Appointments


Publications


  1. Thársis T. P. Souza, Douglas Castilho, Soong Moon Kang, Joao Gama, and Andre C. P. L. F. de Carvalho
    Forecasting Financial Market Structure from Network Features using Machine Learning
    e-print: http://arxiv.org/abs/2110.11751
    [BibTeX] [PDF] 

    @misc{2021arXiv211011751,
   author = {Th\'{a}rsis T. P. Souza, Douglas Castilho, Soong Moon Kang, Jo\~{a}o Gama and Andr\'{e} C. P. L. F. de Carvalho},
    title = {Forecasting Financial Market Structure from Network Features using Machine Learning},
  journal = {ArXiv e-prints},
archivePrefix = "arXiv",
   eprint = {2110.11751},
 primaryClass = "q-fin.CP",
     year = 2021,
    month = oct,
Howpublished  = {arXiv preprint. http://arxiv.org/abs/2110.1175}
}

  2. Thársis T. P. Souza and T. Aste
    Predicting future stock market structure by combining social and financial network information
    Physica A: Statistical Mechanics and its Applications, Volume 535, 2019, 122343, ISSN 0378-4371
    [BibTeX] [PDF] 

    @article{SOUZA2019122343,
title = "Predicting future stock market structure by combining social and financial network information",
journal = "Physica A: Statistical Mechanics and its Applications",
volume = "535",
pages = "122343",
year = "2019",
issn = "0378-4371",
doi = "https://doi.org/10.1016/j.physa.2019.122343",
url = "http://www.sciencedirect.com/science/article/pii/S0378437119313500",
author = "Tharsis T.P. Souza and Tomaso Aste"
}

  3. Jonathan Manfield, Derek Lukacsko and Thársis T. P. Souza
    Bull Bear Balance: A Cluster Analysis of Socially Informed Financial Volatility
    IEEE Proceedings of Computing Conference 2017. London, UK. e-print: arxiv.org/abs/1508.03981
    [BibTeX] [PDF] 

    @INPROCEEDINGS{8252134, 
author={J. Manfield and D. Lukacsko and T. T. P. Souza}, 
booktitle={2017 Computing Conference}, 
title={Bull bear balance: A cluster analysis of socially informed financial volatility}, 
year={2017}, 
volume={}, 
number={}, 
pages={421-428}, 
doi={10.1109/SAI.2017.8252134}, 
ISSN={}, 
month={July},}

  4. Leno Rocha, Frederico Rocha and Thársis T. P. Souza
    Is the public sector of your country a diffusion borrower? Empirical evidence from Brazil
    PloS one 12.10 (2017): e0185257. e-print: arxiv.org/abs/1604.07782
    [BibTeX] [PDF] 

    @article{rocha2017public,
  title={Is the public sector of your country a diffusion borrower? Empirical evidence from Brazil},
  author={Rocha, Leno S and Rocha, Frederico SA and Souza, Th\'{a}rsis T. P.},
  journal={PloS one},
  volume={12},
  number={10},
  pages={e0185257},
  year={2017},
  publisher={Public Library of Science}
}

  5. Thársis T. P. Souza and T. Aste
    A nonlinear impact: evidences of causal effects of social media on market prices.
    e-print: http://arxiv.org/abs/1601.04535
    [BibTeX] [PDF] 

    @misc{2016arXiv160104535S,
   author = {Th\'{a}rsis T. P. Souza and T. Aste},
    title = {A nonlinear impact: evidences of causal effects of social media on market prices},
  journal = {ArXiv e-prints},
archivePrefix = "arXiv",
   eprint = {1601.04535},
 primaryClass = "q-fin.ST",
     year = 2016,
    month = jan,
Howpublished  = {arXiv preprint. http://arxiv.org/abs/1601.04535}
}

  6. O. Kolchyna and Thársis T. P. Souza and Philip C. Trealaven and T. Aste
    A Framework for Twitter Events Detection, Differentiation and its Application for Retail Brands.
    IEEE Proceedings of Future Technologies Conference 2016. San Francisco, United States. e-print: arxiv.org/abs/1508.03981
    [BibTeX] [PDF] 

    @inproceedings{kolchyna2016framework,
  title={A framework for Twitter events detection, differentiation and its application for retail brands},
  author={Kolchyna, Olga and Souza, Th\'{a}rsis TP and Treleaven, Philip C and Aste, Tomaso},
  booktitle={Future Technologies Conference (FTC)},
  pages={323--331},
  year={2016},
  organization={IEEE}
}

  7. Thársis T. P. Souza and Olga Kolchyna and Philip C. Trealaven and T. Aste
    Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry.
    In: Handbook of Sentiment Analysis in Finance. Mitra, G. and Yu, X. (Eds.). (2016). ISBN 1910571571., 2016. e-print: arxiv.org/abs/1507.00784
    [BibTeX] [PDF] 

    @incollection{A1,
  author      = {Th\'{a}rsis T. P. Souza and Olga Kolchyna and Philip Treleaven and Tomaso Aste},
  title       = "Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry",
  editor      = "Gautam Mitra and Xiang Yu",
  booktitle   = "Handbook of Sentiment Analysis in Finance",
  year        = 2016,
  chapter     = 23
}

  8. O. Kolchyna and Thársis T. P. Souza and Philip C. Trealaven and T. Aste
    Twitter Sentiment Analysis: Lexicon Method, Machine Learning Method and Their Combination.
    In: Handbook of Sentiment Analysis in Finance. Mitra, G. and Yu, X. (Eds.). (2016). ISBN 1910571571., 2016. e-print: arxiv.org/abs/1507.00955
    [BibTeX] [PDF] 

    @incollection{A3,
   author = {Olga Kolchyna and Th\'{a}rsis T. P. Souza and Philip Treleaven and Tomaso Aste},
    title = {Twitter Sentiment Analysis: Lexicon Method, Machine Learning Method and Their Combination},
  editor      = "Gautam Mitra and Xiang Yu",
  booktitle   = "Handbook of Sentiment Analysis in Finance",
  year        = 2016,
  chapter     = 5
}

Dissertation Supervision


  1. Jiang Liu. STRUCTURE OF THE OPERATIONAL RISK CAPITAL MODEL OF MARKET MANIPULATION SCENARIO UNDER THE FCA. 2015. Masters Dissertation in Financial Risk Management - University College London.

  2. Jinru Li. CORPORATE AND BANK HEDGING STRATEGIES FOR USDCNH FOREIGN EXCHANGE RISK EXPOSURES. 2015. Masters Dissertation in Financial Risk Management - University College London.

  3. Chen Wang. A QUALITATIVE RESEARCH ON CORRELATIONS BETWEEN MACROENVIRONMENT FACTORS AND CURRENCY VALUE OF AUSTRALIAN DOLLARS. 2015. Masters Dissertation in Financial Risk Management - University College London.

  4. Vasile Coreni. ANALYSING THE CO-MOVEMENTS OF FINANCIAL NEWS AND STOCK MARKETS. 2015. Masters Dissertation in Financial Risk Management - University College London.