Prof. Carlos Alberto Rodrigues
Associate Professor, DEXA-UEFS
State University of Feira de Santana (UEFS)
Department of Exact Sciences - Brazil
Computer Engineering Degree Program
Computer Science Master Program
Email: carod@uefs.br
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Education
Education
Postdoctoral in Electrical Engineering. Federal University of Minas Gerais (UFMG), 2021-2023
Ph.D. in Computational Physics, State University of São Paulo, Brazil, 2003
B.Sc. in Physics, Federal University of Piauí, Brazil, 1999
Research Interests
Research Interests
My current research interests are related to Computational Finance. I am particularly interested in the following subjects:
Modeling of Trading Strategies
Risk Management
Machine Learning
Multiobjective Optimization
Data Science
Current research project:
Development of a Trading System based on Optimization of an Automated Trading Portfolio (UEFS, 2018)
Research Group:
Recent Publications
Recent Publications
Rodrigues, Carlos A..; CARRANO, E. G. . Market-Neutral Portfolios: A Solution Based on Automated Strategies. GLOBAL JOURNAL OF RESEARCHES IN ENGINEERING, v. 23, p. 1-10, 2023.
CAMPOS, D. F. ; LOULA, A. C. ; Rodrigues, Carlos A. Aplicação de Algoritmos de Otimização para a Minimização do Risco em um Portfólio de Negociações Automatizadas. In: BRAZILIAN WORKSHOP ON ARTIFICIAL INTELLIGENCE IN FINANCE (BWAIF), 2022, Niterói. Anais do I Brazilian Workshop on Artificial Intelligence in Finance, 2022.
PINTO, A. S. ; NUNES, M. C. P. ; Rodrigues, Carlos A.; OLIVEIRA, B. M. R. ; MEDRADO NETO, J. R. ; TAN, T. C. ; ROCHA, M. O. C. . A Curva Volume-Tempo Obtida pela Ecocardiografia Tridimensional na Cardiomiopatia Chagásica: Análise do Mecanismo das Adaptações Hemodinâmicas. Arquivos Brasileiros de Cardiologia, p. 1-7, 2022.
PINTO, A. S.; Rodrigues, Carlos A.; NASCIMENTO SOBRINHO, C. L. ; CRUZ, L. A. ; SANTOS JUNIOR, E. G. ; NUNES, P. C. M. ; COSTA, M. G. R. ; ROCHA, M. O. C. . Covid-19 epidemic curve in Brazil: A sum of multiple epidemics, whose inequality and population density in the states are correlated with growth rate and daily acceleration. An ecological study. SOCIEDADE BRASILEIRA DE MEDICINA TROPICAL. REVISTA, v. 1, p. 1-7, 2022.
GUEDES, Anderson C ; Rodrigues, Carlos A.; LOULA, A. C. . Otimização Evolutiva Lexicográfica de um Portfólio de Estratégias Automatizadas no Mercado Futuro Brasileiro. In: Encontro Nacional de Inteligência Artificial e Computacional (ENIAC), 2021, evento online. Anais do Encontro Nacional de Inteligência Artificial e Computacional (ENIAC). Porto Alegre: Sociedade Brasileira de Computação, 2021. p. 458-469.
PINTO, A. S.; Rodrigues, Carlos A; ; SANTOS JUNIOR, E. G. ; NUNES, P. C. M. ; CRUZ, L. A. ; COSTA, M. G. R. ; ROCHA, M. O. C. . Covid-19 growth rate analysis: application of a low-complexity tool for understanding and comparing epidemic curves. SOCIEDADE BRASILEIRA DE MEDICINA TROPICAL. REVISTA, v. 53, p. 1-5, 2020.
QUEIROZ, I. S. S. ; Rodrigues, Carlos A. Comparing position size methods in brazilian futures market. Revista da FAE, v. 22, p. 67-82, 2019. [abstract]
SANTOS, G. P. ; Rodrigues, Carlos A. A trading system based on trend-following techniques: a strategy to support decision-making in brazilian futures market. In: ADM 2018-Congresso Internacional de Administração, 2018, Sucre. Anais do Congresso Internacional de Administração, 2018. [abstract]
MAIA, A. V. ; Rodrigues, Carlos A. Timing in the stock market in Brazil with candlesticks patterns and associated indicators. In: ADM 2018-Congresso Internacional de Administração, 2018, Sucre. Anais do Congresso Internacional de Administração, 2018. [abstract]
MARTINS, M. V. A. ; Rodrigues, Carlos A. An investment strategy based on the divergence in macd indicator. RACEF revista de Administração, Contabilidade e Economia da FUNDACE, v. 9, p. 45-59, 2018. [abstract]
TAVARES, J. T. ; Rodrigues, Carlos A. Development of an automated trading system to the stock exchange and forex using neural networks multilayer perceptron. In: IV Workshop de Trabalhos de Pós-Graduação (WPOS) da XVII Escola Regional de Computação Bahia-Alagoas-Sergipe (ERBASE), 2017, Cruz das Almas. Anais do IV Workshop de Trabalhos de Pós-Graduação (WPOS) da XVII Escola Regional de Computação Bahia-Alagoas-Sergipe (ERBASE), 2017. p. 41-45. [abstract]
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