| 1 | Raudys, Aistis; Goldstein, Edvinas. Forecasting detrended volatility risk and financial price series using LSTM neural networks and XGBoost regressor // Journal of risk and financial management. Basel : MDPI. ISSN 1911-8074. 2022, vol. 15, iss. 12, art. no. 602, p. [1-12]. DOI: 10.3390/jrfm15120602. |
| 2 | Raudys, Šarūnas; Raudys, Aistis; Pabarškaitė, Židrina; Liubavičiūtė, Aušra. Immunology-based sustainable portfolio management // Sustainability. Basel : MDPI. eISSN 2071-1050. 2022, vol. 14, iss. 5, art. no. 2531, p. [1-11]. DOI: 10.3390/su14052531. |
| 3 | Kadzhaia, Volodymyr; Raudys, Aistis. Distributed machine learning for IoT // Vilnius University Open Series: Konferencijos „Lietuvos magistrantų informatikos ir IT tyrimai“ darbai", 2022 m. gegužės 16 d. Vilnius : Vilniaus universiteto leidykla / Vilnius University Press, 2022. eISBN 9786090707425. eISSN 2669-0535. p. 36-43. DOI: 10.15388/LMITT.2022.4. |
| 4 | Radzevičius, Arnas; Raudys, Aistis; Kasparaitis, Pijus. Speech synthesis using stressed sample labels for languages with higher degree of phonemic orthography // Information and software technologies: 27th international conference, ICIST 2021, Kaunas, Lithuania, October 14–16, 2021: proceedings / A. Lopata, D. Gudonienė, R. Butkienė (eds.). Cham : Springer, 2021. ISBN 9783030883034. eISBN 9783030883041. p. 378-387. (Communications in computer and information science, ISSN 1865-0929, eISSN 1865-0937 ; vol. 1486). DOI: 10.1007/978-3-030-88304-1_30. |
| 5 | Raudys, Aistis; Šubonienė, Aušra. A review of self-balancing robot reinforcement learning algorithms // Information and software technologies: 26th international conference, ICIST 2020, Kaunas, Lithuania, October 15-17, 2020: proceedings / A. Lopata, R. Butkienė, D. Gudonienė, V. Sukackė (eds.). Cham : Springer, 2020. ISBN 9783030595050. eISBN 9783030595067. p. 159-170. (Communications in computer and information science, ISSN 1865-0929, eISSN 1865-0937 ; vol. 1283). DOI: 10.1007/978-3-030-59506-7_14. |
| 6 | Blažiūnas, Saulius; Raudys, Aistis. Comparative study of neural networks and decision trees for application in trading financial futures // Deep-ML 2019 : 2019 international conference on deep learning and machine learning in emerging applications, 26–28 August 2019, Istanbul, Turkey : proceedings. Piscataway : IEEE. 2019, p. 33-38. DOI: 10.1109/Deep-ML.2019.00015. |
| 7 | Plikynas, Darius; Sakalauskas, Leonidas; Raudys, Aistis. Conceptual modelling of brain state dynamics as free energy and entropy-based processes // Informatica. Vilnius : Vilniaus universiteto Matematikos ir informatikos institutas. ISSN 0868-4952. eISSN 1822-8844. 2019, vol. 30, no. 4, p. 749-780. DOI: 10.15388/Informatica.2019.228. |
| 8 | Raudys, Šarūnas; Raudys, Aistis; Pabarškaitė, Židrina. Dynamically controlled length of training data for sustainable portfolio selection // Sustainability. Basel : MDPI AG. ISSN 2071-1050. 2018, vol. 10, no 6, art. no 1911, p. 1-10. DOI: 10.3390/su10061911. |
| 9 | Raudys, Aistis; Pabarškaitė, Židrina. Optimising the smoothness and accuracy of moving average for stock price data // Technological and economic development of economy. Vilnius : VGTU Press. ISSN 2029-4913. eISSN 2029-4921. 2018, vol. 24, no. 3, p. 984-1003. DOI: 10.3846/20294913.2016.1216906. |
| 10 | Raudys, Aistis. Portfolio of global futures algorithmic trading strategies for best out-of-sample performance // Business information systems (BIS 2016) : 19th international conference on business information systems, Leipzig, Germany, July, 6-8, 2016 : proceedings/ edited by: Abramowicz, W; Alt, R; Franczyk, B . - Book series: Lecture Notes in Business Information Processing. Vol. 255. ISSN: 1865-1348. Cham : Springer International Publishing, 2016. ISBN 9783319394268. eISBN 9783319394268. p. 424-435. DOI: 10.1007/978-3-319-39426-8_33. |
| 11 | Raudys, Šarūnas; Fumera, Giorgio; Raudys, Aistis; Pillai, Ignazio. Sample size issues in the choice between the best classifier and fusion by trainable combiners // Intelligent data engineering and automated learning : IDEAL 2014 : 15th International Conference, Salamanca, Spain, September 10-12, 2014 : proceedings / editors : Corchado, E., Lozano, J.A., Quintián, H., Yin, H. - Book series: Lecture notes in computer science, Vol. 8669. ISSN 0302-974. Cham : Springer International Publishing, 2014. ISBN 9783319108407. p. 45-52. DOI: 10.1007/978-3-319-10840-7_6. |
