Fernando Garcia Diniz Campos Ferreira

According to our database, Fernando Garcia Diniz Campos Ferreira authored at least 7 papers between 2016 and 2021.

Collaborative distances:

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

2021

Artificial Intelligence Applied to Stock Market Trading: A Review.

Fernando Garcia Diniz Campos Ferreira, Amir H. Gandomi, Rodrigo T. N. Cardoso

IEEE Access, 2021

Analysis of integration of financial series classification and constrained portfolio optimization.

Fernando Garcia Diniz Campos Ferreira, Amir H. Gandomi, Rodrigo Tomás Nogueira Cardoso

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2021

2020

Multi-attribute decision making applied to financial portfolio optimization problem.

Gustavo H. M. Mendonça, Fernando Garcia Diniz Campos Ferreira, Rodrigo T. N. Cardoso, Flávio V. C. Martins

Expert Syst. Appl., 2020

Financial time-series analysis of Brazilian stock market using machine learning.

Fernando Garcia Diniz Campos Ferreira, Amir H. Gandomi, Rodrigo T. N. Cardoso

Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

2018

Parallel MOEAs for Combinatorial Multiobjective Optimization Model of Financial Portfolio Selection.

Fernando Garcia Diniz Campos Ferreira, Gustavo P. Hanaoka, Felipe D. Paiva, Rodrigo T. N. Cardoso

Proceedings of the 2018 IEEE Congress on Evolutionary Computation, 2018

2017

Composition of investment portfolios through a combinatorial multiobjective optimization model using CVaR.

Bruno C. Barroso, Fernando Garcia Diniz Campos Ferreira, Gustavo P. Hanaoka, Felipe D. Paiva, Rodrigo T. N. Cardoso

Proceedings of the 2017 IEEE Congress on Evolutionary Computation, 2017

2016

Parallelizing multiple keyword queries over XML streams.

Evandrino G. Barros, Fernando Garcia Diniz Campos Ferreira, Alberto H. F. Laender

Proceedings of the 32nd IEEE International Conference on Data Engineering Workshops, 2016