Invited Talks at Conferences
2024
Harnessing Machine Learning for Real-Time Inflation Nowcasting.
2nd Annual Conference of the Brazilian Central Bank, Brasília - Brazil.
2023
Nowcasting Consumer Price Inflation Using High-frequency Scanner Data: Evidence from Germany.
CESifo/ifo Junior Workshop on Big Data 2023, Munich - Germany.
Inflation: Drivers and Dynamics Conference (Fed Cleveland and ECB) [Poster Session], Frankfurt - Germany.
Statistische Woche 2023, Dortmund - Germany.
Inflation nowcasting in persistently high inflation environments.
43rd International Symposium on Forecasting, Charlottesville - Virginia USA.
29th Conference on Computing in Economics and Finance, Nice - France.
2022
Nowcasting Consumer Price Inflation Using High-frequency Scanner Data: Evidence from Germany.
23rd IWH-CIREQ-GW Macroeconometric Workshop on Inflation: Modelling, Forecasting and Monetary Policy Reactions, Halle - Germany.
Bond portfolio optimization in turbulent times: A dynamic Nelson-Siegel approach with Wishart stochastic volatility. [Slides]
42nd International Symposium on Forecasting, Oxford - England.
12th European Seminar on Bayesian Econometrics [Poster Session], Salzburg - Austria.
15th International Conference on Computational and Financial Econometrics, London - England.
2017
Fixed-income portfolio optimization based on DNS models with macroeconomic factors for the Brazilian yield curve.
45th National Meeting of Economics, Natal - Brazil.
(Oxford, 2022)
(Salzburg, 2022)