Douglas Castilho

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 7

Top Topics

Portfolio Optimization

Trading Strategies

Empirical Analysis

Top Venues

Publications

Thiago Ambiel, Douglas Castilho, André C. P. L. F. de Carvalho
The Strength of Influence Ties in Stock Networks: Empirical Analysis for Portfolio Selection. ICDM (Workshops) (2023)
Douglas Castilho, Moisés R. Santos, Renato Tinós, André C. P. L. F. de Carvalho, Marcos B. S. Paula, Lucas Ladeira, Ewerton Guarnier, Donato da Silva-Filho, Danilo Y. Suiama, Antonio Carlos De Oliveira Júnior, Lucas P. Alipio
Feature Selection using Complex Networks to Support Price Trend Forecast in Energy Markets. IJCNN (2023)
Douglas Castilho, Tharsis T. P. Souza, Soong Moon Kang, João Gama, André C. P. L. F. de Carvalho
Forecasting Financial Market Structure from Network Features using Machine Learning. CoRR (2021)
Douglas Castilho, João Gama, Leandro Resende Mundim, André C. P. L. F. de Carvalho
Improving Portfolio Optimization Using Weighted Link Prediction in Dynamic Stock Networks. ICCS (3) (2019)
Douglas Castilho, Pedro O. S. Vaz de Melo, Fabrício Benevenuto
The strength of the work ties. Inf. Sci. 375 (2017)
Everton Silva, Humberto Brandao, Douglas Castilho, Adriano C. M. Pereira
A binary ensemble classifier for high-frequency trading. IJCNN (2015)
Eduardo Jabbur Machado, Adriano C. M. Pereira, Douglas Castilho, Everton Silva, Humberto Brandão
Proposal and Implementation of New Trading Strategies for Stock Markets using Web Data. WebMedia (2015)
Douglas Castilho, Pedro O. S. Vaz de Melo, Daniele Quercia, Fabrício Benevenuto
Working with Friends: Unveiling Working Affinity Features from Facebook Data. ICWSM (2014)
Eduardo Jabbur, Everton Silva, Douglas Castilho, Adriano C. M. Pereira, Humberto Brandao
Design and Evaluation of Automatic Agents for Stock Market Intraday Trading. WI-IAT (3) (2014)
Everton Silva, Douglas Castilho, Adriano C. M. Pereira, Humberto Brandao
A neural network based approach to support the Market Making strategies in High-Frequency Trading. IJCNN (2014)
Ricardo Terra, João Brunet, Luis Fernando Miranda, Marco Tulio Valente, Dalton Serey, Douglas Castilho, Roberto da Silva Bigonha
Measuring the Structural Similarity between Source Code Entities (S). SEKE (2013)