Ad hoc Reviewer


Papers and Book Chapters


  1. Thársis T. P. Souza and T. Aste
    Predicting future stock market structure by combining social and financial network information .
    Forthcoming. Physica A: Statistical Mechanics and its Applications., 2018. e-print: https://arxiv.org/abs/1812.01103
    [BibTeX] [PDF]

    @misc{2018arXiv181201103,
       author = {Thársis T. P. Souza and T. Aste},
        title = {Predicting future stock market structure by combining social and financial network information},
      journal = {ArXiv e-prints},
    archivePrefix = "arXiv",
       eprint = {1812.01103},
     primaryClass = "q-fin.ST",
         year = 2018,
        month = nov,
    Howpublished  = {arXiv preprint. https://arxiv.org/abs/1812.01103}
    }
    
  2. 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},}
    
  3. 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}
    }
    
  4. Thársis T. P. Souza and T. Aste
    A nonlinear impact: evidences of causal effects of social media on market prices.
    Under Submission, 2016. 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}
    }
    
  5. 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}
    }
    
  6. 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
    }
    
  7. 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.