From an artificial neural network to a stock market day-trading system: A case study on the BM&F BOVESPA. - Leonardo C. Martinez; Diego N. da Hora; João R. M. Palotti; Wagner Meira Jr.; Gisele L. Pappa (IJCNN, 2009)

Exact algorithms for a selective Vehicle Routing Problem where the longest route is minimized. - Cristiano Arbex Valle; Alexandre Salles da Cunha; Geraldo Robson Mateus; Leonardo C. Martinez (Electron. Notes Discret. Math., 2009)

Adaptive Normalization: A novel data normalization approach for non-stationary time series. - Eduardo S. Ogasawara; Leonardo C. Martinez; Daniel de Oliveira 001; Geraldo Zimbrão; Gisele L. Pappa; Marta Mattoso (IJCNN, 2010)

Finding min-degree constrained spanning trees faster with a Branch-and-cut algorithm. - Leonardo Conegundes Martinez; Alexandre Salles da Cunha (Electron. Notes Discret. Math., 2010)

Heuristic and exact algorithms for a min-max selective vehicle routing problem. - Cristiano Arbex Valle; Leonardo Conegundes Martinez; Alexandre Salles da Cunha; Geraldo Robson Mateus (Comput. Oper. Res., 2011)

A Parallel Lagrangian Relaxation Algorithm for the Min-Degree Constrained Minimum Spanning Tree Problem. - Leonardo Conegundes Martinez; Alexandre Salles da Cunha (ISCO, 2012)

The min-degree constrained minimum spanning tree problem: Formulations and Branch-and-cut algorithm. - Leonardo Conegundes Martinez; Alexandre Salles da Cunha (Discret. Appl. Math., 2014)

Beating the Stock Market with a Deep Reinforcement Learning Day Trading System. - Leonardo Conegundes Martinez; Adriano César Machado Pereira (IJCNN, 2020)

A Methodology for Developing Deep Reinforcement Learning Trading Strategies: A Case Study in the Futures Market. - Leonardo Conegundes Martinez; Adriano C. M. Pereira (CIFEr, 2024)