Teaching

Courses

University of Brasília

2021-present Econometrics [Projection theorem, Projection Matrix, Estimators, Linear Regression, OLS Small and Large Sampling Properties, ARMA Models, Space Vector Models, Forecasting, Unity Root]

2008 - present Numerical Methods and Computational Models in Economics [Syllabus: Structured programming, Algorithms complexity, Algorithm strategies, Agent-based models, Complex networks, Reinforcement learning and Dynamic programming, Machine learning, Deep Learning, Numerical methods, Numerical optimal control] (Graduate Program)

See the 2017 version of this course here

See the 2016 version of this course here

2008 - present Mathematics for Economics [Syllabus: Linear algebra, Several variables calculus, Optimization] (Undergraduate Program)

The page of our course is here.

2010 - 2020 Financial Economics [Syllabus: Financial Market equilibrium, Law of one price, Non-arbitrage, Mean-variance frontier based on Hilbert space representations, Beta pricing models] (Graduate Program)

See the 2017 version of this course here

See the 2016 version of this course here

2021 Credit Risk[Syllabus: Credit scoring, credit rating, PD, LGD, EAD, Applied topics of ML, Times Series and Foracasting, and Market Credit Risk Models] (Finance Professional Graduate Program for Caixa Econômica employers)

2018 Mathematics and Computational Models for Economics [Syllabus: Linear algebra, Several variables calculus, Optimization, Structured Programming] (Finance Professional Graduate Program for Caixa Econômica employers)

2018 Mathematics for Economics [Syllabus: Linear algebra, Several variables calculus, Optimization] (Economics Professional Graduate Program for COFEN employers)

2015 Measure Theory [Measurable sets, Measurable Functions, Integration, Convergence and Applications in Probability, Statistics and Econometrics.] (Graduate Program)

2010 - 2012 Financial Econometrics [Syllabus: Time series, Stylized facts in finance, Pricing models estimation, Present value relations, Factor models estimation] (Graduate Program)

2011 Evolution and Learning in Games [Syllabus: Evolution in games, Cooperation, Learning in games, Satisficing] (Graduate Program).

2009 Econometrics II [Syllabus: Time Series, Panel data and Discrete choice models] (Graduate Program)

2003 Corporate Finance [Syllabus: Valuation under uncertainty, Capital structure, Dividends policy, Public offers, Stock repurchases, Takeovers, Mergers] (Finance Professional Graduate Program)

IPEA (Institute for Applied Economic Research)

2020 Neural Networks, Deep Learning and Reinforcement Learning (Computer Science Models) [Syllabus: Neural Networks (Perceptron, Convolution Networks, Recurrent Neural Networks, LSTM, Natural Language Processing, Reinforcement Learning]

2020 Statistical Learning Theory and Machine Learning (Statistical Models) [Syllabus: Generalization theory, Types of models, Cross-validation, Linear Regression, Linear Classification, Regularization, Decision Tress and friends, SVM, Knn]

2019 Numerical Methods and Computational Models in Economics [Syllabus: Structured programming, Object Oriented Programming, Functional Programming, Advanced Python , Algorithms complexity, Algorithm strategies, Agent-based models, Complex networks, Numerical methods]

Catholic University of Brasília

2007 Numerical Methods and Computational Models in Economics (Graduate Program)

2004 - 2007 Financial Econometrics (Graduate Program)

2004 - 2006 Econometrics (Graduate Program)

2003 - 2006 Corporate Finance (Graduate and Undergraduate program)

2003 - 2004 Capital Markets (Undergraduate Program)

2003 Mathematics for economics (Undergraduate Program)

2003 Numerical Methods in Finance (Graduate Program)

2003 Derivative Markets (Undergraduate Program)

Brazilian Central Bank

2005 Projects valuation

2005 Complex Bank Networks

2004 Financial Fragility

Brazilian Treasury

2005 Companies Valuation