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DE FREITAS FONSECA, GUSTAVO ; E SILVA, LUCAS COELHO ; LIMA DE CASTRO,
PAULO ANDRÉ . Addressing Non-Stationarity with Relaxed
f-Discounted-Sliding-Window Thompson Sampling. In: 2024 IEEE
International Conference on Omnilayer Intelligent Systems (COINS),
2024, London. 2024 IEEE International Conference on Omni-layer
Intelligent Systems (COINS), DOI: 10.1109/COINS61597.2024.10622208 2024. p.
1.
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DA SILVA, CHARLES M. R. ; DE CASTRO, PAULO ANDRÉ L. ; CESAR, CECILIA DE A. C. .
Ransomware Detection: Ensemble Machine Learning Models Using Disjoint Data.
In: 2024 IEEE International Conference on Cyber Security and Resilience (CSR), 2024, London.
v. 1. p. 1-6. DOI: 10.1109/CSR61664.2024.10679469 2024.
- FORSTER, CARLOS H.Q.; LIMA DE CASTRO, PAULO
ANDRÉ and RAMALHO, ANDREI A Methodology for Questionnaire
Analysis: Insights through Cluster Analysis of an Investor Competition
Data 2024. Available at ArXiv: Click
here
- SBRANA, ATTILIO ; LIMA DE CASTRO, PAULO ANDRÉ ; N-BEATS Perceiver: A Novel
Approach for Robust Cryptocurrency Portfolio Forecasting.
Computational Economics, v. 1, p. 101-136,DOI: 10.1007/s10614-023-10470-8.
2023.
Click
here
- SILVA, R. M. ; SBRANA, A. ; CASTRO, P. A. L. ; CASTRO, P.
A. L. ; SOMA, N. Y. . Developing
and Assessing a Human-Understandable Metric for Evaluating Local
Interpretable Model-Agnostic Explanations. International
Journal of Intelligent Engineering and Systems, v. 16, p. 318-332, DOI: 10.22266/ijies2023.0831.26
2023 Click
here
- SBRANA, A. ; CASTRO, P. A. L. ; CASTRO, P. A. L. . Solving NP-Complete Akari games
with deep learning. ENTERTAINMENT COMPUTING, v. 47, p.
100580, DOI: 10.1016/j.entcom.2023.
2023. .100580 Click
here
- NASCIMENTO, FIDEL E. ; CASTRO, P. A. L. .Mitigating
Risk in Machine Learning-Based Portfolio Management: A Deep
Reinforcement Learning Approach. In: 25th Interntational
Conference on Artificial Intelligence - ICAI. DOI: 10.1109/CSCE60160.2023.00108 2023. Click
here
- G. A.MELO, M. MÁXIMO and CASTRO, P.
A.L. High Speed Marker Tracking for Flight Tests.IEEE
Latin America Transactions. vol. 20, no. 10, pp. 2237-2243, Oct.DOI: 10.1109/TLA.2022.9885171
2022, Click
here
- 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
- MARQUES, R. S. ; EPIPHANIOU, G. ; AL-KHATEEB, H. ; MAPLE,
C. ; HAMMOUDEH, M. ; DE CASTRO, PAULO ANDRÉ LIMA ;
DEHGHANTANHA, A. ; CHOO, K. R. A Flow-based Multi-Agent Data
Exfiltration Detection Architecture for Ultra-Low Latency Networks.
ACM Transactions on Internet Technology. DOI: 10.1145/3419103
2021 Link
- VIEIRA, H. A. ; MARQUES, R. S. and CASTRO, P. A. L.
Parametric Optimization using Distributed Hill Climbing Search in
Multiagent Systems. Brazilian Journal of Development. v. 7, p. 1-9, DOI:
10.34117/bjdv7n8-070. 2021.
- 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 DOI: 10.32629/jai.v2i2.44
2019;
2(2).
- ALMEIDA, Bruno C. ;CASTRO, P. A. L.. Autonomous
Driving on a Direct Perception System with Deep Recurrent Layers.
In: Applications of Intelligent Systems, 2019, Las Palmas,
Spain. Proceedings of APPIS 2019. Las Palmas: ICPS by ACM. v. 1.
p. 10-16. DOI: 10.1145/3309772.3309790 2019.PDF
- CASTRO, P. A. L.; Ribeiro, M.S. Online learning applied to
Autonomous Valuation
of Financial Assets. In: Web Intelligence Conference 2018.
(WI 2018) (Dec 2018), Santiago, Chile. Proceedings of the Web
Intelligence Conference (WI 2018) DOI: 10.1109/wi.2018.00-33. 2018. PDF
- 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. DOI: 10.22456/2175-2745.74992
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. DOI: 10.1016/j.jocs.2016.10.002
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. DOI: 10.1109/FTC.2016.7821592 2016. PDF
- REIS, E. R. ; CASTRO, P. A. L. ; SICHMAN, Jaime
Simão . Enhancing
Classification Accuracy Through Feature
Selection Methods. In: XIII Encontro Nacional de
Inteligência
Artificial e Computacional, 2016, Recife. Anais do XIII Encontro
Nacional de Inteligência Artificial e Computacional.
Campinas: SBC, 2016. PDF
- Marques, R.S. and Castro, P. A. L. (2015) MADEC: Arquitetura multiagente
imunoinspirada para identificar atividades de
exfiltração de dados ocultas por rootkits.
In. Anais de XVII
Simpósio de Aplicações Operacionais em
Áreas de Defesa. São José
dos Campos, Brazil. PDF
- Vieira, H.A.; Marques, R.S. and Castro, P. A. L. (2015) Otimização
paramétrica através de busca Hill Climbing
distribuída em sistemas multiagentes.
In. Anais de Computer on the Beach 2015. UNIVALI
-SBC. Florianopolis, Brazil. 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). DOI:
10.1007/978-3-319-13218-1_2 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. DOI:
10.1007/s10489-012-0366-8 2013. 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. DOI: 10.1007/978-3-642-16138-4_12
2010. 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, DOI: 10.1007/978-3-642-01347-8_58
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, DOI: 10.13140/2.1.3890.0160 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
Tese de
Doutorado
·
Paulo
André Lima
de Castro
Orientador: Prof.
Dr. Jaime
Sichman
Uma
Arquitetura para Administração Automatizada de
Ativos
Baseada em Agentes Competitivos
Agosto 2009
Paulo
André Lima
de Castro
Orientador: Prof.
Dr. Jaime
Sichman
Uma
infra-estrutura para agentes arrematantes em múltiplos
leilões simultâneos
Agosto 2003
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