I graduated with a PhD from the Department of Electronic and Computer Engineering at HKUST, in sunny Hong Kong, where I was a member of the Convex Optimization in Finance Group advised by Prof Daniel Palomar.

My PhD research focused on problems involving graphs, where I designed optimization algorithms, combined with elements of graph theory and statistical learning theory, to estimate networks of financial assets. Our research results were published in venues such as NeurIPS, ICML, and JMLR.

My current interests are crab hunting, baby stuff, and trading.

Interests
  • Graph Learning
  • Portfolio Optimization
Education
  • PhD in Electronic and Computer Engineering, 2023

    Hong Kong University of Science and Technology (Hong Kong)

  • BEng in Electrical Engineering, 2019

    Universidade Federal de Campina Grande (Campina Grande, Brazil)