Skills

Econometrics (Financial Econometrics), Statistics, Time Series Analysis, Data Science & ML

R

Python

Stata

Matlab

LaTeX

VBA

git

Recent & Upcoming Talks

  • 20th Brazilian Finance Meeting on July 17th, 2020

  • PhD - Economics Virtual Seminar on September 17th, 2020

  • University of Kansas Economics Department Seminars on September 25th, 2020

  • 57th Missouri Valley Economic Association (MVEA) on October 15-17, 2020

  • Doctoral Student Consortium at the 2020 Financial Management Association (FMA) on October 19th, 2020

  • Kansas State Economics Seminars on November 13th, 2020.

  • 90th Southern Economic Association (SEA) on November 21-23, 2020

  • 42nd Meeting of the Brazilian Econometric Society on December 08-11, 2020

Research

In this paper, we study the time variation of the risk premia in U.S. Treasuries bonds. We propose a novel approach for deriving a …
PDF DNN Factors

Using high-frequency foreign exchange data, we estimate short-lived signals to forecast one-minute-ahead rolling currency prices using …
PDF

Since Meese and Rogoff (1983) results showed that no model could outperform a random walk in predicting exchange rates. Many papers …
PDF DOI

In this paper, we build efficient portfolios using three different frameworks proposed in the literature with several datasets …
SSRN RePEc

This paper studies new sources of signals to be incorporated in a mean-variance framework for portfolio optimization. We assess the …

We evaluate the use of Generalized Empirical Likelihood (GEL) estimators in portfolio efficiency tests for asset pricing models in the …
SSRN RePEc

Teaching

Instructor of Record Department of Economics, The University of Kansas (KU)

  • Introduction to Econometrics (Fall 2018, Spring 2019, Summer 2019, Fall 2019 & Spring 2020)
  • Intermediate Macroeconomics (Spring 2018)

Graduate Teaching Assistant Department of Economics, The University of Kansas (KU)

  • Statistics and Data Analysis (Fall 2020)
  • Principles of Microeconomics (Fall 2016 & Fall 2017 [Head TA] )
  • Principles of Macroeconomics (Spring 2017)

Graduate Teaching Assistant Department of Economics, University of São Paulo (USP)

  • Econometrics (Spring 2015)

Experience

 
 
 
 
 
February 2018 – Present
Kansas, USA

Instructor of Record

The University of Kansas

Courses:

  • Introduction to Econometrics (Spring 2020)
  • Introduction to Econometrics (Fall 2019)
  • Introduction to Econometrics (Summer 2019)
  • Introduction to Econometrics (Spring 2019)
  • Introduction to Econometrics (Fall 2018)
  • Intermediate Macroeconomics (Spring 2018)
 
 
 
 
 
August 2016 – Present
Kansas, USA

Graduate Teaching Assistant (GTA)

The University of Kansas

Courses:

  • Statistics and Data Analysis (Fall 2020)
  • Principles of Microeconomics (Fall 2017) [Head TA]
  • Principles of Microeconomics (Fall 2016)
  • Principles of Macroeconomics (Spring 2017)
 
 
 
 
 
February 2015 – July 2015
São Paulo, Brazil

Graduate Teaching Assistant (GTA)

University of São Paulo (USP)

Courses:

  • Econometrics
 
 
 
 
 
June 2012 – March 2013
São Paulo, Brazil

Funds Analyst

Patria Investments Ltd

 
 
 
 
 
November 2011 – June 2012
São Paulo, Brazil

Financial Planning Analyst

Kraft Foods Brazil

 
 
 
 
 
April 2011 – November 2011
São Paulo, Brazil

Financial Planning Intern

Kraft Foods Brazil

Recent Posts

This year the Modern Monetary Policy (MMT) has gained a lot of attention. It is worthy to listen what a (i) true macroeconomist, who …
Last updated on 1 min read

Price discrimination is a fascinating topic in Industrial Organization (I.O., henceforth), which is one of the most interesting sub …
Last updated on 5 min read

Looks like that I’m not allowed anymore to attend grad classes at the Math and the Computer Science departments. For a person who …
Last updated on 2 min read

In one of the Econometrics sessions in this weekend conference, the person above pictured was listening a 20-minutes presentation. As …
Last updated on 2 min read

Contact

  • +1 (785) 864-8197
  • 1460 Jayhawk Blvd - Snow Hall, Room 318, The University of Kansas, USA, 66045, USA
  • Monday 08:00 to 09:00 AM
    Tuesday 08:00 to 09:00 AM
    Wednesday 08:00 to 09:00 AM
    Otherwise email to book an appointment
  • Book an appointment