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- SBRANA, A.; CASTRO, P. A. L. de. N-beats perceiver: A novel
approach for robust cryptocurrency portfolio forecasting. PREPRINT
(Version 1) available at Research Square, February 2023. Available at: https://doi.org/10.21203/rs.3.rs-2618277/v1.
- Nascimento, Fidel Esteves, CASTRO, P.A.L. Mitigating Risk
in Machine Learning-Based Portfolio Management: A Deep Reinforcement
Learning Approach. Proceeding of the International Conference on
Artificial Intelligence (ICAI), 2023.
- Sbrana, A., Pires, G., Debiaso Rossi, A.L., &
Castro, P.A.L. (2023). Binance Portfolio Forecasting Hourly VWAP
Dataset: Enabling Accurate and Robust Cryptocurrency Price and
Portfolio Forecasting. Submitted March 22, 2023.
- BERNARDINI, M; CASTRO, P. A. L Is
it a great Autonomous Trading Strategy or you are just fooling
yourself. 2021. Available at ArXiv: Click here
- DE CASTRO, PAULO ANDRÉ LIMA. mt5se: An Open Source Framework
for Building Autonomous Traders. 2021. Available
at ArXiv: Click
here
- TEODORO, ANDERSON R.B.; CASTRO, P. A. L. A Method to
identify anomalies in stock market trading based on
Probabilistic
Machine Learning. Journal of Autonomous Intelligence 2019;
2(2). doi:
10.32629/jai.v2i2.44.
- CASTRO, P. A. L.; ANNONI JUNIOR, R. SICHMAN, Jaime
Simão Análise
Autônoma de Investimento: Uma Abordagem
Probabilística
Discreta .Revista de Informática
Teórica e Aplicada
(RITA). vol. 25. num. 1. (Jan,2018).pp. 23-38. 2018. PDF
- CASTRO, P. A. L.; TEODORO, A.R.B., de CASTRO, L.I.;
Parsons, S. Expected
utility or prospect theory: Which better fits agent-based modeling of
markets? Journal of Computational Science (1877-7503). v.
17. pp. 97-102. 2016. PDF
- CASTRO, P. A. L.; ANNONI JUNIOR, R. . Towards Autonomous
Investment Analysts - helping people to make good investment decisions.
In: Future Technologies Conference (FTC 2016), San Francisco.
Proceedings of the Future Technologies Conference (FTC 2016).
San
Francisco: IEEE Press, 2016. PDF
- Castro, P. A. L. and S.
Parsons (2014). Modeling
agent’s preferences based on Prospect Theory.
In. Proccedings of the 8th Multidisciplinary Workshop on Advance in
Preference Handling (MPREF 2014). pp. 32-36. co-located with
AAAI-2014. PDF
- Castro, P. A. L. and S.
Parsons (2013). Towards
modeling securities markets as a society of heterogeneous trading agents.
In. Proccedings of the 15th International Workshop on Agent-Mediated
Electronic Commerce (AMEC 2013) co-located with AAMAS 2013. PDF
- Castro, P. A. L. and J. S.
Sichman (2013). Automated
asset
management
based on partially cooperative agents for a world of risks.
Applied Intelligence v.38, pp. 210-225. PDF
- Zuffo, V. M. M. and P. A. L.
Castro (2012). ADAM: An
autonomous
agent
for high-frequency currency trading in the brazilian market.
In Proceedings of VI Workshop-Escola de Sistemas de Agentes, seus
Ambientes e apliCações,
Florianópolis, Brazil, pp. 179-190. PDF
- Castro, P. A. L. and J. S.
Sichman (2011). COAST:
An
architecture
based on negotiation among competitive agents for automated asset
management. Proceedings of The 2011 International
Conference on Artificial
Intelligence. ICAI'11. pp. 808-814. PDF
- Araújo, C. H. D. and P. A. L. Castro (2010). Towards automated trading based
on
fundamentalist and technical data. In Proceedings of 20 th
SBIA.
LNAI, São Bernado do Campo, Brazil, pp. 704-715.
Springer-Verlag.. PDF
- Castro, P. A. L. and J. S.
Sichman. AgEx: A Financial
Market Simulation Tool for Software Agents.
In: International Conference on Enterprise Information Systems - ICEIS,
2009, Milan, Italy. Lecture Notes in Business Information Processing.
New York : Springer, 2009. v. 24. p. 704-715. PDF
- Castro, P. A. L. and J. S.
Sichman. Toward Cooperation
among Competitive Trader Agents.
In: 9th International Conference on Enterprise Information Systems,
2007, Funchal, Madeira, Portugal. Proceedings of the 9th International
Conference on Enterprise Information Systems, 2007. PDF
- Castro, P. A. L. and J. S.
Sichman. A
Framework for
Bidder
Agents in Multiple
Simultaneous Auctions . In:
Collaborative Electronic Commerce
Technology and Research (CollECTeR) LatAm 2005, Talca, Chile.
Proceedings of CollECTeR LatAm. 2005. PDF
- Castro, P. A. L. and J. S.
Sichman. Construindo Agentes
Arrematantes para Múltiplos Leilões
Simultâneos.
Scientia (Unisinos), Porto Alegre,RS, v. 14, n. 2, p. 171-190, 2003. PDF
- Castro, P. A. L. and J. S.
Sichman. Uma Infra-Estrutura
para Agentes Atuantes em Múltiplos Leilões
Simultâneos. In:
Encontro Nacional de Inteligência Artificial, 2003, Campinas.
Anais do XXIII Congresso da Sociedade Brasileira de
Computação, 2003. v. 1. p. 2256-2265. PDF
Phd Thesis
·
Paulo
André Lima
de Castro
Supervisor: Prof.
Dr. Jaime
Sichman
Uma
Arquitetura para Administração Automatizada de
Ativos
Baseada em Agentes Competitivos
Agosto 2009
Paulo
André Lima
de Castro
Supervisor: Prof.
Dr. Jaime
Sichman
Uma
infra-estrutura para agentes arrematantes em múltiplos
leilões simultâneos
Agosto 2003
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