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João Beleza Sousa

Observed names: J. Beleza Sousa, Joao B. Sousa, Jooo Beleza Sousa, João B. Sousa
ORCID: 0000-0002-5944-8104
Observed ORCID: 0000-0002-5944-8104
OpenAlex ID: A5014095816
Machine Learning Vasicek Model Calibration with Gaussian Processes
2012 · J. Beleza Sousa, M. L. Esquível, et al. · Communications in Statistics - Simulation and Computation · 16
Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
2020 · J. Beleza Sousa, Manuel L. Esquível, et al. · Journal of Statistical Theory and Practice · 3
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On Path–dependency of Constant Proportion Portfolio Insurance Strategies
2020 · João Carvalho, Raquel M. Gaspar, et al. · SSRN Electronic Journal · 3
Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation
2014 · J. Beleza Sousa, M. L. Esquível, et al. · Communications in Statistics - Simulation and Computation · 3
Authentic Non Fungible Tokens
2023 · João Beleza Sousa, Gonçalo Marques · 1
Default propensity implicit in pulled to par V@R for bonds
2017 · Manuel L. Esquivel, Raquel M. Gaspar, et al. · Discussiones Mathematicae Probability and Statistics · 1
Distributing Public Keys for AuthenticNFTs V1.2
2026 · João B. Sousa, Gonçalo Marques · Lecture notes in networks and systems
On Path–dependency ofConstant Proportion Portfolio Insurance strategies
2019 · João Carvalho, João Beleza Sousa, et al. · RePEc: Research Papers in Economics
Historical VaR for Bonds - A New Approach
2014 · Jooo Beleza Sousa, Manuel L. Esquuvel, et al. · SSRN Electronic Journal
Machine learning Gaussian short rate
2013 · João Beleza Sousa · Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)
Works count: 10
Citation count: 27
H-index: 3
I10-index: 1
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