Addressing Non-Stationarity with Relaxed f-Discounted-Sliding-Window Thompson Sampling. - Gustavo de Freitas Fonseca; Lucas Coelho e Silva; Paulo André Lima de Castro (COINS, 2024)

Transformers and attention-based networks in quantitative trading: a comprehensive survey. - Lucas Coelho e Silva; Gustavo de Freitas Fonseca; Paulo André L. De Castro (ICAIF, 2024)

Improving Portfolio Optimization Results with Bandit Networks. - Gustavo de Freitas Fonseca; Lucas Coelho e Silva; Paulo André Lima de Castro (CoRR, 2024)