Creating and sharing knowledge for telecommunications
... Rui Fuentecilla Maia Ferreira Neves

Researcher

Rui Neves

Academic position: Assistant Professor
Joining date: 01-01-2005
Roles in IT: Researcher
Thematic Line: Basic Sciences and Enabling Technologies
Group: Integrated Circuits - Lx

Email: Send Email
Address: IT – Lisboa
Instituto Superior Técnico - Torre Norte - Piso 10
Av. Rovisco Pais, 1
1049 - 001 Lisboa
Tel: +351 21 841 84 54
Fax: +351 21 841 84 72

Alternative Personal Web Page


Scientific Achievements

  • PhD, Instituto Superior Técnico, 01-01-2001
  • Licenciatura, Instituto de Telecomunicações, 01-01-1993
As Supervisor
As Co-supervisor
  • M. Moura, R. Neves, Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies, Springer, Cham, Nature Switzerland, 2024,
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  • T. Martins, R. Neves, Stock Exchange Trading Using Grid Pattern Optimized by A Genetic Algorithm with Speciation, Springer, -, 2021,
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  • L. Borges, R. Neves, Financial Data Resampling for Machine Learning Based Trading, Springer, -, 2021,
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  • J. Baúto, R. Neves, N. Horta, Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs, Springer, lisboa, 2018,
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  • J. Leitao, R. Neves, N. Horta, Identifying Patterns in Financial Markets: New Approach Combining Rules Between PIPs and SAX, Springer, Lisboa, 2018,
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  • A. Silva Silva, R. Neves, N. Horta, Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA, Springer, Heidelberg, 2016,
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  • A. Gorgulho Gorgulho, R. Neves, N. Horta, Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies, Springer, Heidelberg, 2013,
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  • A. Canelas, R. Neves, N. Horta, Investment Strategies Optimization based on a SAX-GA Methodology, Springer, Heidelberg, 2013,
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  • J. Pinto, R. Neves, N. Horta, MULTI-OBJECTIVE OPTIMIZATION OF TRADING STRATEGIES USING GENETIC ALGORITHMS IN UNSTABLE ENVIRONMENTS, Chapter in, New Developments in Evolutionary Computation Research, Nova Publisher, Hauppauge, New York., 2015
  • N. Leite Leite, R. Neves, N. Horta, F. Melício Melício, A.C.R. Rosa, Solving a Capacitated Exam Timetabling Problem Instance using a Bi-objective NSGA-II, Chapter in, Studies in Computational Intelligence, Kurosh Madani, António Dourado, Agostinho Rosa, Joaquim Filipe, Springer, Heidelberg, 2014
  • P. Parracho Parracho, A. Canelas, R. Neves, N. Horta, Optimized Uptrend and Downtrend Pattern Templates for Financial Markets Trading Based on a GA Kernel, Chapter in, Financial Markets: Recent Developments, Emerging Practices and Future Prospects, Mohsen Bahmani-Oskooee and Sahar Bahmani, Nova Publisher, 2013
  • T. A. Camilo, P. Melo, A. Rodrigues, L. Pedrosa, J. Silva, R. Neves, R. Rocha, F. B. Boavida, WM2Snet Deployment: An Experimental Approach, Chapter in, Wireless Mesh Networking with 802.16, 802.11 and ZigBEE, George Aggelou, McGraw Hill, New York, USA, 2008
  • Y. Zeiträg, J. figueira, N. Horta, R. Neves, Surrogate-assisted automatic evolving of dispatching rules for multi-objective dynamic job shop scheduling using genetic programming, Expert Systems with Applications, Vol. 209, No. 1, pp. 118194 - 118194, December, 2022 | BibTex
  • R. Almeida, R. Neves, Stock market prediction and portfolio composition using a hybrid approach combined with self-adaptive evolutionary algorithm, Expert Systems with Applications, Vol. 204, No. 1, pp. 117478 - 117478, October, 2022 | BibTex
  • T. Martins, R. Neves, Applying genetic algorithms with speciation for optimization of grid template pattern detection in financial markets, Expert Systems with Applications, Vol. 147, No. 1, pp. 113191 - 113191, June, 2020 | BibTex
  • L. Borges, R. Neves, Ensemble of machine learning algorithms for cryptocurrency investment with different data resampling methods, Applied Soft Computing Journal, Vol. 90, No. 1, pp. 106187 - 106187, May, 2020 | BibTex
