Publications

Aviso de Direito Autoral
(Copyright notice)

Some documents distributed by this server have been provided by the contributing authors as a means to ensure timely dissemination of scholarly and technical work on a noncommercial basis. Copyright and all rights therein are maintained by the authors or by other copyright holders, notwithstanding that they have offered their works here electronically. It is understood that all persons copying this information will adhere to the terms and constraints invoked by each author's copyright. These works may not be reposted without the explicit permission of the copyright holder.

• LUCAS COELHO E SILVA; GUSTAVO DE FREITAS FONSECA and PAULO ANDRÉ LIMA DE CASTRO. Transformers and attention-based networks in quantitative trading: a comprehensive survey. In: ICAIF 2024: Proceedings of the 5th ACM International Conference on AI in Finance. DOI:  10.1145/3677052.3698684 2024.


• 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.


• 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

Dissertação de Mestrado

 Voltar à página principal