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. 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)