Kevin Michell Valencia

According to our database, Kevin Michell Valencia authored at least 10 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Estimation of causality in economic growth and expansionary policies using uplift modeling.

Cristhian Bermeo, Kevin Michell Valencia, Werner Kristjanpoller

Neural Comput. Appl., June, 2023

Determining the gender wage gap through causal inference and machine learning models: evidence from Chile.

Werner Kristjanpoller, Kevin Michell Valencia, Josephine E. Olson

Neural Comput. Appl., May, 2023

2022

Electrical consumption forecasting: a framework for high frequency data.

Kevin Michell Valencia, Werner Kristjanpoller, Marcel C. Minutolo

Neural Comput. Appl., 2022

2021

Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation.

Werner Kristjanpoller, Kevin Michell Valencia, Marcel C. Minutolo, Prakash Dheeriya

Expert Syst. Appl., 2021

A causal framework to determine the effectiveness of dynamic quarantine policy to mitigate COVID-19.

Werner Kristjanpoller, Kevin Michell Valencia, Marcel C. Minutolo

Appl. Soft Comput., 2021

2020

Generating trading rules on US Stock Market using strongly typed genetic programming.

Kevin Michell Valencia, Werner Kristjanpoller

Soft Comput., 2020

Strongly-typed genetic programming and fuzzy inference system: An embedded approach to model and generate trading rules.

Kevin Michell Valencia, Werner Kristjanpoller

Appl. Soft Comput., 2020

Fleet optimization considering overcapacity and load sharing restrictions using genetic algorithms and ant colony optimization.

Fredy Kristjanpoller, Kevin Michell Valencia, Werner Kristjanpoller, Adolfo Crespo

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.

Alejandro Parot, Kevin Michell Valencia, Werner Kristjanpoller

Intell. Syst. Account. Finance Manag., 2019

2018

A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques.

Werner Kristjanpoller, Kevin Michell Valencia

Appl. Soft Comput., 2018