Rui Ferreira Neves

Publication Activity (10 Years)

Years Active: 2006-2022
Publications (10 Years): 12

Top Topics

Investment Strategies

Financial Markets

Genetic Algorithm

Top Venues

Expert Syst. Appl.

Appl. Soft Comput.

GECCO (Companion)

Publications

Rodrigo Lopes de Almeida, Rui Ferreira Neves
Stock market prediction and portfolio composition using a hybrid approach combined with self-adaptive evolutionary algorithm. Expert Syst. Appl. 204 (2022)
Tiago Mousinho Martins, Rui Ferreira Neves
Applying genetic algorithms with speciation for optimization of grid template pattern detection in financial markets. Expert Syst. Appl. 147 (2020)
Tomé Almeida Borges, Rui Ferreira Neves
Ensemble of machine learning algorithms for cryptocurrency investment with different data resampling methods. Appl. Soft Comput. 90 (2020)
João Nobre, Rui Ferreira Neves
Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets. Expert Syst. Appl. 125 (2019)
João Baúto, António Canelas, Rui Ferreira Neves, Nuno Horta
Parallel SAX/GA for financial pattern matching using NVIDIA's GPU. Expert Syst. Appl. 105 (2018)
Bernardo Jubert de Almeida, Rui Ferreira Neves, Nuno Horta
Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage. Appl. Soft Comput. 64 (2018)
Gonçalo Abreu, Rui Ferreira Neves, Nuno Horta
Currency exchange prediction using machine learning, genetic algorithms and technical analysis. CoRR (2018)
João Nadkarni, Rui Ferreira Neves
Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets. Expert Syst. Appl. 103 (2018)
João Carapuço, Rui Ferreira Neves, Nuno Horta
Reinforcement learning applied to Forex trading. Appl. Soft Comput. 73 (2018)
Carlos Simoes, Rui Ferreira Neves, Nuno Horta
Using sentiment from Twitter optimized by Genetic Algorithms to predict the stock market. CEC (2017)
Mariana Daniel, Rui Ferreira Neves, Nuno Horta
Company event popularity for financial markets using Twitter and sentiment analysis. Expert Syst. Appl. 71 (2017)
João Leitão, Rui Ferreira Neves, Nuno Horta
Combining rules between PIPs and SAX to identify patterns in financial markets. Expert Syst. Appl. 65 (2016)
António Silva, Rui Ferreira Neves, Nuno Horta
A hybrid approach to portfolio composition based on fundamental and technical indicators. Expert Syst. Appl. 42 (4) (2015)
José Matias Pinto, Rui Ferreira Neves, Nuno Horta
Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer. Expert Syst. Appl. 42 (19) (2015)
Naércio Magaia, Nuno Horta, Rui Ferreira Neves, Paulo Rogério Pereira, Miguel Correia
A multi-objective routing algorithm for Wireless Multimedia Sensor Networks. Appl. Soft Comput. 30 (2015)
Jaime Machado, Rui Ferreira Neves, Nuno Horta
Developing Multi-Time Frame Trading Rules with a Trend Following Strategy, using GA. GECCO (Companion) (2015)
António Silva, Rui Ferreira Neves, Nuno Horta
Portfolio optimization using fundamental indicators based on multi-objective EA. CIFEr (2014)
José Matias Pinto, Rui Ferreira Neves, Nuno Horta
Multi-objective Optimization of Investment Strategies - Based on Evolutionary Computation Techniques, in Volatile Environments. ICEIS (1) (2014)
Jorge Fonseca, Rui Ferreira Neves, Nuno Horta
Optimizing investment strategies based on companies earnings using genetic algorithms. GECCO (Companion) (2013)
António Canelas, Rui Ferreira Neves, Nuno Horta
Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness. GECCO (Companion) (2013)
António Canelas, Rui Ferreira Neves, Nuno Horta
A SAX-GA approach to evolve investment strategies on financial markets based on pattern discovery techniques. Expert Syst. Appl. 40 (5) (2013)
António Canelas, Rui Ferreira Neves, Nuno Horta
A new SAX-GA methodology applied to investment strategies optimization. GECCO (2012)
Nuno Leite, Rui Ferreira Neves, Nuno Horta, Fernando Melicio, Agostinho C. Rosa
Solving a Capacitated Exam Timetabling Problem Instance Using a Bi-objective NSGA-II. IJCCI (Selected Papers) (2012)
Oleksandr Yefimochkin, Rui Ferreira Neves, Nuno Horta
An evolutionary approach to define investment strategies based on macroeconomic indicators and VIX data. GECCO (Companion) (2012)
Nuno Leite, Rui Ferreira Neves, Nuno Horta, Fernando Melicio, Agostinho C. Rosa
Solving an Uncapacitated Exam Timetabling Problem Instance using a Hybrid NSGA-II. IJCCI (2012)
Paulo Parracho, Rui Ferreira Neves, Nuno Horta
Trading with optimized uptrend and downtrend pattern templates using a genetic algorithm kernel. IEEE Congress on Evolutionary Computation (2011)
António Gorgulho, Rui Ferreira Neves, Nuno Horta
Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition. Expert Syst. Appl. 38 (11) (2011)
José Pinto, Rui Ferreira Neves, Nuno Horta
Fitness function evaluation for MA trading strategies based on genetic algorithms. GECCO (Companion) (2011)
Paulo Parracho, Rui Ferreira Neves, Nuno Horta
Trading in financial markets using pattern recognition optimized by genetic algorithms. GECCO (Companion) (2010)
João Antunes, Nuno Ferreira Neves, Miguel Correia, Paulo Veríssimo, Rui Ferreira Neves
Vulnerability Discovery with Attack Injection. IEEE Trans. Software Eng. 36 (3) (2010)
Adriano Simões, Rui Ferreira Neves, Nuno Horta
An Innovative GA Optimized Investment Strategy based on a New Technical Indicator using Multiple MAS. IJCCI (ICEC) (2010)
António Gorgulho, Rui Ferreira Neves, Nuno Horta
Using GAs to balance technical indicators on stock picking for financial portfolio composition. GECCO (Companion) (2009)
Nuno Ferreira Neves, João Antunes, Miguel Correia, Paulo Veríssimo, Rui Ferreira Neves
Using Attack Injection to Discover New Vulnerabilities. DSN (2006)