Mudanças entre as edições de "Material Bibliográfico CADF (livros, artigos, apresentações e outras referências)"

De LCAD
Ir para: navegação, pesquisa
(→‎Artigos)
Linha 6: Linha 6:
  
 
== Artigos ==
 
== Artigos ==
 +
 
# Philip Treleaven, Michal Galas, Vidhi Lalchand, Algorithmic Trading Review, Communications of the ACM, Vol. 56 No. 11 Pages 76-85
 
# Philip Treleaven, Michal Galas, Vidhi Lalchand, Algorithmic Trading Review, Communications of the ACM, Vol. 56 No. 11 Pages 76-85
 +
 
# Jacob Loveless, Online algorithms in high-frequency trading, Communications of the ACM CACM Volume 56 Issue 10, October 2013 Pages 50-56  
 
# Jacob Loveless, Online algorithms in high-frequency trading, Communications of the ACM CACM Volume 56 Issue 10, October 2013 Pages 50-56  
 +
 
# Jacob Loveless, Barbarians at the Gateways, Queue - High-frequency Trading Queue Volume 11 Issue 8, August 2013  
 
# Jacob Loveless, Barbarians at the Gateways, Queue - High-frequency Trading Queue Volume 11 Issue 8, August 2013  
 +
 
# Fabio Daros Freitas, Christian Daros Freitas, Alberto Ferreira De Souza, System architecture for on-line optimization of automated trading strategies, WHPCF '13 Proceedings of the 6th Workshop on High Performance Computational Finance
 
# Fabio Daros Freitas, Christian Daros Freitas, Alberto Ferreira De Souza, System architecture for on-line optimization of automated trading strategies, WHPCF '13 Proceedings of the 6th Workshop on High Performance Computational Finance
 +
 
# 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]
 +
 
# E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 [http://www.bracil.net/finance/papers/TsangMartinez-CompFinance-Ieee_conneCtIonS2004.pdf]
 
# E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 [http://www.bracil.net/finance/papers/TsangMartinez-CompFinance-Ieee_conneCtIonS2004.pdf]
 +
 
# 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.]
  

Edição das 13h53min de 3 de julho de 2015

Livros

  1. Irene Aldridge. High-Frequency Trading: A Practical Guide to Algorithmic Strategies anTrading Systems (Wiley), 2009 - [1]
  2. Rishi K Narang . Inside the Black Box: The Simple Truth About Quantitative Trading, (Wiley) 2009 - [2]
  3. Ralph Vince. The Mathematics of Money Management: Risk Analysis Techniques for Traders, (Wiley), 1992 - [3]

Artigos

  1. Philip Treleaven, Michal Galas, Vidhi Lalchand, Algorithmic Trading Review, Communications of the ACM, Vol. 56 No. 11 Pages 76-85
  1. Jacob Loveless, Online algorithms in high-frequency trading, Communications of the ACM CACM Volume 56 Issue 10, October 2013 Pages 50-56
  1. Jacob Loveless, Barbarians at the Gateways, Queue - High-frequency Trading Queue Volume 11 Issue 8, August 2013
  1. Fabio Daros Freitas, Christian Daros Freitas, Alberto Ferreira De Souza, System architecture for on-line optimization of automated trading strategies, WHPCF '13 Proceedings of the 6th Workshop on High Performance Computational Finance
  1. Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model using neural networks. Neurocomputing 2009; 72(10–12):2155–2170. DOI: [4]
  1. E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 [5]
  1. 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.
  1. 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
  1. 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. [6]
  1. 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: [7]

Apresentações

  1. Tópicos em Finanças Computacionais (26/09/2012 - LCAD)

Outras Referências

  1. Computational Finance (Wikipedia)
  2. Computational Finance and Economics Research Laboratory (Univ. of Essex)
  3. Computational Intelligence (Wikipedia)
Disponível em "http://www.lcad.inf.ufes.br/wiki/index.php?title=Material_Bibliográfico_CADF_(livros,_artigos,_apresentações_e_outras_referências)&oldid=81048"