Kevin Michell Valencia
Orcid: 0000-0002-9047-8213
According to our database1,
Kevin Michell Valencia
authored at least 11 papers
between 2018 and 2024.
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Bibliography
2024
What if we intervene?: Higher-order cross-lagged causal model with interventional approach under observational design.
Neural Comput. Appl., August, 2024
2023
Estimation of causality in economic growth and expansionary policies using uplift modeling.
Neural Comput. Appl., June, 2023
Determining the gender wage gap through causal inference and machine learning models: evidence from Chile.
Neural Comput. Appl., May, 2023
2022
Neural Comput. Appl., 2022
2021
Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation.
Expert Syst. Appl., 2021
A causal framework to determine the effectiveness of dynamic quarantine policy to mitigate COVID-19.
Appl. Soft Comput., 2021
2020
Generating trading rules on US Stock Market using strongly typed genetic programming.
Soft Comput., 2020
Strongly-typed genetic programming and fuzzy inference system: An embedded approach to model and generate trading rules.
Appl. Soft Comput., 2020
Fleet optimization considering overcapacity and load sharing restrictions using genetic algorithms and ant colony optimization.
Artif. Intell. Eng. Des. Anal. Manuf., 2020
2019
Using Artificial Neural Networks to forecast Exchange Rate, including VAR-VECM residual analysis and prediction linear combination.
Intell. Syst. Account. Finance Manag., 2019
2018
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques.
Appl. Soft Comput., 2018