Adriano C. M. Pereira

Adriano C. M. Pereira
Federal University of Minas Gerais | UFMG · Departamento de Ciência da Computação

PhD

About

161
Publications
88,454
Reads
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1,966
Citations
Citations since 2017
65 Research Items
1700 Citations
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Introduction
Research interests include e-Business, e-Commerce, Workload Characterization, Distributed Systems, Web 2.0, Social Networks, Web Technologies, Business Intelligence, Data Science, Financial Markets and Algorithmic Trading. Before Academy, he had worked for eight years for a start-up company, in areas such as e-commerce, dynamic pricing, retail revenue management, and performance analysis of computer systems. Experiences with industry and applied research include projects with Universo OnLine S/A (UOL – since 2008), TeamQuest (2001-2005), CGI.br (Brazilian Internet Management Committee – since 2009), CEMIG and CEB (Energy companies – 2005-2007), S10i (www.smarttbot.com – since 2013), W3C (www.w3c.br - since 2009). Curriculum Vitae available at http://lattes.cnpq.br/6813736989856243
Additional affiliations
August 2018 - present
Federal University of Minas Gerais
Position
  • Professor (Associate)
August 2012 - August 2018
Federal University of Minas Gerais
Position
  • Professor (Associate)
November 2009 - August 2012
Centro Federal de Educação Tecnológica de Minas Gerais
Position
  • Professor (Assistant)

Publications

Publications (161)
Conference Paper
Nowadays, most e-commerce and entertainment services have adopted interactive Recommender Systems (RS) to guide the entire journey of users into the system. This task has been addressed as a Multi-Armed Bandit problem where systems must continuously learn and recommend at each iteration. However, despite the recent advances, there is still a lack o...
Chapter
Online recommendation task has been recognized as a Multi-Armed Bandit (MAB) problem. Despite the recent advances, there still needs to be more consensus on the best practices to evaluate such bandit solutions. Recently, we observed two complementary frameworks that allow us to evaluate bandit solutions more accurately: iRec and OBP. The first has...
Article
Full-text available
Portfolio optimisation is a core problem in quantitative finance and scenario generation techniques play a crucial role in simulating the future behaviour of the assets that can be used in allocation strategies. In the literature, there are different approaches to generating scenarios, from historical observations to models that predict the volatil...
Article
Nowadays, Recommender Systems have played a crucial role in several entertainment scenarios by making personalised recommendations and guiding the entire users’ journey from their first interaction. Recent works have addressed it as a Contextual Bandit by providing a sequential decision model to explore items not tried yet (or not tried enough) or...
Article
Full-text available
O mercado de capitais tem crescido a cada dia e desempenhado um importante papel entre as pessoas físicas que querem investir e as empresas que precisam capitalizar-se para expandir o seu negócio. Em especial, o investimento no mercado de ações é uma das formas mais rápidas e atrativas de obter lucros consideráveis em um curto espaço de tempo. Poré...
Article
This work is a companion reproducibility paper that presents a framework to reproduce our previous experiments and results reported in Werneck et al. (2021). In that previous paper, we introduced a systematic mapping process of points-of-interest (POI) recommendation methods and provided a uniform evaluation methodology based on metrics covering di...
Article
Recommender Systems (RSs) have assumed a crucial role in several digital companies by directly affecting their key performance indicators. Nowadays, in this era of big data, the information available about users and items has been continually updated and the application of traditional batch learning paradigms has become more restricted. In this sen...
Chapter
Full-text available
The recent success of distinct e-commerce systems has driven many fashion companies into the online marketplace, allowing consumers to quickly and easily access a worldwide network of brands. However, to succeed in this scenario, it is necessary to provide a tailored, personalized, and reliable fashion shopping experience. Moreover, unfortunately,...
Conference Paper
Full-text available
The World Wide Web emerged more than three decades ago, and even after all this time, accessibility is still challenging and a major obstacle for it to be universal and inclusive. Despite W3C eff orts to standardize and publish best practices towards a more accessible Web, we still lack methodologies and tools to collect Web content, measure and as...
Article
The emergence of Location-based social networks (LBSNs) in recent years has boosted improvements in Recommender Systems for a new and specific task: the recommendation of points-of-interest (POI). Despite all the blunt advances recently observed, the area still lacks an updated and consolidated view about the main limitations, common assumptions, a...