| 12 | Raudys, Šarūnas; Raudys, Aistis; Pabarškaitė, Židrina. Sustainable economy inspired large-scale feed-forward portfolio construction // Technological and economic development of economy = Ūkio technologinis ir ekonominis vystymas : Baltic journal on sustainability / Vilniaus Gedimino technikos universitetas. Vilnius : Technika. ISSN 2029-4913. 2014, vol. 20, no. 1, p. 79-96. DOI: 10.3846/20294913.2014.889773. |
| 13 | Raudys, Aistis; Plikynas, Darius; Masteika, Saulius. Novel automated multi-agent investment system based on simulation of self-excitatory oscillations // Transformations in business and economics / Vilnius University. Kaunas Faculty of Humanities, Brno University of Technology. Faculty of Business and Management, University of Latvia. Faculty of Management and Economics. Vilnius : Vilniaus universiteto leidykla. ISSN 1648-4460. 2014, Vol. 13, no. 2, p. 78-90. |
| 14 | Raudys, Aistis. Optimal negative weight moving average for stock price series smoothing // 2014 IEEE conference on computational intelligence for financial engineering and economics (CIFEr) : proceedings, 27-28 March, 2014, London. IEEE, 2014. ISBN 9781479923809. p. 239-246. DOI: 10.1109/CIFEr.2014.6924079. |
| 15 | Raudys, Aistis; Mohr, Esther; Schmidt, Günter. How (in)efficient is after-hours trading? // 2013 IEEE conference on computational intelligence for financial engineering and economics (CIFEr) : proceedings, 16-19 April, 2013, Singapore. IEEE, 2013. ISBN 9781467359214. p. 27-33. DOI: 10.1109/CIFEr.2013.6611693. |
| 16 | Raudys, Aistis; Lenčiauskas, Vaidotas; Malčius, Edmundas. Moving averages for financial data smoothing // Information and software technologies : 19th international conference, ICIST 2013, Kaunas, Lithuania, October 2013 : proceedings / edited by Tomas Skersys, Rimantas Butleris, Rita Butkienė. Series : Communications in computer and information science. Vol. 319 (ISSN 1865-0929). Berlin : Springer, 2013. ISBN 9783642419461. p. 34-45. |
| 17 | Paukštė, Andrius; Raudys, Aistis. Intraday forex bid/ask spread patterns - analysis and forecasting // 2013 IEEE conference on computational intelligence for financial engineering and economics (CIFEr) : proceedings, 16-19 April, 2013, Singapore. Singapore : IEEE, 2013. ISBN 9781467359214. p. 118-121. |
| 18 | Raudys, Aistis; Pabarškaitė, Židrina. Discrete portfolio optimisation for large scale systematic trading applications // BMEI 2012 : proceedings of the 5th international conference on biomedical engineering and informatics, 16-18 October 2012, Chongqing, China. IEEE, 2012. ISBN 9781467311830. p. 1566-1570. DOI: 10.1109/BMEI.2012.6513138. |
| 19 | Raudys, Aistis. Forecasting US equity liquidity seasonality // ICPRAM 2012 : proceedings of the 1st international conference on pattern recognition applications and methods, 6-8 February, 2012, Algarve, Portugal / Pedro Latorre Carmona, J. Salvador Sánchez, Ana L. N. Fred (Eds.). Algarve : SciTePress, 2012. ISBN 9789898425997. p. 380-386. |
| 20 | Raudys, Šarūnas; Raudys, Aistis. Three decision making levels in portfolio management // CIFEr 2012 : IEEE conference on computational intelligence for financial engineering & economics, March 2012, New York, USA : proceedings. New York : IEEE, 2012. ISBN 9781467318037. p. 220-227. Prieiga per internetą: <http://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=6327795> [žiūrėta 2013-11-12]. |
| 21 | Raudys, Šarūnas; Raudys, Aistis; Pabarškaitė, Židrina. Multi-agent system based portfolio management in prior-to-crisis and crisis period // Intelligent systems design and applications : 12th international conference, Kochi, India, November 27-29, 2012 : proceedings. New York : IEEE, 2012. ISBN 9781467351171. p. 279-284. |
| 22 | Raudys, Aistis; Sirvydis, Lukas; Lisovskij, Karol. Synthetic history for exchange traded funds // Business information systems : 15th international conference, BIS 2012, Vilnius, Lithuania, May 21-23, 2012: proceedings.- Series: Lecture notes in business information processing (ISSN 1865-1348), Vol. 117 / Editors : Witold Abramowicz, Dalia Kriksciuniene and Virgilijus Sakalauskas. Berlin : Springer, 2012. ISBN 9783642253690. p. 224-235. |
| 23 | Raudys, Šarūnas; Raudys, Aistis. High frequency trading portfolio optimisation: integration of financial and human factors // ISDA 2011 : Intelligent systems design and applications : 11th international conference, November 22-24, 2011 - Córdoba, Spain. Cordoba : IEEE, 2011. ISBN 9781457716751. p. 696-701. |