Material Bibliográfico CADF (livros, artigos, apresentações e outras referências)

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. E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 [4]
2. 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.
3. 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
4. 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]
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]
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]

Apresentações

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

Outras Referências

1. [8]
2. Computational Finance and Economics Research Laboratory (Univ. of Essex)
3. Computational Intelligence (Wikipedia)