Mudanças entre as edições de "Material Bibliográfico CADF (livros, artigos, apresentações e outras referências)"
Linha 1: | Linha 1: | ||
+ | == Livros == | ||
+ | |||
+ | # Irene Aldridge. High-Frequency Trading: A Practical Guide to Algorithmic Strategies anTrading Systems (Wiley), 2009 | ||
+ | # Rishi K Narang . Inside the Black Box: The Simple Truth About Quantitative Trading, (Wiley) 2009 | ||
+ | # Ralph Vince. The Mathematics of Money Management: Risk Analysis Techniques for Traders, (Wiley), 1992 | ||
+ | |||
+ | |||
== Artigos == | == Artigos == | ||
+ | E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational | ||
+ | Intelligence Society Newsletter, August 2004, 3-8 | ||
+ | |||
+ | Brabazon A, O’Neill M, Dempsey I. An introduction to evolutionary computation in | ||
+ | finance. IEEE Computational Intelligence Magazine 2008; 3(24):42–55. DOI: | ||
+ | 10.1109/MCI.2008.929841. | ||
+ | |||
+ | Freitas FD, De Souza AF, Almeida AR. Autoregressive neural network predictors in the | ||
+ | Brazilian stock market. VII Simpósio Brasileiro de Automação Inteligente (SBAI)/II IEEE | ||
+ | Latin American Robotics Symposium (IEEE-LARS), 2005 | ||
+ | |||
+ | De SOUZA, A. F.; FREITAS, F. D.; ALMEIDA, A. G. C. Fast learning and predicting of | ||
+ | stock returns with virtual generalized random access memory weightless neural | ||
+ | networks. Concurrency and Computation: Practice and Experience, John Wiley & Sons2011. http://dx.doi.org/10.1002/cpe.1772 | ||
+ | Ferreira TA, Vasconcelos GC, Adeodato PJ. A new intelligent system methodology for | ||
+ | time series forecasting with artificial neural networks. Neural Processing Letters 2008; | ||
+ | 28(2):113–129. DOI: http://dx.doi.org/10.1007/s11063-008-9085-x. | ||
+ | Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model | ||
+ | using neural networks. Neurocomputing 2009; 72(10–12):2155–2170. | ||
+ | |||
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== Apresentações == | == Apresentações == | ||
− | Tópicos em Finanças Computacionais | + | Tópicos em Finanças Computacionais (26/09/2012 - LCAD) |
[http://www.lcad.inf.ufes.br/~ffreitas/GP_CADF/topicos_financas_computacionais_2012_09_26.pdf] | [http://www.lcad.inf.ufes.br/~ffreitas/GP_CADF/topicos_financas_computacionais_2012_09_26.pdf] | ||
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Edição das 17h35min de 9 de outubro de 2012
Livros
- Irene Aldridge. High-Frequency Trading: A Practical Guide to Algorithmic Strategies anTrading Systems (Wiley), 2009
- Rishi K Narang . Inside the Black Box: The Simple Truth About Quantitative Trading, (Wiley) 2009
- Ralph Vince. The Mathematics of Money Management: Risk Analysis Techniques for Traders, (Wiley), 1992
Artigos
E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8
Brabazon A, O’Neill M, Dempsey I. An introduction to evolutionary computation in finance. IEEE Computational Intelligence Magazine 2008; 3(24):42–55. DOI: 10.1109/MCI.2008.929841.
Freitas FD, De Souza AF, Almeida AR. Autoregressive neural network predictors in the Brazilian stock market. VII Simpósio Brasileiro de Automação Inteligente (SBAI)/II IEEE Latin American Robotics Symposium (IEEE-LARS), 2005
De SOUZA, A. F.; FREITAS, F. D.; ALMEIDA, A. G. C. Fast learning and predicting of stock returns with virtual generalized random access memory weightless neural networks. Concurrency and Computation: Practice and Experience, John Wiley & Sons2011. http://dx.doi.org/10.1002/cpe.1772 Ferreira TA, Vasconcelos GC, Adeodato PJ. A new intelligent system methodology for time series forecasting with artificial neural networks. Neural Processing Letters 2008; 28(2):113–129. DOI: http://dx.doi.org/10.1007/s11063-008-9085-x. Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model using neural networks. Neurocomputing 2009; 72(10–12):2155–2170.
Apresentações
Tópicos em Finanças Computacionais (26/09/2012 - LCAD) [1]