Alberto Ferreira de Souza

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This work presents a new prediction-based portfolio optimization model that can capture short-term investment opportunities. We used neural network predictors to predict stocks’ returns and derived a risk measure, based on the prediction errors, that have the same statistical foundation of the mean-variance model. The efficient diversification effects holds(More)
Very long instruction word (VLIW) machines potentially provide the most direct way to exploit instruction-level parallelism; however, they cannot be used to emulate current general-purpose instruction set architectures. In addition, programs scheduled for a particular implementation of a VLIW model cannot be guaranteed to be binary compatible with other(More)
The objective of this study is to investigate the presence of anti-nucleosome (anti-NCS) and anti-chromatin (anti-CRT) antibodies in patients with cutaneous lupus erythematosus (CLE) compared with active and inactive systemic lupus erythematosus (SLE). A total of 154 subjects were evaluated: 54 patients presenting CLE, 66 patients with active SLE and 34(More)
In automated multi-label text categorization, an automatic categorization system should output a label set, whose size is unknown a priori, for each document under analysis. Many machine learning techniques have been used for building such automatic text categorization systems. In this paper, we examine virtual generalizing random access memory weightless(More)
An important logistics application of robotics involves manipulators that pick-and-place objects placed in warehouse shelves. A critical aspect of this task corresponds to detecting the pose of a known object in the shelf using visual data. Solving this problem can be assisted by the use of an RGBD sensor, which also provides depth information beyond visual(More)
Virtual Generalizing Random Access Memory Weightless Neural Networks (Vg-ram wnn) are effective machine learning tools that offer simple implementation and fast training and test. We examined the performance of Vg-ram wnn on face recognition using a well known face database—the AR Face Database. We evaluated two Vgram wnn architectures configured with(More)
Techniques for categorization and clustering, range from support vector machines, neural networks to Bayesian inference and algebraic methods. The k-Nearest Neighbor Algorithm (KNN) is a popular example of the latter class of these algorithms. Recently, a slight modification of it has been proposed so that the Multi-Label k-Nearest Neighbor Algorithm(More)
In this work, we present an end-to-end framework for precise large-scale mapping with applications in autonomous driving. In special, the problem of mapping complex environments, with features changing from tree-lined streets to urban areas with dense traffic, is studied. The robotic car is equipped with a odometry sensor, a 3D LiDAR Velodyne HDL-32E, a(More)