Comparative study of bitcoin price prediction using wavenets, recurrent neural networks and other machine learning methods L Felizardo, R Oliveira, E Del-Moral-Hernandez, F Cozman 2019 6th International Conference on Behavioral, Economic and Socio-Cultural …, 2019 | 40 | 2019 |
Outperforming algorithmic trading reinforcement learning systems: A supervised approach to the cryptocurrency market LK Felizardo, FCL Paiva, C de Vita Graves, EY Matsumoto, AHR Costa, ... Expert Systems with Applications 202, 117259, 2022 | 24 | 2022 |
Simulation-Based Inventory Management of Perishable Products Via Linear Discrete Choice Models DG Gioia, LK Felizardo, P Brandimarte Computer & Operations Research 153, 106270, 2023 | 14 | 2023 |
Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach FCL Paiva, LK Felizardo, RAC Bianchi, AHR Costa ICAIF '21: Proceedings of the Second ACM International Conference on AI in …, 2021 | 12* | 2021 |
Deep learning stacking for financial time series forecasting: an analysis with synthetic and real-world time series EF Urbinate, LK Felizardo, E Del-Moral-Hernandez 11th Brazilian Conference on Intelligent Systems (BRACIS), 2022 | 6 | 2022 |
Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise LK Felizardo, E Matsumoto, E Del-Moral-Hernandez 2022 International Joint Conference on Neural Networks (IJCNN), 1-8, 2022 | 6 | 2022 |
Inventory management of vertically differentiated perishable products with stock-out based substitution DG Gioia, LK Felizardo, P Brandimarte IFAC-PapersOnLine 55 (10), 2683-2688, 2022 | 4 | 2022 |
A study on neural network architecture applied to the prediction of Brazilian stock returns L Felizardo, A Pinto arXiv preprint arXiv:1901.09143, 2019 | 3 | 2019 |
Reinforcement Learning Applied to Trading Systems: A Survey LK Felizardo, FCL Paiva, AHR Costa, E Del-Moral-Hernandez arXiv preprint arXiv:2212.06064, 2022 | 2 | 2022 |
Reinforcement learning approaches for the stochastic discrete lot-sizing problem on parallel machines LK Felizardo, E Fadda, E Del-Moral-Hernandez, P Brandimarte Expert Systems with Applications 246, 123036, 2024 | 1 | 2024 |
Um estudo sobre arquitetura de redes neurais aplicado a previsão do retorno de ações brasileiras (Dissertação de Mestrado) LK Felizardo | 1 | 2017 |
Exploring the boundaries of Deep Reinforcement Learning in simulated environments: A study on financial trading and lot-sizing LK Felizardo, E Del Moral Hernandez, P Brandimarte | | 2024 |