Article
Nowadays, recommender systems play an important role in several Location-Based Social Networks (LBSNs). The current advances have considered the trade-off between accuracy and diversity to help users to discover and explore new points-of-interest (POI). However, differently from traditional recommendation scenarios, other equally relevant dimension...
Conference Paper
Forecasting financial time series is a problem studied by researchers from different fields, who are looking for effective ways to achieve financial gains. Over time, many authors conducted studies on the possible predictability of the series through different statistical tests, and recently several papers explore the application of machine learnin...
Conference Paper
Automated stock trading is now the de-facto way that investors have chosen to obtain high profits in the stock market while keeping risk under control. One of the approaches is to create agents employing Reinforcement Learning (RL) algorithms to learn and decide whether or not to operate in the market in order to achieve maximum profit. Automated f...
Conference Paper
Full-text available
Nowadays, Recommender Systems (RS) have been applied in most of Location-Based Social Networks (LBSNs). In general, these RSs aim to provide the best points-of-interest (POIs) to users, encouraging them to visit new places or explore more of their preferences. Despite the researches advances in this scenario, there is an opportunity for improvement...
Article
Full-text available
Neste trabalho foi desenvolvido um metaclassificador baseado em métodos de inteligência computacional para prever tendências em séries temporais financeiras. O kernel do metaclassificador foi baseado na ferramenta (Weka). Sete classificadores foram combinados para realizar a metaclassificação. Testes foram realizados com nove ativos da Bolsa de Val...
Article
A financial asset price-forecasting model based on damped driven harmonic oscillator is presented. It is inspired on the idea that in the price fluctuations a restoring force to a supposed fair price, besides inertia and dissipation, could take place. The model is evaluated in an emerging market, which is of the Brazilian stock exchange BM&FBovespa...
Article
One of the solutions for handling and treating the diverse data related to the sustainability of an agroecosystem is the use of Information Systems and Internet of Things. In this work, we adopt a methodology called Indicators of Sustainability in Agroecosystems (Indicadores de Sustentabilidade em Agroecossistemas – ISA), implement an information s...
Article
Full-text available
Este trabalho realiza a caracterização e análise dos dados de séries temporais de cotações históricas de 9 ativos (i.e., BBAS3, PETR4, JBSS3, KROT3, LAME4, MRVE4, NATU3, RADL3 e TIMP3) de segmentos distintos do índice Bovespa (Ibovespa) com a proposta de avaliar 8 modelos de classificação. Além disso, propõe a utilização da combinação de modelos de...
Article
Full-text available
Abstract The competitive dynamics of the globalized market demand information on the internal and external reality of corporations. Information is a precious asset and is responsible for establishing key advantages to enable companies to maintain their leadership. However, reliable, rich information is no longer the only goal. The time frame to ext...
Conference Paper
Online social networks provide a bunch of useful information that can help to solve different problems. In this context, we present a data characterization and analysis of Stocktwits, a financial online social network, in order to get insights and views that can be applied to financial markets and algorithmic trading (e-commerce). Furthermore, we c...
Conference Paper
Nowadays, Recommender Systems (RSs) have been used to help users to discover relevant Points Of Interest (POI) in Location Based Social Network (LBSN), such as Yelp and FourSquare. Due to the main challenges of data sparsity and the geographic influence in this scenario, most of works about POI recommendations has only focused on improving the syst...
Conference Paper
Recommender Systems (RS) have been applied in several scenarios due to their ability to satisfy the user's interest. Traditionally, they have been applied in scenarios such as entertainment and e-commerce, and nowadays, in Location Based Social Network (LBSN) to recommend points-of-interest (POIs). Despite the advances in traditional scenarios, the...
Conference Paper
Nowadays, streaming companies, such as YouTube and Netflix, have prospered in Web multimedia market. In addition to presenting creative and engaging content, these companies have attracted users with a new standard to watch videos. Contrary to the traditional model, these services have used a nonlinear model, which users decide what, when and where...
Article
Sentiment analysis has become a key tool for several social media applications, including, analysis of user’s opinions about products and services, support for politics during campaigns and even identification of market trending. Multiple existing sentiment analysis methods explore different techniques, usually relying on lexical resources or learn...
