Mudanças entre as edições de "Material Bibliográfico CADF (livros, artigos, apresentações e outras referências)"
| Linha 1: | Linha 1: | ||
== Livros == | == Livros == | ||
| − | # Irene Aldridge. High-Frequency Trading: A Practical Guide to Algorithmic Strategies anTrading Systems (Wiley), 2009 | + | # Irene Aldridge. High-Frequency Trading: A Practical Guide to Algorithmic Strategies anTrading Systems (Wiley), 2009 - [http://www.hftradingbook.com/content/] |
| − | # Rishi K Narang . Inside the Black Box: The Simple Truth About Quantitative Trading, (Wiley) 2009 | + | # Rishi K Narang . Inside the Black Box: The Simple Truth About Quantitative Trading, (Wiley) 2009 - [http://www.thequantbook.com/] |
| − | # Ralph Vince. The Mathematics of Money Management: Risk Analysis Techniques for Traders, (Wiley), 1992 | + | # Ralph Vince. The Mathematics of Money Management: Risk Analysis Techniques for Traders, (Wiley), 1992 - [http://www.amazon.com/The-Mathematics-Money-Management-Techniques/dp/0471547387] |
== Artigos == | == Artigos == | ||
| Linha 9: | Linha 9: | ||
# 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. | # 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 | # 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 | + | # 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. | + | # 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. DOI: http://dx.doi.org/10.1016/j.neucom.2008.08.019 | + | # Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model using neural networks. Neurocomputing 2009; 72(10–12):2155–2170. DOI: [http://dx.doi.org/10.1016/j.neucom.2008.08.019] |
== Apresentações == | == Apresentações == | ||
Edição das 18h05min de 9 de outubro de 2012
Livros
- Irene Aldridge. High-Frequency Trading: A Practical Guide to Algorithmic Strategies anTrading Systems (Wiley), 2009 - [1]
- Rishi K Narang . Inside the Black Box: The Simple Truth About Quantitative Trading, (Wiley) 2009 - [2]
- Ralph Vince. The Mathematics of Money Management: Risk Analysis Techniques for Traders, (Wiley), 1992 - [3]
Artigos
- E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 [4]
- 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. [5]
- 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: [6]
- Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model using neural networks. Neurocomputing 2009; 72(10–12):2155–2170. DOI: [7]
