Bruno Fanzeres

I hold a B.Sc. in Industrial and Electrical Engineering and an M.Sc. and P.hD. in Operations Research, all from the Pontifical Catholic University of Rio de Janiero (PUC-Rio). I worked as a visiting P.hD. student at the Industrial and System Engineering Department, Georgia Institute of Technology (ISyE-GA Tech).

I am currently a tenure-track assistant professor at the Industrial Engineering Department of PUC-Rio and a researcher at the Laboratory of Applied Mathematical Programming and Statistics (LAMPS).

My area of research is decision making under uncertainty with applications to finance, insurance and power systems.

Main fields of interest are:

• Power systems operations and economics;
• Energy (electricity and gas) markets;
• Derivative and insurance pricing;
• Portfolio optimization;
• Optimization under uncertainty (stochastic, robust and distributionally robust optimization);
• Modern multivariate statistics and data analysis;
• Hierarchical optimization (multi-level optimization);
• Game Theory.

Professional Information:

• Curriculum Vitae
• Research Gate
• Lattes
• LAMPS