Rui Ferreira Neves
Orcid: 0000-0001-5482-9883Affiliations:
- University of Lisbon, Instituto Superior Técnico (IST), Portugal
According to our database1,
Rui Ferreira Neves
authored at least 39 papers
between 2006 and 2024.
Collaborative distances:
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Bibliography
2024
A cooperative coevolutionary genetic programming hyper-heuristic for multi-objective makespan and cost optimization in cloud workflow scheduling.
Comput. Oper. Res., 2024
2022
Surrogate-assisted automatic evolving of dispatching rules for multi-objective dynamic job shop scheduling using genetic programming.
Expert Syst. Appl., 2022
Stock market prediction and portfolio composition using a hybrid approach combined with self-adaptive evolutionary algorithm.
Expert Syst. Appl., 2022
2020
Applying genetic algorithms with speciation for optimization of grid template pattern detection in financial markets.
Expert Syst. Appl., 2020
Ensemble of machine learning algorithms for cryptocurrency investment with different data resampling methods.
Appl. Soft Comput., 2020
2019
Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets.
Expert Syst. Appl., 2019
Proceedings of the Network and System Security - 13th International Conference, 2019
2018
Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets.
Expert Syst. Appl., 2018
Expert Syst. Appl., 2018
Currency exchange prediction using machine learning, genetic algorithms and technical analysis.
CoRR, 2018
Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage.
Appl. Soft Comput., 2018
2017
Expert Syst. Appl., 2017
Using sentiment from Twitter optimized by Genetic Algorithms to predict the stock market.
Proceedings of the 2017 IEEE Congress on Evolutionary Computation, 2017
2016
Expert Syst. Appl., 2016
Expert Syst. Appl., 2016
2015
A hybrid approach to portfolio composition based on fundamental and technical indicators.
Expert Syst. Appl., 2015
Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer.
Expert Syst. Appl., 2015
Appl. Soft Comput., 2015
Proceedings of the Genetic and Evolutionary Computation Conference, 2015
2014
Multi-objective Optimization of Investment Strategies - Based on Evolutionary Computation Techniques, in Volatile Environments.
Proceedings of the ICEIS 2014, 2014
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014
2013
A SAX-GA approach to evolve investment strategies on financial markets based on pattern discovery techniques.
Expert Syst. Appl., 2013
Optimizing investment strategies based on companies earnings using genetic algorithms.
Proceedings of the Genetic and Evolutionary Computation Conference, 2013
Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness.
Proceedings of the Genetic and Evolutionary Computation Conference, 2013
2012
Solving a Capacitated Exam Timetabling Problem Instance Using a Bi-objective NSGA-II.
Proceedings of the Computational Intelligence - International Joint Conference, 2012
Solving an Uncapacitated Exam Timetabling Problem Instance using a Hybrid NSGA-II.
Proceedings of the IJCCI 2012 - Proceedings of the 4th International Joint Conference on Computational Intelligence, Barcelona, Spain, 5, 2012
An evolutionary approach to define investment strategies based on macroeconomic indicators and VIX data.
Proceedings of the Genetic and Evolutionary Computation Conference, 2012
Proceedings of the Genetic and Evolutionary Computation Conference, 2012
2011
Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition.
Expert Syst. Appl., 2011
Proceedings of the 13th Annual Genetic and Evolutionary Computation Conference, 2011
Trading with optimized uptrend and downtrend pattern templates using a genetic algorithm kernel.
Proceedings of the IEEE Congress on Evolutionary Computation, 2011
2010
An Innovative GA Optimized Investment Strategy based on a New Technical Indicator using Multiple MAS.
Proceedings of the ICEC 2010 - Proceedings of the International Conference on Evolutionary Computation, [part of the International Joint Conference on Computational Intelligence IJCCI 2010], Valencia, Spain, October 24, 2010
Trading in financial markets using pattern recognition optimized by genetic algorithms.
Proceedings of the Genetic and Evolutionary Computation Conference, 2010
2009
Using GAs to balance technical indicators on stock picking for financial portfolio composition.
Proceedings of the Genetic and Evolutionary Computation Conference, 2009
2008
Proceedings of the 17th International Conference on Computer Communications and Networks, 2008
2006
Proceedings of the 2006 International Conference on Dependable Systems and Networks (DSN 2006), 2006