Sofia Ramos

Clustering financial time series: New insights from an extended hidden Markov model

José G. Dias, José G. Dias, Jeroen K. Vermunt, 2015, Eur. J. Oper. Res..

Dynamic clustering of energy markets: An extended hidden Markov approach

José G. Dias, Sofia Ramos, 2014, Expert Syst. Appl..

Mixture Hidden Markov Models in Finance Research

José G. Dias, José G. Dias, Jeroen K. Vermunt, 2008, GfKl.

Heterogeneous hidden markov models

José G. Dias, José G. Dias, Jeroen K. Vermunt, 2008 .

Outlier time series detection by heterogeneous hidden Markov models

José G. Dias, Sofia Ramos, 2010 .

Risk factors in the oil and gas industry: international evidence

Helena Veiga, Sofia Ramos, 2010 .

Modeling stock market regime-switching dynamics with internet search query data

José G. Dias, Sofia Ramos, Oliver Kristen, 2013 .