  • J. Nobre, R. Neves, Combining principal component analysis, discrete wavelet transform and XGBoost to trade in the financial markets, Expert Systems with Applications, Vol. 125, No. 1, pp. 181 - 194, July, 2019 | BibTex
  • J. Carapuço, R. Neves, N. Horta, Reinforcement learning applied to Forex trading, Applied Soft Computing Journal, Vol. 73, No. 1, pp. 783 - 794, December, 2018 | BibTex
  • J. Baúto, A. Canelas, R. Neves, N. Horta, Parallel SAX/GA for financial pattern matching using NVIDIA’s GPU, Expert Systems with Applications, Vol. 105, No. n/a, pp. 77 - 88, September, 2018,
    | Abstract
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  • J. Nadkarni, R. Neves, Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets, Expert Systems with Applications, Vol. 103, No. 1, pp. 184 - 195, August, 2018 | BibTex
  • B. Almeida, R. Neves, N. Horta, Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage, Applied Soft Computing Journal, Vol. 64, No. 1, pp. 596 - 613, March, 2018 | BibTex
  • M. Daniel, R. Neves, N. Horta, Company Event Popularity for Financial Markets Using Twitter and Sentiment Analysis, Expert Systems with Applications, Vol. 71, No. 0, pp. 111 - 124, April, 2017 | BibTex
  • J. Leitão, R. Neves, N. Horta, Combining Rules between PIPs and SAX to Identify Patterns in Financial Markets, Expert Systems with Applications, Vol. 65, No. 0, pp. 242 - 254, December, 2016 | BibTex
  • N Neves, N. Horta, R. Neves, P Tomás, N Roma, Multi-Objective Kernel Mapping and Scheduling for Morphable Many-Core Architectures, Expert Systems with Applications, Vol. 45, No. 1, pp. 385 - 399, March, 2016,
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  • J. Pinto, R. Neves, N. Horta, Boosting Trading Strategies Performance using VIX Indicator Together with a Dual-Objective Evolutionary Computation Optimizer, Expert Systems with Applications, Vol. 42, No. 19, pp. 6699 - 6716, November, 2015,
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  • M. Fotouhi Ghazvini, J. Soares, N. Horta, R. Neves, R. Castro, Z. Vale, A multi-objective model for scheduling of short-term incentive-based demand response programs offered by electricity retailers, Applied Energy, Vol. 151, No. 1, pp. 102 - 118, August, 2015,
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  • N. Magaia, N. Horta, R. Neves, P. Pereira, M. Correia, A multi-objective routing algorithm for Wireless Multimedia Sensor Networks, Applied Soft Computing Journal, Vol. 30, No. 1, pp. 104 - 112, May, 2015,
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  • A. Silva Silva, R. Neves, N. Horta, A Hybrid Approach to Portfolio Composition based on Fundamental and Technical Indicators”, Expert Systems with Applications, Vol. 42, No. 4, pp. 2036 - 2048, March, 2015,
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  • A. Canelas, R. Neves, N. Horta, A SAX-GA Approach to Evolve Investment Strategies on Financial Markets based on Pattern Discovery Techniques, Expert Systems with Applications, Vol., No., pp. -, January, 2013,
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  • A. Gorgulho Gorgulho, R. Neves, N. Horta, Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition, Expert Systems with Applications, Vol. 38, No. 11, pp. 14072 - 14085, October, 2011,
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  • R. Gama, J. Goes, R. Neves, N. Horta, Low-Power Open Loop Multiply-by-two Amplifier with Gain-accuracy Improved by Local-Feedback, Intrnl. Journal of Microelectronics and Computer Science, Vol. 1, No. 1, pp. 19 - 24, June, 2010 | BibTex
  • J. Antunes, N. Neves, M.V. Correia, P. Verissimo, R. Neves, Vulnerability Discovery with Attack Injection, IEEE Transactions on Software Engineering, Vol. 36, No. 3, pp. 357 - 370, June, 2010,
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  • L. Pedrosa, P. Melo, R. Rocha, R. Neves, A Flexible Approach to WSN Development and Deployment, International Journal of Distributed Sensor Networks, Vol. 6, No. 3/4, pp. 199 - 211, October, 2009,
