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Nelson Areal

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Nelson Areal

Ph.D in Accounting and Finance Lancaster University

nareal@eeg.uminho.pt

Campus de Gualtar - Edificio 8 - 3.29

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Researcher ID

About

I have a PhD in Accounting and Finance (Lancaster University, 2006; thesis title “Essays on FTSE-100 volatility and options valuation”); MSc in Business Administration with specialization in Corporate Finance (University of Minho, 1998); BSc in Management by the University of Minho (1992). My career also includes two years (1992-1994) as an Information Systems Auditor at Ernst & Young.

Areas of interest

Risk measurement and forecasting

Option valuation using numerical methods

Performance measurement

Social responsible investments

Sentiment measures

Management education

Publications

Taques, F H , Areal, N , & Basso, L F C (2022)

Benefits on Sales Generated by Innovation

International Journal of Innovation and Technology Management, 19(01), 2140010 DOI

Taques, F H , López, M G , Basso, L F , & Areal, N (2021)

Indicators used to measure service innovation and manufacturing innovation

Journal of Innovation and Knowledge, 6(1), 11–26 DOI

Adcock, C , Areal, N , Cortez, M C , Oliveira, B , & Silva, F (2020)

Does the choice of fund performance measure matter?

Investment Analysts Journal, 49(1), 53–77 DOI

Oliveira, N , Cortez, P , & Areal, N (2017)

The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices

Expert Systems with Applications, 73, 125–144 DOI

Carvalho, A , & Areal, N (2016)

Great Places to Work®: Resilience in Times of Crisis

Human Resource Management, 55(3), 479–498 DOI

Oliveira, N , Cortez, P , & Areal, N (2016)

Sentiment analysis of stock market behavior from Twitter using the R Tool

In M Hofmann & A Chisholm (Eds ), Text Mining and Visualization: Case Studies Using Open-Source Tools (1st ed , pp 223–240) CRC Press DOI

Oliveira, N , Cortez, P , & Areal, N (2016)

Stock market sentiment lexicon acquisition using microblogging data and statistical measures

Decision Support Systems, 85, 62–73 DOI

Areal, N , Oliveira, B & Sampaio, R (2015)

When times get tough, gold is golden

The European Journal of Finance, 21(6), 507-526 DOI

Areal, N , & Rodrigues, A (2014)

Discrete dividends and the FTSE-100 index options valuation

Quantitative Finance, 14(10), 1765–1784 DOI

Oliveira, N , Cortez, P , & Areal, N (2014)

Automatic creation of stock market lexicons for sentiment analysis using stocktwits data

In Proceedings of the 18th International Database Engineering and Applications Symposium, IDEAS 2014 (pp 115-123) ACM International Conference Proceeding Series Association for Computing Machinery DOI

Areal, N , & Rodrigues, A (2013)

Fast trees for options with discrete dividends

Journal of Derivatives, 21(1), 49–63 DOI

Areal, N , Cortez, M C , & Silva, F (2013)

The conditional performance of US mutual funds over different market regimes: Do different types of ethical screens matter?

Financial Markets and Portfolio Management, 27(4), 397–429 DOI

Oliveira, N , Cortez, P , & Areal, N (2013)

Some experiments on modeling stock market behavior using investor sentiment analysis and posting volume from twitter

In Proceedings of the 3rd International Conference on Web Intelligence, Mining and Semantics WIMS 2013ACM (No 31) International Conference Proceeding Series Association for Computing Machinery DOI

Oliveira, N , Cortez, P , & Areal, N (2013)

On the predictability of stock market behavior using StockTwits sentiment and posting volume

In Proceedings of the 16th Portuguese Conference on Artificial Intelligence, EPIA 2013 (Vol 8154, pp 355-365) Lecture Notes in Computer Science DOI

Adcock, C , Areal, N , Armada, M , Cortez, M C , Oliveira, B , & Silva, F (2012)

Tests of the Correlation between Portfolio Performance Measures

Journal of Financial Transformation, 35, 123–132 DOI

Cortez, M C , Silva, F , & Areal, N M P C (2012)

Socially responsible investing in the global market: The performance of US and European funds

International Journal of Finance and Economics, 17(3), 254–271 DOI

Carvalho, A , Areal, N , & Silva, J (2011)

Students' perceptions of Blackboard and Moodle in a Portuguese university

British Journal of Educational Technology, 42(5), 824-841 DOI

Areal, N , & Rodrigues, A (2010)

On the dangers of a simplistic American option simulation valuation method

The European Journal of Finance, 16(4), 373-379 DOI

Cortez, M C , Silva, F , & Areal, N (2009)

