• Home
  • Research
    • Publications
    • Talks
    • Posters
    • Advising
  • Teaching
    • — Spatial Statistics —
    • Textbook (material de apoio)
    • Lecture 1 and 2 : Theory (Slides + R script)
    • Lecture 3 and 4 : Theory (Slides + R script)
    • Lecture 5 and 6 : Theory (Slides + R script)
    • Lecture 7 and 8 : Theory (Slides + R script)
    • Teaching Assistant
    • — Data Science (MAE5905) —
    • Assignment 1
    • Assignment 2
    • Assignment 3
    • Assignment 4
    • — Data Analysis (MAE0261) —
    • Assignment 1
    • Assignment 2
  • Financial Engineering
    • — FINANCIAL DATA —
    • EDA & Yield Curve
    • EDA
    • — FINANCIAL ECONOMETRICS —
    • Sensitivity to outliers
    • Regime change
    • — DERIVATIVE PRICING —
    • Tree-Based Option Pricing
    • Stochastic Volatility
    • — STOCHASTIC MODELING —
    • Volatility Smile
    • Reinforcement Learning
    • — MACHINE LEARNING IN FINANCE —
    • Learning-Based Trading
    • Classification Models
    • Hyperparameter Optimization (HPO)
  • Statistics
    • — STATISTICS BEHIND ML (MAE5911) —
    • Possibility measure
    • Estimation Methods
    • Neural Networks
    • P-value and Neural Networks
    • Multi-Head Attention & LLMs
    • — ADVANCED STATISTICS I (MAE5834) —
    • Assignment 1
    • Assignment 2
    • Assignment 3
    • Assignment 4
    • Assignment 5
    • — Generalized Linear Models (MAE5763) —
    • Assignment 1
    • Assignment 2
    • — BAYESIAN INFERENCE (MAE5748) —
    • Dynamic linear models
  • Consulting
  • Availability

Other Formats

  • PDF
 

© 2026 ALMONHA | Desenvolvido com Quarto