Time series analysis

During the year continued to improve the implementation of the Detrended Fluctuation Analysis (DFA) with the goal to extend the implementation to support other similar techniques to the analysis of time series: Detrended Moving Average (DMA) and Detrended Cross-correlation Analysis (DCCA or DXA).

The purpose is to have a code that is well tested and can be used in different languages. The base code is done in C/C++ and is intended to have interfaces to python and R (among others).

This code was applied to the study of the time evolution of the major stock indices from the Euronext platform.

Agent based models

The work with Diogo Alves at FEP on chaotic time series in the Portuguese Economy and on a agent based model used to simulate the micro and meso levels in an Economic model led to a successful PhD defense in September at the Economics Faculty of UPorto.

Refereeing activities

During the year were reviewed papers for the journals “Chaos, Solitons & Fractals” and "Physica A".