B
Bruno Miranda Henrique
Researcher at University of Brasília
Publications - 9
Citations - 455
Bruno Miranda Henrique is an academic researcher from University of Brasília. The author has contributed to research in topics: Emerging markets & Financial market. The author has an hindex of 4, co-authored 8 publications receiving 213 citations.
Papers
More filters
Journal ArticleDOI
Literature review: Machine learning techniques applied to financial market prediction
TL;DR: Bibliographic survey techniques are applied to the literature about machine learning for predicting financial market values, resulting in a bibliographical review of the most important studies about this topic, and it was concluded that the research theme is still relevant and that the use of data from developing markets is a research opportunity.
Journal ArticleDOI
Stock price prediction using support vector regression on daily and up to the minute prices
TL;DR: This study uses a machine learning technique called Support Vector Regression to predict stock prices for large and small capitalisations and in three different markets, employing prices with both daily and up-to-the-minute frequencies and suggests that the SVR has predictive power, especially when using a strategy of updating the model periodically.
Journal ArticleDOI
Can artificial intelligence enhance the Bitcoin bonanza
Matheus José Silva de Souza,Fahad Almudhaf,Bruno Miranda Henrique,Ana Beatriz Silveira Negredo,Danilo Guimarães Franco Ramos,Vinicius Amorim Sobreiro,Herbert Kimura +6 more
TL;DR: Findings indicate that traders are able to earn conservative returns on the risk adjusted basis, even accounting for transaction costs, when using SVM, and suggests that ANN can explore short run informational inefficiencies to generate abnormal profits.
Journal ArticleDOI
Building direct citation networks
TL;DR: An automatic method is proposed, providing a simple algorithm for building citation networks with computer implementations and preventing cyclic paths, which is applicable to studies on the mechanisms of any science field.