About Me

I am an Assistant Professor at Fundação Getulio Vargas (FGV) in São Paulo, Brazil, at the São Paulo School of Business Administration. My research lies at the intersection of statistical machine learning, high-dimensional statistics, econometrics, and computational statistics.

I focus on developing theoretically grounded and computationally scalable statistical methods for complex stochastic systems, particularly those exhibiting strong temporal or structural dependence. Currently, my ongoing research explores parametric portfolio policies for dynamic asset allocation, reinforcement learning in dependent environments, and expectile-based inference for risk-sensitive modeling.