Concepedia

Luís Lobato Macedo

LL

2

Publications

120

Citations

2

H-Index

2016

Active since

Affiliations

University of Coimbra(Current)

Institute for Systems Engineering and Computers

Luís Lobato Macedo is an author at University of Coimbra specializing in financial engineering, operations research, and finance.

Top concepts

FinanceEngineeringOperations ResearchFinancial EngineeringBusinessManagementTechnologyMarket DesignGenetic AlgorithmsAlgorithmic Trading

Publications per year

2016–2017

2

Publications

2

Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules

Luís Lobato Macedo, Pedro Godinho, Maria João Alves · Expert Systems with Applications · 2017 · 104 citations · Full text

Mathematical Programming, Portfolio Optimization, Engineering +13

A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm

Luís Lobato Macedo, Pedro Godinho, Maria João Alves · Computational Economics · 2016 · 16 citations · Full text

Engineering, Genetic Algorithms, Industrial Engineering +13

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