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

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== Artigos ==
 
== Artigos ==
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# Philip Treleaven, Michal Galas, Vidhi Lalchand, Algorithmic Trading Review, Communications of the ACM, Vol. 56 No. 11 Pages 76-85 [http://cacm.acm.org/magazines/2013/11/169035-algorithmic-trading-review/abstract]
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# Jacob Loveless, Online algorithms in high-frequency trading, Communications of the ACM CACM Volume 56 Issue 10, October 2013 Pages 50-56  [https://queue.acm.org/detail.cfm?id=2534976]
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# Jacob Loveless, Barbarians at the Gateways, Queue - High-frequency Trading Queue Volume 11 Issue 8, August 2013 [http://dl.acm.org/citation.cfm?id=2536492]
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# 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 [http://dl.acm.org/citation.cfm?id=2535563]
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# Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model using neural networks. Neurocomputing 2009; 72(10–12)[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.
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# 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.]
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# 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 ==  
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== Outras Referências ==  
 
== Outras Referências ==  
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# [http://en.wikipedia.org/wiki/Computational_finance Computational Finance (Wikipedia)]
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# [http://www.bracil.net/finance/Welcome.html Computational Finance and Economics Research Laboratory (Univ. of Essex)]
 
# [http://en.wikipedia.org/wiki/Computational_intelligence Computational Intelligence (Wikipedia)]
 
# [http://en.wikipedia.org/wiki/Computational_intelligence Computational Intelligence (Wikipedia)]
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# [http://www.bracil.net/finance/Welcome.html Computational Finance and Economics Research Laboratory (Univ. of Essex)]
 

Edição atual tal como às 13h57min 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 [4]
  2. Jacob Loveless, Online algorithms in high-frequency trading, Communications of the ACM CACM Volume 56 Issue 10, October 2013 Pages 50-56 [5]
  3. Jacob Loveless, Barbarians at the Gateways, Queue - High-frequency Trading Queue Volume 11 Issue 8, August 2013 [6]
  4. 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 [7]
  5. Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model using neural networks. Neurocomputing 2009; 72(10–12)[8]
  6. E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 [9]
  7. 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.
  8. 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
  9. 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. [10]
  10. 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: [11]

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)
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