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About

About

I received my Ph.D. in Sciences (specialty in Mathematics) from Minho University in 2011. My research interests include dynamical systems, game theory, statistics, optimization problems and applications in education, finance and energy.  I have several publications in these fields (Journal of Difference Equations and Applications; Physica A: Statistical Mechanics and its Applications; Dynamics, Games and Science I Springer Proceedings in Mathematics; Dynamics, Optimization and Bioeconomics I, Springer Proceedings in Mathematics & Statistics) and  I have given some lectures in reputed conferences (Second Brazilian Workshop of the Game Theory Society, 24th European Conference on Operational Research, International Conference on Difference Equations).

Interest
Topics
Details

Details

  • Name

    Helena Ferreira
  • Cluster

    Computer Science
  • Role

    External Research Collaborator
  • Since

    01st April 2012
Publications

2014

BHP universality in energy sources

Authors
Ferreira, H; Goncalves, R; Pinto, AA;

Publication
Springer Proceedings in Mathematics and Statistics

Abstract

2011

Universality in the stock exchange market

Authors
Goncalves, R; Ferreira, H; Pinto, AA;

Publication
JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

Abstract
We consider the alpha re-scaled Standard & Poor's 100 (SP100) daily index positive returns r(t)(alpha) and negative returns (-r(t))(alpha) that we call, after normalization, the alpha positive fluctuations and alpha negative fluctuations, respectively. We use the Kolmogorov-Smirnov statistical test as a method to find the values of alpha that optimize the data collapse of the histogram of the alpha fluctuations with the truncated Bramwell-Holdsworth-Pinton (BHP) probability density function (pdf) and the truncated generalized log-normal pdf f(LN) that best approximates the truncated BHP pdf. The optimal parameters we found are alpha(+)(BHP) = 0.52, alpha(-)(BHP) = 0.48, alpha(+)(LN) = 0.52 and alpha(-)(LN) = 0.50. Using the optimal alpha's, we compute analytical approximations of the probability distributions of the normalized positive and negative SP100 index daily returns r(t). Since the BHP pdf appears in several other dissimilar phenomena, our result reveals a universal feature of the stock exchange markets.

2011

Leadership model

Authors
Almeida, L; Cruz, J; Ferreira, H; Pinto, AA;

Publication
Springer Proceedings in Mathematics

Abstract
The Theory of Planned Behavior studies the decision-making mechanisms of individuals. We construct a game theoretical model to understand the role of leaders in decision-making of individuals or groups.We study the characteristics of the leaders that can have a positive or negative influence over others’ behavioral decisions. © Springer-Verlag Berlin Heidelberg 2011.

2011

Bayesian-Nash equilibria in theory of planned behaviour

Authors
Almeida, L; Cruz, J; Ferreira, H; Pinto, AA;

Publication
JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

Abstract
The theory of planned behaviour studies the decision-making mechanisms of individuals. We propose the Bayesian-Nash equilibria as one, of many, possible mechanisms of transforming human intentions in behaviour. This process corresponds to the best strategic individual decision taking in account the collective response. We show that saturation, boredom and frustration can lead to splitted strategies, in opposition to no saturation that leads to a constant strategy.

2010

Universal fluctuations of the AEX index

Authors
Goncalves, R; Ferreira, H; Stollenwerk, N; Pinto, AA;

Publication
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Abstract
We compute the analytic expression of the probability distributions F(AEX,+) and F(AEX,-) of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the alpha re-scaled AEX daily index positive returns r(t)(alpha) and negative returns (-r(t))(alpha), which we call, after normalization, the alpha positive fluctuations and alpha negative fluctuations. We use the Kolmogorov-Smirnov statistical test as a method to find the values of alpha that optimize the data collapse of the histogram of the alpha fluctuations with the Bramwell-Holdsworth-Pinton (BHP) probability density function. The optimal parameters that we found are alpha(+) = 0.46 and alpha(-) = 0.43. Since the BHP probability density function appears in several other dissimilar phenomena, our result reveals a universal feature of stock exchange markets.