Working Papers
Deep Declarative Risk Budgeting Portfolios. With Carlos Castro-Iragorri. [Abstract]
First Elsevier Finance Conference. Paper Development Workshop. Rio, Brazil. November 2023.
School of Advanced Science on High Dimensional Models. Posters Section. São Paulo, Brazil. April 2025.
AI in Finance Conference and PhD Workshop. Talk. Montreal, Canada. October 2025. [Expected]
Work in Progress
Deep Declarative Parametric Portfolios. With Carlos Castro-Iragorri and Alexandre Rubesam. [Abstract soon]
Deep Hedging with commodities. With Frédéric Godin. [Abstract soon]
Automatic Adjoint differentiation through neural networks for asset pricing. [Abstract soon]
Surrogated Models and Interpretability of black boxes in finances. [Abstract soon]
Others
Aplicaciones de Hénon: límite inverso de polinomios cuadráticos. With Ph.D. Serafín Bautista Díaz. M.Sc Thesis. [Full Text]
Rayos Externos en el conjunto de Mandelbrot. B.S. Project. [Full Text]