The performance of european socially responsible funds

Journal of Business Ethics, 87, 573–588 DOI

Carvalho, A , Areal, N , & Silva, J (2009)

Blackboard vs Moodle: Students' perception of alternative Learning Management Systems

In Proceedings of the IADIS International Conference e-Learning 2009 (Vol 2, pp 115-119) IADIS Multi Conference on Computer Science and Information Systems DOI

Areal, N , Rodrigues, A , & Armada, M R (2008)

On improving the least squares Monte Carlo option valuation method

Review of Derivatives Research, 11(1), 119-151 DOI

Portela, M A , Areal, N M P C , Sá, C , Alexandre, F , Cerejeira, J , Carvalho, A , & Rodrigues, A (2008)

Evaluating student allocation in the Portuguese public higher education system

Higher Education, 56(2), 185–203 DOI

Areal, N , & Armada, M R (2002)

The long-horizon returns behaviour of the Portuguese stock market

European Journal of Finance, 8(1), 93–122 DOI

Areal, N , & Taylor, S J (2002)

The Realized Volatility of FTSE-100 Futures Prices

Journal of Futures Markets, 22(7), 627–648 DOI

Areal, N , & Armada, M R (1999)

Testes paramétricos e não paramétricos de reversão para a média da rendibilidade de índices do mercado accionista

Revista De Administração Contemporânea, 3(2), 7–28 DOI

Projects

The financial impact of best practices awards

Funding: Fundação para a Ciência e Tecnologia

Duration: 2012-03-01 - 2014-02-28

Researchers and Team

Lead Researcher

Ana Carvalho

Team

Nelson Areal

Portfolio Performance evaluation using a CVaR based measure of risk

Funding: Fundação para a Ciência e a Tecnologia

Duration: 2007-10 - 2010-09

Researchers and Team

Lead Researcher

Nelson Areal

Option valuation using numerical methods

Funding: Universidade do Algarve Faculdade de Ciências e Tecnologia and Fundação para a Ciência e a Tecnologia

Duration: 2007-10 - 2009-09

Researchers and Team

Lead Researcher

Nelson Areal

Social Responsible Investing and Mutual Fund Performance

Funding: Universidade do Algarve Faculdade de Ciências e Tecnologia and Fundação para a Ciência e a Tecnologia

Duration: 2004-04 - 2007-12

Researchers and Team

Lead Researcher

Nelson Areal

Teaching

Análise Avançada de Dados Doutoramento

Análise de Dados e Competências Transversais Mestrado

Análise de Dados em Saúde Mestrado

Análise e Planeamento Financeiro Licenciatura

Gestão do Risco Mestrado

Investimentos Financeiros Licenciatura

Princípios de Finanças Empresariais Licenciatura

People

Nelson Areal

Campus de Gualtar - Edificio 8 - 3.29

About

Areas of interest

Publications

Benefits on Sales Generated by Innovation

Indicators used to measure service innovation and manufacturing innovation

Does the choice of fund performance measure matter?

The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices

Great Places to Work®: Resilience in Times of Crisis

Sentiment analysis of stock market behavior from Twitter using the R Tool

Stock market sentiment lexicon acquisition using microblogging data and statistical measures

When times get tough, gold is golden

Discrete dividends and the FTSE-100 index options valuation

Automatic creation of stock market lexicons for sentiment analysis using stocktwits data

Fast trees for options with discrete dividends

The conditional performance of US mutual funds over different market regimes: Do different types of ethical screens matter?

Some experiments on modeling stock market behavior using investor sentiment analysis and posting volume from twitter

On the predictability of stock market behavior using StockTwits sentiment and posting volume

Tests of the Correlation between Portfolio Performance Measures

Socially responsible investing in the global market: The performance of US and European funds

Students' perceptions of Blackboard and Moodle in a Portuguese university

On the dangers of a simplistic American option simulation valuation method

The performance of european socially responsible funds

Blackboard vs Moodle: Students' perception of alternative Learning Management Systems

On improving the least squares Monte Carlo option valuation method

Evaluating student allocation in the Portuguese public higher education system

The long-horizon returns behaviour of the Portuguese stock market

The Realized Volatility of FTSE-100 Futures Prices

Testes paramétricos e não paramétricos de reversão para a média da rendibilidade de índices do mercado accionista

Projects

The financial impact of best practices awards

Researchers and Team

Lead Researcher

Team

Portfolio Performance evaluation using a CVaR based measure of risk

Researchers and Team

Lead Researcher

Option valuation using numerical methods

Researchers and Team

Lead Researcher

Social Responsible Investing and Mutual Fund Performance

Researchers and Team

Lead Researcher

Teaching

SDG

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