Mudanças entre as edições de "Material Bibliográfico CADF (livros, artigos, apresentações e outras referências)"
Linha 7: | Linha 7: | ||
== Artigos == | == Artigos == | ||
− | E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational | + | # E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 |
− | Intelligence Society Newsletter, August 2004, 3-8 | ||
− | Brabazon A, O’Neill M, Dempsey I. An introduction to evolutionary computation in | + | # 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. |
− | 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 | + | # 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 |
− | 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 | + | # 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 |
− | 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. | ||
---- | ---- |
Edição das 17h37min 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]