Mudanças entre as edições de "Material Bibliográfico CADF (livros, artigos, apresentações e outras referências)"
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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] | # 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] | ||
# 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] | # 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] | ||
| − | # Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model using neural networks. Neurocomputing 2009; 72(10–12) | + | # 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. | ||
Edição atual tal como às 13h57min de 3 de julho de 2015
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
- Philip Treleaven, Michal Galas, Vidhi Lalchand, Algorithmic Trading Review, Communications of the ACM, Vol. 56 No. 11 Pages 76-85 [4]
- Jacob Loveless, Online algorithms in high-frequency trading, Communications of the ACM CACM Volume 56 Issue 10, October 2013 Pages 50-56 [5]
- Jacob Loveless, Barbarians at the Gateways, Queue - High-frequency Trading Queue Volume 11 Issue 8, August 2013 [6]
- 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]
- Freitas FD, De Souza AF, Almeida AR. Prediction-based portfolio optimization model using neural networks. Neurocomputing 2009; 72(10–12)[8]
- E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 [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.
- 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. [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]
