| Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition A Gorgulho, R Neves, N Horta Expert systems with Applications 38 (11), 14072-14085, 2011 | 102 | 2011 |
| A multi-objective model for scheduling of short-term incentive-based demand response programs offered by electricity retailers MAF Ghazvini, J Soares, N Horta, R Neves, R Castro, Z Vale Applied energy 151, 102-118, 2015 | 91 | 2015 |
| Company event popularity for financial markets using Twitter and sentiment analysis M Daniel, RF Neves, N Horta Expert Systems with Applications 71, 111-124, 2017 | 65 | 2017 |
| Using attack injection to discover new vulnerabilities N Neves, J Antunes, M Correia, P Verissimo, R Neves International Conference on Dependable Systems and Networks (DSN'06), 457-466, 2006 | 65 | 2006 |
| Vulnerability discovery with attack injection J Antunes, N Neves, M Correia, P Verissimo, R Neves IEEE Transactions on Software Engineering 36 (3), 357-370, 2010 | 62 | 2010 |
| A multi-objective routing algorithm for Wireless Multimedia Sensor Networks N Magaia, N Horta, R Neves, PR Pereira, M Correia Applied Soft Computing 30, 104-112, 2015 | 48 | 2015 |
| A hybrid approach to portfolio composition based on fundamental and technical indicators A Silva, R Neves, N Horta Expert Systems with Applications 42 (4), 2036-2048, 2015 | 41 | 2015 |
| Combining principal component analysis, discrete wavelet transform and XGBoost to trade in the financial markets J Nobre, RF Neves Expert Systems with Applications 125, 181-194, 2019 | 36 | 2019 |
| Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets J Nadkarni, RF Neves Expert Systems with Applications 103, 184-195, 2018 | 35 | 2018 |
| Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage BJ de Almeida, RF Neves, N Horta Applied Soft Computing 64, 596-613, 2018 | 28 | 2018 |
| A SAX-GA approach to evolve investment strategies on financial markets based on pattern discovery techniques AN Canelas, R Neves, N Horta Expert systems with applications 40 (5), 1579-1590, 2013 | 27 | 2013 |
| Trading with optimized uptrend and downtrend pattern templates using a genetic algorithm kernel P Parracho, R Neves, N Horta 2011 IEEE Congress of Evolutionary Computation (CEC), 1895-1901, 2011 | 23 | 2011 |
| Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer JM Pinto, RF Neves, N Horta Expert Systems with Applications 42 (19), 6699-6716, 2015 | 22 | 2015 |
| Reinforcement learning applied to Forex trading J Carapuço, R Neves, N Horta Applied Soft Computing 73, 783-794, 2018 | 20 | 2018 |
| A new SAX-GA methodology applied to investment strategies optimization A Canelas, R Neves, N Horta Proceedings of the 14th annual conference on Genetic and evolutionary …, 2012 | 18 | 2012 |
| Using GAs to balance technical indicators on stock picking for financial portfolio composition A Gorgulho, R Neves, N Horta Proceedings of the 11th Annual Conference Companion on Genetic and …, 2009 | 18 | 2009 |
| A CMOS Switched-Capacitor bandpass filter with 100 MSample/s input sampling and frequency downconversion RF Neves, JE da Franca Proceedings of the 26th European Solid-State Circuits Conference, 276-279, 2000 | 14 | 2000 |
| Combining rules between PIPs and SAX to identify patterns in financial markets J Leitão, RF Neves, N Horta Expert Systems with Applications 65, 242-254, 2016 | 12 | 2016 |
| Trading in financial markets using pattern recognition optimized by genetic algorithms P Parracho, R Neves, N Horta Proceedings of the 12th annual conference companion on Genetic and …, 2010 | 11 | 2010 |
| Multi-dimensional pattern discovery in financial time series using sax-ga with extended robustness A Canelas, R Neves, N Horta Proceedings of the 15th annual conference companion on Genetic and …, 2013 | 10 | 2013 |
Nuno HortaAssociate Professor, Instituto de Telecomunicações, Instituto Superior Técnico, U LisboaVerified email at lx.it.pt