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  • C. V. S. Simões, R. Neves, N. Horta, Using Sentiment from Twitter optimized by Genetic Algorithms to Predict the Stock Market, IEEE Congress on Evolutionary Computation - CEC, San Sabastian, Spain, Vol. 1, pp. 1 - 8, June, 2017 | BibTex
  • J.M. Machado, R. Neves, N. Horta, Developing Multi-Time Frame Trading Rules with a Trend Following Strategy, using GA, Genetic and Evolutionary Computation Conf. - GECCO, madrid, Spain, Vol. 1, pp. 765 - 766, July, 2015,
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  • J. Pinto, R. Neves, N. Horta, Multi-Objective Optimization of Investment Strategies Based on Evolutionary Computation Techniques, in Volatile Environments, International Conf. on Enterprise Information Systems, ICEIS, Lisboa, Portugal, Vol. NA, pp. 480 - 488, April, 2014,
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  • A. V. Silva Silva, R. Neves, N. Horta, Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA, IEEE Computational Intelligence for Financial Engineering and Economics - CIFEr, London, United Kingdom, Vol. I, pp. 1 - 4, March, 2014 | BibTex
  • A. Canelas, R. Neves, N. Horta, Multi-Dimensional Pattern Discovery in Financial Time Series using SAX-GA with extended robustness, Genetic and Evolutionary Computation Conf. - GECCO, Amsterdam, Netherlands, Vol. 0, pp. 1 - 3, July, 2013,
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  • R. Neves, N. Horta, Optimizing Investment Strategies based on Companies Earnings using Genetic Algorithms, Genetic and Evolutionary Computation Conf. - GECCO, Amsterdam, Netherlands, Vol. 0, pp. 1 - 3, July, 2013,
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  • N. Leite Leite, R. Neves, N. Horta, F. Melício Melício, A.C.R. Rosa, Solving an Uncapacitated Exam Timetabling Problem Instance using a Hybrid NSGA-II, International Conf. on Evolutionary Computation Theory and Applications - ECTA, Barcelona, Spain, October, 2012 | BibTex
  • O. Y. Yefimochkin, R. Neves, N. Horta, An Evolutionary Approach to Define Investment Strategies based on Macroeconomic Indicators and VIX Data, Genetic and Evolutionary Computation Conf. - GECCO, Philadelphia, United States, July, 2012,
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  • A. Canelas, R. Neves, N. Horta, A New SAX-GA Methodology applied to Investment Strategies Optimization, Genetic and Evolutionary Computation Conf. - GECCO, Philadelphia, United States, July, 2012,
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  • J. Pinto, R. Neves, MAXIMIZE PROFIT WHILE MINIMIZING RISK - A FITNESS FUNCTION EVALUATION STUDY USING GENETIC ALGORITHMS, Jožef Stefan Institute Bioinspired Optimization Methods and their Applications - BIOMA, Bohinj, Slovenia, Vol. NA, pp. 333 - 345, May, 2012,
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  • J. Pinto, R. Neves, N. Horta, Fitness Function Evaluation for MA Trading Strategies based on Genetic Algorithms, Genetic and Evolutionary Computation Conf. - GECCO, Dublin, Ireland, Vol. NA, pp. 819 - 820, July, 2011,
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  • P. Parracho Parracho, R. Neves, N. Horta, Trading with Optimized Uptrend and Downtrend Pattern Templates using a Genetic Algorithm Kernel, IEEE Congress on Evolutionary Computation - CEC, New Orleans, United States, June, 2011,
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  • J. V. Vicente, R. Rocha, R. Neves, GolfSense: A Golf Course WSN Monitoring Application, IEEE International Conf. on Computer Engineering and Systems - ICCES, Cairo, Egypt, Vol. 1, pp. 1 - 6, December, 2010,
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  • A. Simões, R. Neves, N. Horta, An Innovative GA Optimized Investment Strategy based on a New Technical Indicator using Multiple MAs, IJCCI International Conf. on Evolutionay Computation - ICEC, Valencia, Spain, Vol. 1, pp. 1 - 4, October, 2010,
