Stock Exchange Trading Using Grid Pattern Optimized by a Genetic Algorithm with Speciation: The Case of S&p 500

ISBN-13: 9783030766795 / Angielski / Miękka / 2021 / 68 str.

Tiago Martins; Rui Neves

Spis treści

1. Introduction.- 2. Related Work.- 3. Architecture.- 4. Test Scenarios and Evaluation.- 5. Conclusions and Future Work.

O autorze

Tiago Mousinho Martins is Analytics Solutions Professional at Nokia since 2019. He received the Master’s Degree in Telecommunications and Computer Science Engineering from Instituto Superior Técnico, Technical University of Lisbon, Portugal, in 2018. His professional career started at EY (formerly Ernst & Young) where he enrolled in data analytics and software engineering tasks, such as ETL and automation assignments, .NET development for client and internal projects, Azure Cloud Server administration, and process mining research. Afterwards, he moved from Nokia to his current job as Data Scientist/Analytics Solutions Professional in a Global Customer Care Analytics Team that leverages big data technologies (Hadoop Ecosystem) to deliver insights to the customers regarding fixed and network insights for end users.

 

Rui Ferreira Neves is a professor at Instituto Superior Técnico since 2005. He received the Diploma in Engineering and the Ph.D. degrees in Electrical and Computer Engineering from the Instituto Superior Técnico, Technical University of Lisbon, Portugal, in 1993 and 2001, respectively. In 2006, he joined Instituto de Telecomunicações (IT) as a research associate. His research activity deals with evolutionary computation and pattern matching applied to the financial markets, sensor networks, embedded systems, and mixed signal integrated circuits. He uses both fundamental, technical, and pattern matching indicators to find the evolution of the financial markets.