Javier Sandoval

According to our database1, Javier Sandoval authored at least 10 papers between 2012 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Links

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Bibliography

2024
Deep Heterogeneous AutoML Trend Prediction Model for Algorithmic Trading in the USD/COP Colombian FX Market Through Limit Order Book (LOB).
SN Comput. Sci., June, 2024

2018
Price Prediction with CNN and Limit Order Book Data.
Proceedings of the Applied Computer Sciences in Engineering, 2018

Deep Learning and Wavelets for High-Frequency Price Forecasting.
Proceedings of the Computational Science - ICCS 2018, 2018

2017
Algorithmic Trading Using Deep Neural Networks on High Frequency Data.
Proceedings of the Applied Computer Sciences in Engineering, 2017

Clustering algorithms for Risk-Adjusted Portfolio Construction.
Proceedings of the International Conference on Computational Science, 2017

2016
High-Frequency Trading Strategy Based on Deep Neural Networks.
Proceedings of the Intelligent Computing Methodologies - 12th International Conference, 2016

Detecting Informative Patterns in Financial Market Trends based on Visual Analysis.
Proceedings of the International Conference on Computational Science 2016, 2016

2015
Computational Visual Analysis of the Order Book Dynamics for Creating High-frequency Foreign Exchange Trading Strategies.
Proceedings of the International Conference on Computational Science, 2015

2014
Learning of Natural Trading Strategies on Foreign Exchange High-Frequency Market Data Using Dynamic Bayesian Networks.
Proceedings of the Machine Learning and Data Mining in Pattern Recognition, 2014

2012
Use of Learning Strategies of SWEBOK© Guide Proposed Knowledge Areas.
Proceedings of the 7th International Conference on Knowledge Management in Organizations: Service and Cloud Computing, 2012


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