Article
Full-text available
In this paper, we present a novel multimodal approach to estimate tension levels in news videos. The news media constitute a particular type of discourse and has become a central part of the modern-day lives of millions of people. In this context, it is important to study how the news industry affects human life and how it works. To support such a...
Preprint
Full-text available
The competitive dynamics of the globalized market demand information on the internal and external reality of corporations. Information is a precious asset and is responsible for establishing key advantages to enable companies to maintain their leadership. However, reliable, rich information is no longer the only goal. The time frame to extract info...
Preprint
Full-text available
Agriculture is one of the most critical activities developed today by humankind and is in constant technical evolution to supply food and other essential products to everlasting and increasing demand. New machines, seeds, and fertilizers were developed to increase the productivity of cultivated areas. It is estimated that by 2050 we will have a pop...
Article
Full-text available
Background: The application of artificial intelligence (AI) opens an interesting perspective for predicting injury risk and performance in team sports. A better understanding of the techniques of AI employed and of the sports that are using AI is clearly warranted. The purpose of this study is to identify which AI approaches have been applied to i...
Article
Full-text available
Background:The application of artificial intelligence (AI) opens an interesting perspective for predicting injury risk and performance in team sports. A better understanding of the techniques of AI employed and of the sports that are using AI is clearly warranted. The purpose of this study is to identify which AI approaches have been applied to inv...
Chapter
Converting first-time users into recurring ones is key to the success of Web-based applications. This problem is known as Pure Cold-Start and it refers to the capability of Recommender Systems (RSs) to provide useful recommendations to users without historical data. Traditionally, RSs assume that non-personalized recommendation can mitigate this pr...
Article
Full-text available
Atualmente grandes volumes de dados são gerados e coletados por meio de sensores, dispositivos e redes sociais. A capacidade de lidar com grandes massas de dados tornou-se um importante fator para o sucesso de muitas organizações, exigindo, cada vez mais, a utilização de processamento paralelo e distribuído. Para auxiliar os desenvolvedores a proje...
Conference Paper
Full-text available
Nowadays, the non-linear multimedia services, such as Netflix and YouTube, have become increasingly popular. In this scenario, the users deciding what, where and when to consume the contents. This behavioral change led the content-producing companies outsource tasks related to video distribution to content-management companies, which are specialize...
Conference Paper
Full-text available
The investment market has been growing every day, performing an important role in the lives of individuals and corporations. Therefore, there is a need to better understand the situations that occur in the capital market, by means of strategies and indicators that can assist in pattern recognition, analisys and investiment decisions. This work perf...
Article
The success of Web-based applications depends on their ability to convert first-time users into recurring ones. This problem is known as Pure Cold-Start and it refers to the capability of Recommender Systems (RSs) providing useful recommendations to users without historical data. Traditionally, the systems assume that items biased by popularity, re...
Conference Paper
O StockTwits é um microblog social cada vez mais popular e voltado para o público interessado em mercado financeiro. Neste trabalho, o porquê de empresas distintas serem citadas juntas no StockTwits é investigado. Além disso, analisamos como utilizar essa informação para auxiliar na tomada de decisão no mercado de ações. Especificamente, é proposta...
Article
Full-text available
This paper proposes a combined approach of two machine learning techniques for financial time series classification. Boltzmann Restricted Machines (RBM) were used as the latent features extractor and Support Vector Machines (SVM) as the classifier. Tests were performed with real data of five assets from Brazilian Stock Market. The results of the co...
Article
Full-text available
This paper presents Fraud-BNC, a customized Bayesian Network Classifier (BNC) algorithm for a real credit card fraud detection problem. The task of creating Fraud-BNC was automatically performed by a Hyper-Heuristic Evolutionary Algorithm (HHEA), which organizes the knowledge about the BNC algorithms into a taxonomy and searches for the best combin...
Chapter
Full-text available
Recommender systems (RSs) have become essential tools in e-commerce applications, helping users in the decision-making process. Evaluation on these tools is, however, a major divergence point nowadays, since there is no consensus regarding which metrics are necessary to consolidate new RSs. For this reason, distinct frameworks have been developed t...
