Sao Paulo, San Pablo, Brasil
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Over 20 years of investment, management and entrepreneuring experience, ed by a…

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Experiencia de voluntariado

  • Professor de Matemática

    Cursinho São Bento

    - 10 años 11 meses

    Educación

    Cursinho pré-vestibular para alunos de escolas públicas, com comprovada falta de condições financeiras de estudar em instituição privada. Ao todo, tivemos classes de 60 alunos por ano. No total, tivemos 23 alunos aprovados em faculdades públicas, entre USP, Unicamp e UNESP, resultado que, percentualmente, se compara a escolas particulares de renome.

  • Gráfico Escola Politécnica da USP

    Projeto de Veleiro

    Escola Politécnica da USP

    - 1 año

    Ciencia y tecnología

    Projeto de veleiro escola para treinamento da equipe brasileira de vela, classe Sonar 23, que participou dos Para Olimpíadas, Pequim, China, 2008

Publicaciones

  • Portfolio Optimization Through Kriging Methods

    Applied Economics

    This article presents a new methodology for optimizing financial asset portfolios. The proposed methodology, based on the Kriging method, allows for approximating the risk surface – and thus the optimal solution to the problem – in a generalized fashion, relaxing every restrictive hypothesis inherent to the available methods and with the ability to estimate the error in the risk surface approximation. Illustratively, the proposed methodology is applied to the portfolio problem with the…

    This article presents a new methodology for optimizing financial asset portfolios. The proposed methodology, based on the Kriging method, allows for approximating the risk surface – and thus the optimal solution to the problem – in a generalized fashion, relaxing every restrictive hypothesis inherent to the available methods and with the ability to estimate the error in the risk surface approximation. Illustratively, the proposed methodology is applied to the portfolio problem with the Variance, VaR and CVaR as objective functions. The results are compared to those obtained using the Khun–Tucker technique, for the former, and the Rockafellar method, for the latter.

    Otros autores
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  • Optimal Energy Matrix Through Kriging Method: An Analysis of Different Risk Measures

    SBPO 2014

    This article presents a new approach to solve the energy portfolio problem utilizing the standard deviation, the Value-at-Risk and the Conditional Value-at-Risk as risk measures. This new methodology, based on the Kriging Method, allows for approximating the solution to the problem utilizing virtually any risk measure available in literature, relaxing the usual restrictive hypothesis inherent to the available methodologies.

    Otros autores

  • Risk Surface approximations for optimal portfolios

    BAFI

    General application of Neural Networks and Kriging Method for optimizing financial portfolios, using the variance, the VaR and the CVaR as risk measures.

    Otros autores

  • Application of the Kriging Method for Estimating the Conditional Value at Risk in Asset Portfolio Optimization

    CLAIO/SBPO

    This paper presents a new asset portfolio optimization model which considers the Conditional
    Value at Risk – CVAR as a risk measure. Based on Kriging Method, it creates a surface to
    describe CVAR. This new method led to results similar to those obtained by ROCKAFELLAR
    (2000). The results under stress scenarios were compared to Markowitz model.

    Otros autores
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  • A Conceptual Evaluation of Port istration Models and the Right Time to Change

    USP

    A conceptual analysis of four suggested models of public versus private activities in port istration: (1) public port. (2) tool port, (3) landlord port and (4) private port. The analysis includes an overal view and classification of the 20 major ports in the world, with a deep analysis of the Port of Santos, Brazil, and the role of Companhia Docas de São Paulo (CÓDESP).

  • Princípios Fundamentais da Transferência de Calor

    USP

    A full handbook on the topic Heat Transfer, with good discussion of concepts and formulations, vastly utilized by students and professionals of the sector for reference purposes. It also offers examples of applications and a brief discussion on the main topics of Thermodynamics.

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