira, N. B. (2023). Multivariate forecast for financial stock prices: A hybrid VAR-LSTM deep learning model. COMPSTAT 2023., Ciência-IUL
Mendes, D. A. & Mendes, V. (2023). Nonlinear factor analysis for large sets of macroeconomic time series. COMPSTAT 2023., Ciência-IUL
Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Could data frequency imply better forecast performance for stock markets? A case study for G7 economies. 9th International conference on Time Series and Forecasting., Ciência-IUL
Mendes, D. A., Ferreira, N. B. & Mendes, V. (2023). Could data frequency imply better forecast performance for stock markets? A case study for DAX index Stock Market. CARMA23., Ciência-IUL
Mendes, V. & Mendes, D. A. (2021). Learning to Play Nash Equilibrium in Chaotic Dynamics. CCS2021-SATELLITE ON ECONOPHYSICS 2021., Ciência-IUL
Mendes, V. & Mendes, D. A. (2021). Learning to Play Nash Equilibrium in Chaotic Dynamics. ICDEA 2021., Ciência-IUL
Mendes, D. A. & Mendes, V. (2021). Occasionally Binding Constraints in the New Keynesian Model. ICDEA 2021., Ciência-IUL
Mendes, D. A., Ferreira, N. B. & Mendes, V. (2020). A comparative time series analysis to improve US Stock Market forecast performance by using univariate and multivariate deep learning algorithms . CARMA20., Ciência-IUL
Mendes, D. A., Ferreira, N. B. & Mendes, V. (2019). Could the supply of a chain big data analytics market register a better forecast performance for the Stock Markets? – A comparative software analysis. ITISE 2019., Ciência-IUL
Mendes, V. (2016). O Orçamento de Estado 2016. Grande Conferência Orçamento de Estado 2016., Ciência-IUL
Mendes, D. A. & Mendes, V. (2014). Forecasting the Iberian Electricity Market Demand by using Nonlinear Time Series Tools. International Interdisciplinary Business-Economics Advancement Conference (IIBA 2014)., Ciência-IUL
Mendes, V. & Mendes, D. A. (2014). Revisiting Chaotic Interest Rate Rules. International Interdisciplinary Business-Economics Advancement Conference (IIBA 2014)., Ciência-IUL
Gonçalves, T., Mendes, V. & Mendes, D. A. (2014). Nonlinear Fiscal Multiplier: Evidence From Portugal. 3rd International Conference on Dynamics, Games and Science., Ciência-IUL
Mendes, D. A. & Mendes, V. (2014). Volatility and Risk Estimation with Nonlinear Methods. 3rd International Conference on Dynamics, Games and Science., Ciência-IUL
Mendes, D. A. & Mendes, V. (2013). Learning to play Nash in deterministic uncoupled dynamics. NED'2013 - Nonlinear Economic Dynamics., Ciência-IUL
Mendes, D. A. & Mendes, V. (2013). Nonlinear dynamics and social networks: some examples and applications in economics. COST Action IS1104 – The EU in the new economic complex geography, Madrid Meeting., Ciência-IUL
Mendes, D. A. & Mendes, V. (2013). Empirical methods applied to regional economics . COST Action IS1104 – The EU in the new economic complex geography, Lisbon Meeting., Ciência-IUL
Mendes, D. A. & Mendes, V. (2013). Stability in Nonlinear Macroeconomics and the Role of Policy. CFE'2013, Computational Financial Econometrics., Ciência-IUL
Mendes, D. A. & Mendes, V. (2013). Classifying nonlinearities in ?nancial time series. CFE'2013, Computational Financial Econometrics., Ciência-IUL
Mendes, D. A. & Mendes, V. (2012). Cournot duopoly games with heterogeneous players. ICDEA 2012., Ciência-IUL
Mendes, V., Mendes, D. A. (2012). Rational Bubbles and Economic Policy. ICDEA 2012 - International Conference on Difference Equations and Applications., Ciência-IUL
Mendes, V., Mendes, D. A. & A. Guedes (2011). Characterization and prediction of the electricity demand in the Iberian peninsula by using nonlinear time series analysis. 5th CSDA International Conference on Computational and Financial Econometrics (CFE11)., Ciência-IUL
Mendes, D. A. & Mendes, V. (2011). A nonlinear factor analysis for large sets of macroeconomic time series. CFE11., Ciência-IUL
Mendes, D. A. & Mendes, V. (2011). New results about triangular maps. NOMA11 - Nonlinear Maps and Applications ., Ciência-IUL
Mendes, D. A. & Mendes, V. (2011). Applications of dynamical systems in economy and biology. International Collquium Poincaré, Problems and Perspectives., Ciência-IUL
Mendes, V. & Mendes, D. A. (2011). Learning to Play Nash in Uncoupled Deterministic Dynamics. International Workshop on Nonlinear Maps and their Applications -- NOMA 11., Ciência-IUL
Mendes, V., Mendes, D.A. (2011). New results for skew-product maps: Applications in Economics. NOMA'11 - Nonlinear Maps and Applications., Ciência-IUL
Mendes, V., Mendes, D. A. & Orlando Manuel da Costa Gomes (2009). Are There Simple Adaptive Heuristics that Secure Nash Equilibria?. International Conference on Difference Equations and Applications., Ciência-IUL
Mendes, V., Mendes, D. A. & Orlando Manuel da Costa Gomes (2008). Learning to be Stable in Bayesian Cournot Games. International Conference on "Progress on Difference Equations" in Honor of Prof. Saber Elaydi., Ciência-IUL
Mendes, V., Mendes, D. A. & Orlando Manuel da Costa Gomes (2008). Learning to Play Nash Equilibrium in Deterministic Uncoupled Dynamics. International Conference on Difference Equations and Applications., Ciência-IUL
Mendes, V., Mendes, D. A. & Orlando Manuel da Costa Gomes (2008). Learning to Play Nash Equilibrium in Deterministic Uncoupled Dynamics. International Conference on "Dynamics & Applications", in Honor of Mauricio Peixoto and David Rand., Ciência-IUL
National Communications
Panel / Poster
Ramos, F.R., Costa, A., Mendes, V. & Mendes, V. (2018). Forecasting financial time series: a comparative study. JOCLAD 2018, XXIV Jornadas de Classificação e Análise de Dados., Ciência-IUL
Oral Presentation
Costa, A., Ramos, F.R., Mendes, V. & Mendes, V. (2019). Forecasting financial time series using deep learning techniques. IO2019 - XX Congresso da APDIO 2019., Ciência-IUL
Costa, A., Mendes, V., Ramos, F.R. & Mendes, V. (2018). Forecasting financial time series: a comparative study. IO2018 - XIX Congresso da APDIO 2018., Ciência-IUL
Academic Management Roles
Coordenador do 2º Ano (2024, 2026)
Coordenador do 2º Ano (2022, 2024)
Membro (Docente) (2016, 2020)
Membro (Docente) (2016, 2020)
Director (2011, 2012)
Membro (Docente) (2010, 2014)
Director (2010, 2011)
Presidente (2010, 2014)
Membro (Docente) (2010, 2014)
Membro (Docente) (2010, 2014)
Director (2010, 2014)