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  • P. Parracho Parracho, R. Neves, N. Horta, Trading in Financial Markets using Pattern Recognition Optimized by Genetic Algorithms, Genetic and Evolutionary Computation Conf. - GECCO, Portland, United States, Vol. 1, pp. 1 - 1, July, 2010 | Full text (PDF 268 KBs) | BibTex
  • A. Gorgulho Gorgulho, R. Neves, N. Horta, Using GAs to Balance Technical Indicators on Stock, Genetic and Evolutionary Computation Conf. - GECCO, Montreal, Canada, July, 2009,
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  • R. Gama, R. Neves, N. Horta, Design of a low-power, open loop, multiply-by-two amplifier with gain-accuracy improved by local-feedback, International Conf. Mixed Design of Integrated Circuits and Systems - MIXDES, Lodz, Poland, Vol. 1, pp. 1 - 5, June, 2009 | Full text (PDF 162 KBs) | BibTex
  • A. Ribeiro, T. Costa, R. Gama, R. Neves, N. Horta, A bandgap Voltage Reference with Only CMOS Transistors, Conf. on Telecommunications - ConfTele, Santa maria da Feira, Portugal, Vol. I, pp. 69 - 72, May, 2009 | Full text (PDF 125 KBs) | BibTex
  • T. Costa, R. Neves, N. Horta, Low-Area 4th-Order Shared-Amplfier Sigms-delta Modulator, Conf. on Telecommunications - ConfTele, Santa maria da Feira, Portugal, Vol. I, pp. 65 - 68, May, 2009 | Full text (PDF 192 KBs) | BibTex
  • R. Neves, WIMAXmeter: Test & Measurement benvh for WIMAX systems, Conf. on Telecommunications - ConfTele, Santa maria da Feira, Portugal, Vol. I, pp. 201 - 203, May, 2009 | Full text (PDF 339 KBs) | BibTex
  • L. Pedrosa, P. Melo, R. Rocha, R. Neves, A Flexible Approach to WSN Deployment, The International Workshop on Sensor Networks - SN, St. Thomas, U.S. Virgin Islands, United States, Vol. --, pp. -- - --, August, 2008,
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  • M. S. Piedade, R. Neves, Cost Effective Immersive Room with Pressure Sensing Floor, IMEKO, Mexico, Mexico, Vol. -, pp. - - -, November, 2007 | BibTex
  • R. Neves, J.G. Guilherme, N. Horta, Designing Reconfigurable Multi-Standard Analog Baseband Front-End for 4G Mobile Terminals: System Level Design, Conf. on Telecommunications - ConfTele, Peniche, Portugal, Vol. I, pp. 1 - 4, May, 2007 | BibTex
  • R. Neves, Using Attack Injection to Discover New Vulnerabilities, International Conf. on Dependable Systems and Networks - DSN, Philadelphia, United States, Vol. I, pp. 457 - 466, June, 2006 | BibTex
  • R. Neves, Diagnóstico de Vulnerabilidades Através da Injecção de Ataques, Conf. Nacional sobre Segurança Informática nas Organizações - SINO, Covilhã, Portugal, Vol. 1, pp. 61 - 76, November, 2005 | BibTex
  • R. Neves, N. Horta, Banner - Intelligent Management of Banner Advertisements on the WWW, International Conf. on Data Mining, Florence, Italy, Vol. 1, pp. 11 - 15, September, 2002 | BibTex
  • R. Neves, J.E. Franca, A CMOS Switched-Capacitor Bandpass Filter with 100MSamples/s Input Sampling and Frequency Downconversion, European Solid-State Circuits, stockholm, Sweden, Vol. 1, pp. 248 - 252, September, 2000 | BibTex
  • R. Neves, J.E. Franca, A Switched-Capacitor N-path Decimating Filter, IEEE International Symp. on Circuits and Systems - ISCAS, Monterey, United States, Vol. I, pp. 472 - 475, June, 1998 | BibTex
  • R. Neves, J.E. Franca, Discrete-Time N-path Decimating Filters, IEEE International Symp. on Circuits and Systems - ISCAS, Hong Kong, Hong Kong, Vol. IV, pp. 2345 - 2348, June, 1997 | BibTex
  • R. Neves, J.E. Franca, A New Mixed Analog-Digital Architecture for High Frequency Narrow Bandwidth Channel Digitization, International Symp. on Signals, Circuits and Systems, Atlanta, United States, Vol. IV, pp. 437 - 441, May, 1996 | BibTex
  • R. Neves, J. M. R. S. Sanches, T. Paiva, Sistema de monitorização da temperatura central para diagnóstico de distúrbios de sono, PT104115, National, Granted, 26-06-2008, Portugal

Closed Projects3

Acronym Name Funding Agency Start date Ending date
HEAD HEAD – Integrated Class D Audio Amplifier with High Efficiency IT/LA 01-11-2008 01-11-2010
Space-DCDC Space-DCDC – DC-DC controller for space applications IT/LA 01-10-2008 01-10-2010
SPEED Low Power Ultra-High Speed Analogue-to-Digital Converter for Ultra-Wideband Wireless Communications FCT/PTDC 01-09-2007 01-03-2011