Rui Ferreira Neves

Orcid: 0000-0001-5482-9883

Affiliations:
  • University of Lisbon, Instituto Superior Técnico (IST), Portugal


According to our database1, Rui Ferreira Neves authored at least 39 papers between 2006 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
A cooperative coevolutionary genetic programming hyper-heuristic for multi-objective makespan and cost optimization in cloud workflow scheduling.
Comput. Oper. Res., 2024

2022
Surrogate-assisted automatic evolving of dispatching rules for multi-objective dynamic job shop scheduling using genetic programming.
Expert Syst. Appl., 2022

Stock market prediction and portfolio composition using a hybrid approach combined with self-adaptive evolutionary algorithm.
Expert Syst. Appl., 2022

2020
Applying genetic algorithms with speciation for optimization of grid template pattern detection in financial markets.
Expert Syst. Appl., 2020

Ensemble of machine learning algorithms for cryptocurrency investment with different data resampling methods.
Appl. Soft Comput., 2020

2019
Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets.
Expert Syst. Appl., 2019

OutGene: Detecting Undefined Network Attacks with Time Stretching and Genetic Zooms.
Proceedings of the Network and System Security - 13th International Conference, 2019

2018
Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets.
Expert Syst. Appl., 2018

Parallel SAX/GA for financial pattern matching using NVIDIA's GPU.
Expert Syst. Appl., 2018

Currency exchange prediction using machine learning, genetic algorithms and technical analysis.
CoRR, 2018

Reinforcement learning applied to Forex trading.
Appl. Soft Comput., 2018

Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage.
Appl. Soft Comput., 2018

2017
Company event popularity for financial markets using Twitter and sentiment analysis.
Expert Syst. Appl., 2017

Using sentiment from Twitter optimized by Genetic Algorithms to predict the stock market.
Proceedings of the 2017 IEEE Congress on Evolutionary Computation, 2017

2016
Multi-objective kernel mapping and scheduling for morphable many-core architectures.
Expert Syst. Appl., 2016

Combining rules between PIPs and SAX to identify patterns in financial markets.
Expert Syst. Appl., 2016

2015
A hybrid approach to portfolio composition based on fundamental and technical indicators.
Expert Syst. Appl., 2015

Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer.
Expert Syst. Appl., 2015

A multi-objective routing algorithm for Wireless Multimedia Sensor Networks.
Appl. Soft Comput., 2015

Developing Multi-Time Frame Trading Rules with a Trend Following Strategy, using GA.
Proceedings of the Genetic and Evolutionary Computation Conference, 2015

2014
Multi-objective Optimization of Investment Strategies - Based on Evolutionary Computation Techniques, in Volatile Environments.
Proceedings of the ICEIS 2014, 2014

Portfolio optimization using fundamental indicators based on multi-objective EA.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013
A SAX-GA approach to evolve investment strategies on financial markets based on pattern discovery techniques.
Expert Syst. Appl., 2013

Optimizing investment strategies based on companies earnings using genetic algorithms.
Proceedings of the Genetic and Evolutionary Computation Conference, 2013

Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness.
Proceedings of the Genetic and Evolutionary Computation Conference, 2013

2012
Solving a Capacitated Exam Timetabling Problem Instance Using a Bi-objective NSGA-II.
Proceedings of the Computational Intelligence - International Joint Conference, 2012

Solving an Uncapacitated Exam Timetabling Problem Instance using a Hybrid NSGA-II.
Proceedings of the IJCCI 2012 - Proceedings of the 4th International Joint Conference on Computational Intelligence, Barcelona, Spain, 5, 2012

An evolutionary approach to define investment strategies based on macroeconomic indicators and VIX data.
Proceedings of the Genetic and Evolutionary Computation Conference, 2012

A new SAX-GA methodology applied to investment strategies optimization.
Proceedings of the Genetic and Evolutionary Computation Conference, 2012

2011
Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition.
Expert Syst. Appl., 2011

Fitness function evaluation for MA trading strategies based on genetic algorithms.
Proceedings of the 13th Annual Genetic and Evolutionary Computation Conference, 2011

Trading with optimized uptrend and downtrend pattern templates using a genetic algorithm kernel.
Proceedings of the IEEE Congress on Evolutionary Computation, 2011

2010
Vulnerability Discovery with Attack Injection.
IEEE Trans. Software Eng., 2010

An Innovative GA Optimized Investment Strategy based on a New Technical Indicator using Multiple MAS.
Proceedings of the ICEC 2010 - Proceedings of the International Conference on Evolutionary Computation, [part of the International Joint Conference on Computational Intelligence IJCCI 2010], Valencia, Spain, October 24, 2010

Trading in financial markets using pattern recognition optimized by genetic algorithms.
Proceedings of the Genetic and Evolutionary Computation Conference, 2010

2009
A flexible approach to WSN development and deployment.
Int. J. Sens. Networks, 2009

Using GAs to balance technical indicators on stock picking for financial portfolio composition.
Proceedings of the Genetic and Evolutionary Computation Conference, 2009

2008
A Flexible Approach to WSN Deployment.
Proceedings of the 17th International Conference on Computer Communications and Networks, 2008

2006
Using Attack Injection to Discover New Vulnerabilities.
Proceedings of the 2006 International Conference on Dependable Systems and Networks (DSN 2006), 2006


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