Article
Desambiguar entidades em fluxos de mensagens extraídos de mídias sociais é um novo desafio na área de processamento de linguagem natural. O baixo teor informacional e a má formação sintática desse tipo de texto prejudicam a aplicação de abordagens clássicas para resolver este problema. Neste trabalho, é proposta uma modelagem contextual das mensage...
Conference Paper
Full-text available
Recommender Systems (RSs) have assumed a prominent role in e-commerce domains, affecting decisively distinct business phases, such as convert new users into customers. The total absence of information about new users is one of the main challenges in this area, and it is known in the literature as Ramp-up Problem. In this scenario, non-personalized...
Conference Paper
Recently, Multimedia Web content has gotten so much popular worldwide (e.g., YouTube and Netflix). Traditional corporations are also contracting online multimedia platforms to provide content to their users. These services are called non-UGC (non User Generated Content), where these companies produce and publish content for client consumption. In t...
Article
Full-text available
This work addresses the development of a computational model of visual attention to perform the automatic summarization of digital videos from television archives. Although the television system represents one of the most fascinating media phenomena ever created, we still observe the absence of effective solutions for content-based information retr...
Article
Full-text available
This work addresses the development of a novel computer-aided methodology for discourse analysis of TV newscasts. A TV newscast constitutes a particular type of discourse and has become a central part of the modern-day lives of millions of people. It is important to understand how this media content works and how it affects human life. To support t...
Conference Paper
Full-text available
Due to the large amount of data generated in electronic transactions, to find the best set of features is an essential task to identify frauds. Fraud detection is a specific application of anomaly detection, characterized by a large imbalance between the classes, which can be a detrimental factor for feature selection techniques. In this work we ev...
Article
A new differential equation based model for stock price trend forecast is proposed as a tool to investigate efficiency in an emerging market. Its predictive power showed statistically to be higher than the one of a completely random model, signaling towards the presence of arbitrage opportunities. Conditions for accuracy to be enhanced are investig...
Conference Paper
It has been broadly discussed over the last years about the growth and popularity of the Internet and, more specifically, about the World Wide Web and its services and applications. Despite being common sense, acquiring indicators about this growth and characteristics of the whole Web, or event parts of it, is a big challenge, which can be explaine...
Conference Paper
Full-text available
This paper presents a novel approach to perform sentiment analysis of news videos, based on the fusion of audio, textual and visual clues extracted from their contents. The proposed approach aims at contributing to the semiodiscoursive study regarding the construction of the ethos (identity) of this media universe, which has become a central part o...
Conference Paper
Full-text available
Sistemas de informação que tem por objetivo realizar previsões em séries temporais financeiras e negociar a partir destas estão sujeitos a diversos riscos, pois o mercado acionário sofre influências de diferentes origens continuamente. O estudo das finanças quantitativas aborda métodos para tratamento de problemas desta natureza, fato que se dá, pr...
Article
Full-text available
This paper presents a novel approach to perform sentiment analysis of news videos, based on the fusion of audio, textual and visual clues extracted from their contents. The proposed approach aims at contributing to the semiodiscoursive study regarding the construction of the ethos (identity) of this media universe, which has become a central part o...
Conference Paper
Full-text available
Sentiment analysis has become a key tool for several social media applications, including analysis of user's opinions about products and services, support to politics during campaigns and even for market trending. There are multiple existing sentiment analysis methods that explore different techniques, usually relying on lexical resources or learni...
Conference Paper
Full-text available
This paper presents a multimodal approach to perform content-based sentiment analysis in TV newscasts videos in order to assist in the automatic estimation of polarity tension of TV news. The proposed approach aims to contribute to the semiodiscoursive study relative to the construction of ethos of those TV shows. In order to achieve this goal, it...
Conference Paper
Full-text available
Sentiment analysis has been applied in many contexts, including user reviews analysis on products and services, trends and financial market moods. Established methods for sentiment analysis present a behavior that varies according to the application and its lexical base, generating different results among them. In this paper, a new sentiment analys...
Conference Paper
Full-text available
The use of social networks and the Web is growing every day, generating a lot of data that can aggregate value to different applications. In financial market, there is a need to better understand the situations that occur in the capital market, through negotiation strategies and technical indicators that can assist in analysis and investment decisi...
Conference Paper
Full-text available