João Carvalho das Neves

According to our database, João Carvalho das Neves authored at least 14 papers between 2006 and 2012.

Collaborative distances:

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

2012

Enhanced default risk models with SVM+.

Bernardete Ribeiro, Catarina Silva, Ning Chen, Armando Vieira, João Carvalho das Neves

Expert Syst. Appl., 2012

2011

A stable credit rating model based on learning vector quantization.

Ning Chen, Armando Vieira, Bernardete Ribeiro, João M. M. Duarte, João Carvalho das Neves

Intell. Data Anal., 2011

A genetic algorithm-based approach to cost-sensitive bankruptcy prediction.

Ning Chen, Bernardete Ribeiro, Armando Vieira, João M. M. Duarte, João Carvalho das Neves

Expert Syst. Appl., 2011

2010

Feature Selection for Bankruptcy Prediction: A Multi-Objective Optimization Approach.

António Gaspar-Cunha, Fernando Mendes, João M. M. Duarte, Armando Vieira, Bernardete Ribeiro, André Ribeiro, João Carvalho das Neves

Int. J. Nat. Comput. Res., 2010

Multi-Objective Evolutionary Algorithms for Feature Selection: Application in Bankruptcy Prediction.

António Gaspar-Cunha, Fernando Mendes, João M. M. Duarte, Armando Vieira, Bernardete Ribeiro, André Ribeiro, João Carvalho das Neves

Proceedings of the Simulated Evolution and Learning - 8th International Conference, 2010

Financial distress model prediction using SVM+.

Bernardete Ribeiro, Catarina Silva, Armando Vieira, António Gaspar-Cunha, João Carvalho das Neves

Proceedings of the International Joint Conference on Neural Networks, 2010

Weighted Learning Vector Quantization to Cost-Sensitive Learning.

Ning Chen, Bernardete Ribeiro, Armando Vieira, João M. M. Duarte, João Carvalho das Neves

Proceedings of the Artificial Neural Networks - ICANN 2010, 2010

2009

Accurate Prediction of Financial Distress of Companies with Machine Learning Algorithms.

Armando Vieira, João M. M. Duarte, Bernardete Ribeiro, João Carvalho das Neves

Proceedings of the Adaptive and Natural Computing Algorithms, 9th International Conference, 2009

Extracting Discriminative Features Using Non-negative Matrix Factorization in Financial Distress Data.

Bernardete Ribeiro, Catarina Silva, Armando Vieira, João Carvalho das Neves

Proceedings of the Adaptive and Natural Computing Algorithms, 9th International Conference, 2009

Cost-Sensitive Learning Vector Quantization for Financial Distress Prediction.

Ning Chen, Armando Vieira, João M. M. Duarte, Bernardete Ribeiro, João Carvalho das Neves

Proceedings of the Progress in Artificial Intelligence, 2009

2008

Improving Personal Credit Scoring with HLVQ-C.

Armando Vieira, João M. M. Duarte, Bernardete Ribeiro, João Carvalho das Neves

Proceedings of the Advances in Neuro-Information Processing, 15th International Conference, 2008

Learning Manifolds for Bankruptcy Analysis.

Bernardete Ribeiro, Armando Vieira, João M. M. Duarte, Catarina Silva, João Carvalho das Neves, Qingzhong Liu, Andrew H. Sung

Proceedings of the Advances in Neuro-Information Processing, 15th International Conference, 2008

Supervised Isomap with Dissimilarity Measures in Embedding Learning.

Bernardete Ribeiro, Armando Vieira, João Carvalho das Neves

Proceedings of the Progress in Pattern Recognition, 2008

2006

Sparse Bayesian Models: Bankruptcy-Predictors of Choice?

Bernardete Ribeiro, Armando Vieira, João Carvalho das Neves

Proceedings of the International Joint Conference on Neural Networks, 2006