I am Assistant Professor at University of Campinas (Department of Statistics) - Brazil. About myself...
- I am a peruvian based in Brazil since 2010.
- I hold a PhD in Statistics from University of Campinas (UNICAMP) - Brazil.
- I usually code in R, sometimes in Matlab and occasionally in Python.
- I am curious about Julia Lang
- I am always interested in new statistical/econometrics methods and open for collaborative work.
- I really like Time Series Analysis and its applications in Economics and Finance (thanks Luiz Hotta). You can see more about my research interests as well as my list of publications here.
- I strongly believe that education changes our lives.
I am currently working on high-dimensional time series (specifically on General Dynamic Factor Models -- GDFM), risk measures forecasting procedures, machine learning porfolio allocation strategies and a little bit in text mining.
