Andrés Arévalo

According to our database, Andrés Arévalo authored at least 7 papers between 2016 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2019

Portfolio Selection Based on Hierarchical Clustering and Inverse-Variance Weighting.

Andrés Arévalo, Diego León, Germán Jairo Hernández-Pérez

Proceedings of the Computational Science - ICCS 2019, 2019

2018

Price Prediction with CNN and Limit Order Book Data.

Jaime Niño, Andrés Arévalo, Diego León, Germán Jairo Hernández-Pérez, Javier Sandoval

Proceedings of the Applied Computer Sciences in Engineering, 2018

Deep Learning and Wavelets for High-Frequency Price Forecasting.

Andrés Arévalo, Jaime Niño, Diego León, Germán Jairo Hernández, Javier Sandoval

Proceedings of the Computational Science - ICCS 2018, 2018

2017

Algorithmic Trading Using Deep Neural Networks on High Frequency Data.

Andrés Arévalo, Jaime Niño, Germán Jairo Hernández-Pérez, Javier Sandoval, Diego León, Arbey Aragón

Proceedings of the Applied Computer Sciences in Engineering, 2017

Clustering algorithms for Risk-Adjusted Portfolio Construction.

Diego León, Arbey Aragón, Javier Sandoval, Germán Jairo Hernández, Andrés Arévalo, Jaime Niño

Proceedings of the International Conference on Computational Science, 2017

2016

High-Frequency Trading Strategy Based on Deep Neural Networks.

Andrés Arévalo, Jaime Niño, Germán Jairo Hernández, Javier Sandoval

Proceedings of the Intelligent Computing Methodologies - 12th International Conference, 2016

RFID framework for intelligent traffic monitoring.

Cesar Augusto Pedraza, Daniel Silva, Andrés Arévalo, Félix Vega

Proceedings of the 8th Euro American Conference on Telematics and Information Systems, 2016