Bibliografia

Ficheiros (slides e scripts) da UC a disponibilizar no e-learning/Fenix Yves Hilpisch (2018), Python for Finance, 2nd Edition, O.Reilly Media, Inc. Tarek A. Atwan, (2022), Time Series Analysis with Python Cookbook, Packt Publishing. Mills, T.C. (2019), Applied Time Series Analysis: A Practical Guide to Modeling and Forecasting, Academic Press, Elsevier Inc. Brooks, C., (2019), Introductory econometrics for finance, 4nd ed., Cambridge University Press.:

Edward Raff, (2022), Inside Deep Learning: Math, Algorithms, Models, Manning Publications Co. Louis Owen, (2022), Hyperparameter Tuning with Python, Packt Publishing. James Ma Weiming, (2019), Mastering Python for Finance: Implement advanced state-of-the-art financial statistical applications using Python, 2nd Edition, Packt Publishing. Juselius, K., (2006), The Cointegrated VAR Model: Methodology and Applications, Oxford University Press.: