Ita | Computational Finance

the computer finance interest group is a multi-departmental initiative of the instituto tecnológico de aeronáutica (ita). we work in the areas of teaching, research and consulting services applying computational and quantitative methods to finance and investments. we assume that financial decisions should take a high-end scientific approach to outperform market indexes in a robust and long-term way. we work in the following areas: - teaching we are responsible for the module of investment and risk modeling, which is offered semiannually as an undergraduate and graduate elective at ita. - academic research we conduct academic research in the application of operations research, descriptive statistics, economerics, machine learning and artificial intelligence to portfolio optimization, investment strategies, risk management, credit rating, derivatives pricing, and investment project valuation. - consulting services though braziliam inovation law, we provide consulting services to fina