Andrés Arévalo

Publication Activity (10 Years)

Years Active: 2016-2019
Publications (10 Years): 7

Top Topics

Hierarchical Clustering

Wavelet Coefficients

Portfolio Selection

Top Venues

Publications

Andrés Arévalo, Diego León, Germán Jairo Hernández-Pérez
Portfolio Selection Based on Hierarchical Clustering and Inverse-Variance Weighting. ICCS (3) (2019)
Jaime Niño, Andrés Arévalo, Diego León, Germán Jairo Hernández-Pérez, Javier Sandoval
Price Prediction with CNN and Limit Order Book Data. WEA (1) (2018)
Andrés Arévalo, Jaime Niño, Diego León, Germán Jairo Hernández, Javier Sandoval
Deep Learning and Wavelets for High-Frequency Price Forecasting. ICCS (2) (2018)
Diego León, Arbey Aragón, Javier Sandoval, Germán Jairo Hernández, Andrés Arévalo, Jaime Niño
Clustering algorithms for Risk-Adjusted Portfolio Construction. ICCS (2017)
Andrés Arévalo, Jaime Niño, Germán Jairo Hernández-Pérez, Javier Sandoval, Diego León, Arbey Aragón
Algorithmic Trading Using Deep Neural Networks on High Frequency Data. WEA (2017)
César Pedraza, Daniel Silva, Andrés Arévalo, Félix Vega
RFID framework for intelligent traffic monitoring. EATIS (2016)
Andrés Arévalo, Jaime Niño, Germán Jairo Hernández, Javier Sandoval
High-Frequency Trading Strategy Based on Deep Neural Networks. ICIC (3) (2016)