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ORCIDAndrés Arévalo
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2010 – 2019
- 2019
[c7]Andrés Arévalo, Diego León, Germán Jairo Hernández-Pérez:
Portfolio Selection Based on Hierarchical Clustering and Inverse-Variance Weighting. ICCS (3) 2019: 315-325- 2018
- [c6]Andrés Arévalo, Jaime Niño, Diego León, Germán Jairo Hernández, Javier Sandoval:
Deep Learning and Wavelets for High-Frequency Price Forecasting. ICCS (2) 2018: 385-399 - [c5]Jaime Niño, Andrés Arévalo, Diego León, Germán Jairo Hernández-Pérez, Javier Sandoval:
Price Prediction with CNN and Limit Order Book Data. WEA (1) 2018: 124-135 - 2017
- [c4]Diego León, Arbey Aragón, Javier Sandoval, Germán Jairo Hernández, Andrés Arévalo, Jaime Niño:
Clustering algorithms for Risk-Adjusted Portfolio Construction. ICCS 2017: 1334-1343 - [c3]Andrés Arévalo, Jaime Niño, Germán Jairo Hernández-Pérez, Javier Sandoval, Diego León, Arbey Aragón:
Algorithmic Trading Using Deep Neural Networks on High Frequency Data. WEA 2017: 144-155 - 2016
- [c2]Cesar Augusto Pedraza, Daniel Silva, Andrés Arévalo, Félix Vega:
RFID framework for intelligent traffic monitoring. EATIS 2016: 1-6 - [c1]Andrés Arévalo, Jaime Niño, Germán Jairo Hernández, Javier Sandoval:
High-Frequency Trading Strategy Based on Deep Neural Networks. ICIC (3) 2016: 424-436
Coauthor Index
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